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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08001 | CR9853 | 2025-02-07 | Tightening | 123 | 447 | 3.8 | 0.7 | 1,596,497,664 | Consumer:21.8;Financials:14.8;Energy:25.4;Industrials:17.5;Utilities:9.1;Healthcare:11.5 | US:62.4;EU:17.2;APAC:12.8;EMEA:6.0;LATAM:1.6 | A:18.2;AA:6.4;AAA:23.5;CCC:33.3;BB:10.2;B:8.4 | 4.58 | 27 | 143 | 417 | 4.8 | 3.5 | 20 | 45 | 30 | true | true | true | false | 1.67 | 1.06 | 0.34 | Industrials:EW | Hedge | CDX_IG: +191bps notional | 11 | 38 | DealerA | All2All | 5 | 87 | 143 | 59 | HYCap>limit | Rotate | High-yield share above policy cap | 106 | Defer adds pending macro print |
C08002 | CR9486 | 2024-03-03 | Stress | 240 | 739 | 6.5 | -1.7 | 459,889,931 | Utilities:35.4;Comm:36.0;Healthcare:28.6 | US:57.8;EU:20.2;APAC:13.6;EMEA:5.8;LATAM:2.7 | B:13.0;BBB:31.2;A:24.1;AAA:31.8 | 0.56 | 46.7 | 278 | 322 | 13.6 | 2 | 25 | 35 | 20 | true | true | false | true | 1.4 | 1.38 | 0.01 | Healthcare:EW | Hedge | CDX_IG: +161bps notional | -22 | -20 | DealerC | RFQ | 7 | 87 | 279 | -266 | Sector>limit | Rotate | Sector concentration above limit | 178 | Tighten HY exposure bands |
C08003 | CR7045 | 2025-12-23 | Stress | 211 | 771 | 7.8 | -1.6 | 1,287,159,625 | Energy:16.5;Healthcare:23.2;Utilities:32.5;Financials:19.4;Materials:8.4 | US:52.4;EU:15.5;APAC:15.0;EMEA:9.5;LATAM:7.6 | BBB:10.8;AA:26.8;B:16.2;AAA:23.3;BB:6.7;A:16.2 | 2.69 | 60.5 | 335 | 612 | 8.6 | 2 | 30 | 55 | 25 | true | false | false | true | 0.63 | 0.54 | -0.02 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | 32 | DealerC | Electronic | 9 | 94 | 171 | 141 | Region>limit | Rotate | Regional concentration above limit | 193 | Reviewed by risk; hedges staggered |
C08004 | CR0296 | 2025-01-02 | Recovery | 114 | 453 | 5.7 | 0.3 | 1,794,895,181 | RealEstate:30.0;Financials:40.2;Energy:15.7;Comm:14.1 | US:69.2;EU:13.0;APAC:6.8;EMEA:5.0;LATAM:6.0 | BB:12.4;AA:30.0;BBB:26.8;B:6.7;AAA:9.0;CCC:15.0 | 7.09 | 63.8 | 203 | 305 | 12.7 | 2.5 | 30 | 45 | 35 | true | true | false | true | 1.71 | 1.07 | -0.01 | null | Hedge | SingleName_CDS: +57bps notional | -9 | 37 | ECN1 | RFQ | 8 | 96 | 263 | -412 | HYCap>limit | Rotate | High-yield share above policy cap | 254 | Tighten HY exposure bands |
C08005 | CR8325 | 2025-09-14 | Calm | 77 | 306 | 3.3 | 2.5 | 2,135,722,360 | Industrials:14.8;RealEstate:29.6;Tech:34.3;Utilities:21.3 | US:57.9;EU:18.9;APAC:12.3;EMEA:7.5;LATAM:3.4 | CCC:7.0;BB:4.0;B:10.9;BBB:17.6;AA:33.7;AAA:26.8 | 3.44 | 61.9 | 230 | 265 | 4.8 | 4 | 35 | 55 | 25 | false | true | false | true | 2.13 | 0.24 | -0.4 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | 40 | ECN1 | Electronic | 2 | 86 | 96 | -170 | Sector>limit | PauseAdds | Sector concentration above limit | 186 | Tighten HY exposure bands |
C08006 | CR1999 | 2025-09-30 | Tightening | 100 | 504 | 3.9 | 1.4 | 1,070,073,549 | Tech:17.7;Financials:26.7;Materials:8.1;Consumer:12.6;Utilities:34.9 | US:71.6;EU:8.3;APAC:10.0;EMEA:5.0;LATAM:5.0 | CCC:15.2;AAA:20.2;B:10.1;AA:18.1;A:19.8;BBB:16.5 | 1.98 | 40.9 | 170 | 217 | 16.8 | 4 | 20 | 35 | 20 | true | true | true | false | 1.11 | 0.6 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 28 | DealerB | DealerAxed | 9 | 93 | 48 | -170 | HYCap>limit | Hedge | High-yield share above policy cap | 221 | Rotate into defensive sectors |
C08007 | CR9638 | 2024-04-04 | Stress | 161 | 649 | 5.7 | 0.7 | 2,744,654,749 | Comm:35.5;Healthcare:39.0;Financials:25.6 | US:66.0;EU:16.3;APAC:7.8;EMEA:8.3;LATAM:1.6 | BB:12.4;CCC:13.9;BBB:50.3;A:23.5 | 4.66 | 32.4 | 215 | 464 | 14.3 | 4 | 35 | 35 | 20 | true | true | true | true | 0.01 | 0.93 | 0.47 | Materials:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | 3 | ECN1 | All2All | 12 | 86 | -141 | 29 | VAR>budget | Hedge | Portfolio VAR above budget | 140 | Tighten HY exposure bands |
C08008 | CR2162 | 2025-04-06 | Recovery | 171 | 596 | 6.5 | 1 | 1,992,899,117 | Utilities:34.7;Materials:8.9;Financials:33.2;Healthcare:13.7;Tech:9.5 | US:71.5;EU:8.2;APAC:13.0;EMEA:4.8;LATAM:2.4 | BB:15.3;CCC:15.8;AA:23.1;A:30.7;AAA:15.2 | 0.53 | 63.1 | 171 | 410 | 15 | 3 | 25 | 45 | 20 | true | true | true | false | 2.45 | 0.64 | -0.13 | Energy:EW | Hedge | CDX_HY: +125bps notional | -25 | 15 | ECN2 | All2All | 7 | 97 | 76 | -146 | VAR>budget | Reduce | Portfolio VAR above budget | 230 | Rotate into defensive sectors |
C08009 | CR4416 | 2024-12-13 | Recovery | 153 | 501 | 5.7 | 1.1 | 2,846,956,050 | Industrials:20.4;RealEstate:18.9;Energy:22.3;Utilities:38.4 | US:63.2;EU:16.5;APAC:10.2;EMEA:6.7;LATAM:3.4 | BBB:23.1;CCC:5.0;AA:15.5;BB:10.1;A:27.8;AAA:18.5 | 0.67 | 55.1 | 262 | 182 | 15.3 | 3 | 35 | 45 | 25 | true | true | false | true | 1.77 | 1.52 | 0.27 | Energy:EW | Hedge | Options_Payer: +57bps notional | -40 | 7 | DealerB | All2All | 10 | 88 | 209 | -337 | HYCap>limit | Hedge | High-yield share above policy cap | 120 | Tighten HY exposure bands |
C08010 | CR2678 | 2025-05-27 | Tightening | 152 | 432 | 5.1 | 1.4 | 1,522,678,612 | RealEstate:11.7;Healthcare:14.3;Industrials:13.2;Energy:25.7;Tech:28.0;Financials:7.2 | US:61.5;EU:16.2;APAC:5.8;EMEA:11.6;LATAM:4.9 | B:5.1;AAA:40.2;BB:12.8;AA:41.9 | 1.36 | 53.8 | 138 | 271 | 10.6 | 2.5 | 25 | 35 | 35 | true | true | false | false | 1.11 | 0.94 | 0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 10 | ECN2 | All2All | 8 | 99 | 271 | -28 | HYCap>limit | Reduce | High-yield share above policy cap | 122 | Tighten HY exposure bands |
C08011 | CR8999 | 2024-02-29 | Calm | 114 | 345 | 3.9 | 2.7 | 637,700,935 | Financials:8.4;Healthcare:34.1;Tech:8.5;Industrials:12.2;Comm:13.0;Consumer:23.7 | US:64.3;EU:10.2;APAC:15.0;EMEA:5.1;LATAM:5.3 | BBB:15.2;AA:29.1;B:7.9;A:34.2;AAA:13.5 | 5.86 | 50.1 | 103 | 190 | 4.9 | 4 | 25 | 45 | 25 | true | true | false | false | 1.5 | 0.13 | 0.54 | Materials:EW | Hedge | CDX_IG: +172bps notional | 3 | 38 | DealerC | Electronic | 1 | 96 | 360 | -100 | HYCap>limit | Rotate | High-yield share above policy cap | 146 | Escalate watchlist names |
C08012 | CR1509 | 2024-02-07 | Stress | 206 | 790 | 5.9 | -0.7 | 2,974,606,279 | RealEstate:22.3;Energy:14.4;Financials:9.3;Industrials:9.1;Materials:21.1;Consumer:23.9 | US:71.1;EU:5.9;APAC:8.0;EMEA:9.4;LATAM:5.6 | AAA:14.7;B:16.9;AA:17.9;CCC:22.0;A:28.6 | 7.1 | 57.7 | 313 | 528 | 20.6 | 3 | 20 | 55 | 20 | true | true | true | true | 1.45 | 0.76 | 0.11 | null | Hedge | CDX_HY: +60bps notional | -20 | 41 | DealerA | All2All | 7 | 92 | 218 | -345 | HYCap>limit | Rotate | High-yield share above policy cap | 139 | Defer adds pending macro print |
C08013 | CR7076 | 2025-12-07 | Recovery | 139 | 558 | 6.3 | 0.4 | 186,964,836 | Utilities:26.6;RealEstate:26.3;Energy:29.7;Financials:17.3 | US:72.7;EU:9.1;APAC:6.1;EMEA:10.4;LATAM:1.7 | AAA:23.7;B:6.9;CCC:12.3;BB:33.3;A:23.8 | 2.8 | 21.7 | 244 | 338 | 17.3 | 3.5 | 25 | 55 | 30 | true | true | true | true | -0.36 | 1.03 | 0.53 | Tech:EW;Energy:EW | Hedge | Options_Payer: +149bps notional | 0 | 16 | DealerB | All2All | 6 | 99 | 70 | 90 | HYCap>limit | Reduce | High-yield share above policy cap | 110 | Reviewed by risk; hedges staggered |
C08014 | CR8182 | 2025-04-02 | Stress | 232 | 823 | 6.7 | -1.3 | 376,852,510 | Comm:34.0;Industrials:43.8;Energy:22.1 | US:64.3;EU:13.3;APAC:12.7;EMEA:6.1;LATAM:3.6 | A:19.3;AAA:19.3;CCC:14.4;BB:20.4;B:26.6 | 6.44 | 28.9 | 228 | 581 | 9.1 | 3.5 | 35 | 45 | 35 | true | true | true | true | -0.12 | 0.21 | 0.19 | Consumer:EW;Industrials:EW | Hedge | CDX_IG: +59bps notional | 4 | 34 | DealerC | Electronic | 10 | 86 | 1 | -30 | HYCap>limit | Hedge | High-yield share above policy cap | 179 | Escalate watchlist names |
C08015 | CR1927 | 2025-01-29 | Stress | 247 | 697 | 6 | -1.9 | 1,524,462,052 | Energy:38.0;Tech:36.8;RealEstate:25.2 | US:72.5;EU:8.4;APAC:4.7;EMEA:8.3;LATAM:6.1 | BB:9.4;CCC:6.3;AAA:17.3;A:33.5;BBB:33.6 | 5.59 | 59.7 | 189 | 633 | 7.6 | 3 | 25 | 35 | 30 | true | true | false | false | 1.6 | 1.06 | 0.34 | Utilities:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 27 | DealerB | DealerAxed | 10 | 96 | -150 | 113 | VAR>budget | Hedge | Portfolio VAR above budget | 198 | Tighten HY exposure bands |
C08016 | CR4451 | 2025-09-03 | Recovery | 111 | 572 | 4.7 | -0.1 | 2,217,200,126 | Comm:21.1;Financials:22.5;Industrials:56.4 | US:73.8;EU:11.7;APAC:6.6;EMEA:4.8;LATAM:3.2 | BBB:26.3;AAA:28.9;BB:19.7;AA:15.9;B:9.3 | 6.11 | 50.1 | 239 | 447 | 3.4 | 3.5 | 20 | 45 | 20 | true | true | true | true | 1.99 | 0.87 | 0.42 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 15 | DealerC | All2All | 4 | 94 | 174 | -332 | Sector>limit | Hedge | Sector concentration above limit | 143 | Reviewed by risk; hedges staggered |
C08017 | CR9032 | 2024-07-22 | Tightening | 108 | 422 | 4.2 | 1 | 1,426,432,796 | Energy:33.7;Utilities:43.8;Tech:22.5 | US:59.0;EU:18.5;APAC:5.9;EMEA:8.8;LATAM:7.8 | BBB:25.4;AAA:12.4;B:7.8;AA:24.1;CCC:11.1;BB:19.2 | 5.76 | 52.3 | 223 | 148 | 3.6 | 3 | 35 | 55 | 30 | true | true | true | true | 2.46 | 0.87 | 0.34 | Tech:EW | Hedge | iTraxx_MAIN: +163bps notional | 8 | 26 | DealerA | DealerAxed | 0 | 100 | 169 | -323 | HYCap>limit | Rotate | High-yield share above policy cap | 198 | Reviewed by risk; hedges staggered |
C08018 | CR2323 | 2024-07-12 | Stress | 237 | 743 | 7.1 | 0.5 | 2,249,360,760 | Consumer:32.0;Comm:37.1;Healthcare:30.9 | US:69.6;EU:8.1;APAC:9.3;EMEA:6.4;LATAM:6.5 | AAA:33.6;BB:16.1;AA:11.0;CCC:11.8;BBB:27.4 | 5 | 29 | 273 | 494 | 13.8 | 3 | 25 | 45 | 25 | true | true | true | true | 1.86 | 1.18 | -0.18 | null | Hedge | Options_Payer: +136bps notional | 20 | 29 | ECN1 | Electronic | 8 | 95 | 166 | -206 | Region>limit | Reduce | Regional concentration above limit | 205 | Escalate watchlist names |
C08019 | CR8529 | 2025-04-16 | Stress | 229 | 559 | 5.2 | 0.1 | 1,450,576,488 | Tech:22.7;Healthcare:31.9;Utilities:18.7;Materials:26.7 | US:68.5;EU:8.6;APAC:10.1;EMEA:11.4;LATAM:1.4 | AA:27.5;BBB:35.3;CCC:5.4;B:17.7;BB:14.1 | 1.92 | 31.3 | 219 | 515 | 17.3 | 2.5 | 35 | 35 | 25 | false | true | true | true | 0.3 | 1.32 | 0.48 | Financials:EW;Utilities:EW | Hedge | SingleName_CDS: +170bps notional | -5 | -5 | DealerB | All2All | 3 | 100 | 43 | -225 | Sector>limit | Reduce | Sector concentration above limit | 198 | Escalate watchlist names |
C08020 | CR2173 | 2025-04-22 | Tightening | 137 | 398 | 4.7 | 1.4 | 1,648,382,237 | Materials:26.0;RealEstate:31.5;Comm:21.3;Utilities:21.2 | US:75.2;EU:7.3;APAC:9.9;EMEA:5.2;LATAM:2.4 | B:15.8;A:39.1;BB:8.9;AAA:36.2 | 4.5 | 33.8 | 161 | 121 | 16.9 | 4 | 20 | 35 | 30 | true | true | false | false | -0.43 | 0.03 | -0.39 | Financials:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 0 | ECN1 | DealerAxed | 7 | 99 | -160 | -83 | HYCap>limit | Rotate | High-yield share above policy cap | 98 | Escalate watchlist names |
C08021 | CR5805 | 2025-04-26 | Recovery | 135 | 468 | 4.8 | 0.4 | 1,219,774,642 | Energy:46.4;RealEstate:27.6;Materials:26.1 | US:65.4;EU:11.1;APAC:8.8;EMEA:11.2;LATAM:3.5 | BB:7.8;B:8.1;BBB:36.2;CCC:5.8;A:18.4;AAA:23.7 | 0.91 | 21.1 | 96 | 447 | 13.7 | 4 | 35 | 55 | 30 | true | true | false | false | 0.76 | 0.31 | -0.09 | null | Hedge | iTraxx_MAIN: +134bps notional | -30 | 19 | DealerA | All2All | 1 | 98 | 331 | -1 | Region>limit | Hedge | Regional concentration above limit | 188 | Rotate into defensive sectors |
C08022 | CR3603 | 2025-02-04 | Calm | 86 | 412 | 4 | 2.6 | 2,612,662,378 | Healthcare:10.4;RealEstate:47.8;Comm:27.0;Tech:14.8 | US:68.3;EU:8.9;APAC:11.0;EMEA:10.2;LATAM:1.5 | AA:11.1;CCC:19.0;AAA:17.0;BBB:15.3;B:28.7;BB:8.9 | 2.08 | 46.7 | 166 | 256 | 4.2 | 3.5 | 20 | 45 | 35 | true | true | true | false | 0.22 | 1.28 | -0.03 | null | Hedge | iTraxx_MAIN: +185bps notional | -37 | 9 | ECN2 | DealerAxed | 6 | 94 | 97 | -194 | Sector>limit | Hedge | Sector concentration above limit | 169 | Rotate into defensive sectors |
C08023 | CR9373 | 2024-04-24 | Tightening | 154 | 484 | 5.1 | 0.9 | 1,137,770,571 | Comm:21.4;Consumer:11.8;Energy:20.5;Utilities:23.2;Tech:23.1 | US:63.1;EU:9.9;APAC:11.4;EMEA:8.8;LATAM:6.8 | AAA:29.7;BBB:30.2;BB:22.5;A:17.6 | 1.73 | 64 | 265 | 371 | 16.6 | 2.5 | 25 | 45 | 25 | false | true | false | true | 2.42 | 0.17 | -0.35 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -7 | DealerC | RFQ | 4 | 98 | 364 | -197 | Region>limit | Reduce | Regional concentration above limit | 167 | Reviewed by risk; hedges staggered |
C08024 | CR9130 | 2024-12-04 | Tightening | 105 | 398 | 3.8 | 0.5 | 275,124,842 | Comm:47.0;Industrials:42.0;Materials:11.0 | US:70.8;EU:7.7;APAC:8.2;EMEA:9.4;LATAM:4.0 | AAA:30.0;BBB:9.2;AA:17.3;CCC:23.4;A:20.1 | 6.41 | 50.1 | 154 | 423 | 2 | 2 | 35 | 55 | 25 | true | true | false | false | 1.38 | 0.66 | 0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | -10 | DealerA | DealerAxed | 9 | 96 | -204 | -281 | HYCap>limit | Hedge | High-yield share above policy cap | 211 | Defer adds pending macro print |
C08025 | CR2007 | 2024-06-17 | Tightening | 144 | 420 | 4.9 | 1.9 | 1,541,090,137 | Consumer:24.7;Utilities:21.2;Tech:6.1;RealEstate:26.0;Comm:22.0 | US:57.2;EU:16.1;APAC:13.0;EMEA:8.9;LATAM:4.9 | B:5.6;AAA:30.1;BB:17.7;CCC:16.1;A:30.5 | 6.16 | 48.9 | 168 | 434 | 5.2 | 2.5 | 35 | 45 | 35 | false | true | true | false | 1.96 | 0.34 | 0.59 | Consumer:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -58 | -6 | DealerC | Electronic | 0 | 90 | 13 | -278 | VAR>budget | Reduce | Portfolio VAR above budget | 119 | Escalate watchlist names |
C08026 | CR1021 | 2024-03-04 | Calm | 83 | 396 | 3.6 | 2.5 | 1,133,683,053 | Tech:44.0;RealEstate:45.0;Materials:11.0 | US:59.3;EU:17.7;APAC:6.5;EMEA:9.4;LATAM:7.1 | AAA:35.4;B:21.2;AA:19.4;A:24.0 | 3.13 | 25.8 | 202 | 194 | 8.1 | 2 | 20 | 35 | 25 | true | true | false | true | 0.21 | 0.28 | 0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | 30 | DealerB | Electronic | 8 | 93 | 278 | -272 | HYCap>limit | Hedge | High-yield share above policy cap | 184 | Tighten HY exposure bands |
C08027 | CR8630 | 2025-06-06 | Tightening | 105 | 376 | 4.5 | 1 | 1,615,387,760 | Utilities:16.4;Tech:38.3;Materials:45.3 | US:62.3;EU:18.4;APAC:6.8;EMEA:6.9;LATAM:5.5 | AA:18.2;A:24.9;AAA:27.8;B:7.7;BB:15.2;CCC:6.1 | 1.8 | 55.3 | 118 | 170 | 6 | 4 | 20 | 55 | 25 | true | true | true | false | 2.37 | -0.03 | -0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | -21 | ECN2 | RFQ | 4 | 89 | 313 | 49 | Region>limit | Reduce | Regional concentration above limit | 101 | Tighten HY exposure bands |
C08028 | CR9721 | 2024-03-27 | Calm | 116 | 333 | 4.3 | 3 | 603,969,212 | Utilities:23.5;Industrials:54.8;Financials:21.7 | US:67.2;EU:5.5;APAC:12.4;EMEA:8.1;LATAM:6.8 | BBB:24.9;CCC:23.6;A:22.8;AAA:28.7 | 5.09 | 57.2 | 104 | 151 | 13.8 | 2 | 25 | 45 | 35 | true | true | false | false | 1.99 | 1.6 | 0.3 | null | Hedge | CDX_IG: +174bps notional | -59 | 41 | ECN2 | DealerAxed | 4 | 93 | 347 | 83 | HYCap>limit | Hedge | High-yield share above policy cap | 121 | Tighten HY exposure bands |
C08029 | CR7130 | 2024-09-25 | Stress | 156 | 809 | 6.8 | -1.1 | 433,250,508 | Comm:26.9;Industrials:15.7;Utilities:19.6;Healthcare:14.1;Materials:23.7 | US:66.3;EU:10.7;APAC:15.4;EMEA:6.1;LATAM:1.6 | AA:32.3;AAA:14.2;A:24.1;CCC:29.4 | 7.37 | 40.2 | 311 | 530 | 9.7 | 3.5 | 20 | 45 | 25 | true | true | true | true | 0.09 | 1.63 | 0.56 | null | Hedge | Options_Payer: +159bps notional | -27 | -24 | DealerA | DealerAxed | 5 | 93 | 26 | -366 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Rotate into defensive sectors |
C08030 | CR5002 | 2024-09-17 | Tightening | 90 | 514 | 4.1 | 1.7 | 1,136,487,078 | RealEstate:7.5;Industrials:21.3;Tech:9.0;Materials:28.3;Healthcare:24.6;Comm:9.3 | US:69.0;EU:13.1;APAC:8.8;EMEA:3.1;LATAM:5.9 | AAA:24.5;CCC:29.0;A:19.3;BB:15.6;B:11.5 | 6.72 | 38.3 | 240 | 138 | 3.5 | 4 | 20 | 45 | 30 | true | true | true | true | 0.73 | -0.2 | 0.51 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | 39 | DealerC | RFQ | 4 | 100 | 166 | -326 | VAR>budget | Reduce | Portfolio VAR above budget | 136 | Rotate into defensive sectors |
C08031 | CR8739 | 2024-07-15 | Tightening | 151 | 504 | 4.8 | 1.3 | 1,598,190,444 | Tech:12.0;Consumer:10.1;Comm:13.2;Materials:29.5;Financials:35.2 | US:51.4;EU:16.6;APAC:14.7;EMEA:10.8;LATAM:6.5 | CCC:45.0;AA:22.4;AAA:8.5;BBB:12.6;A:11.5 | 6.68 | 54.8 | 163 | 169 | 7.3 | 2.5 | 35 | 35 | 20 | true | true | true | false | -0 | -0.07 | 0.42 | null | Hedge | SingleName_CDS: +127bps notional | 16 | 22 | DealerA | All2All | 3 | 100 | 105 | 77 | VAR>budget | Hedge | Portfolio VAR above budget | 247 | Defer adds pending macro print |
C08032 | CR0378 | 2024-03-26 | Tightening | 116 | 459 | 4 | 1.4 | 295,265,022 | Utilities:21.5;Consumer:33.2;RealEstate:19.4;Tech:7.5;Financials:18.5 | US:64.9;EU:13.8;APAC:12.1;EMEA:6.0;LATAM:3.2 | BB:31.8;AAA:15.0;AA:30.4;CCC:22.8 | 1.87 | 30.4 | 103 | 477 | 17.6 | 3 | 30 | 55 | 25 | true | true | true | false | 0.36 | 0.35 | 0.32 | Comm:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 1 | DealerC | Electronic | 3 | 94 | 266 | 35 | Region>limit | Hedge | Regional concentration above limit | 202 | Defer adds pending macro print |
C08033 | CR5284 | 2024-01-08 | Stress | 210 | 826 | 6.9 | -1.5 | 831,823,070 | RealEstate:9.6;Comm:19.3;Consumer:19.3;Industrials:21.6;Energy:6.3;Materials:23.8 | US:67.0;EU:8.1;APAC:6.3;EMEA:11.8;LATAM:6.8 | B:10.9;AA:30.5;A:35.6;CCC:7.8;BB:15.2 | 2.72 | 45.4 | 249 | 271 | 21.5 | 4 | 30 | 45 | 20 | false | true | true | true | 0.65 | 0.9 | 0.19 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -24 | -8 | ECN2 | Electronic | 9 | 94 | 288 | -395 | Region>limit | PauseAdds | Regional concentration above limit | 260 | Defer adds pending macro print |
C08034 | CR6523 | 2025-07-25 | Calm | 95 | 282 | 4.3 | 2.7 | 1,358,287,297 | Comm:42.1;Healthcare:26.8;Energy:31.1 | US:68.4;EU:16.6;APAC:6.2;EMEA:6.2;LATAM:2.5 | AAA:15.5;BB:14.1;A:23.4;CCC:12.4;BBB:26.5;B:8.2 | 3.86 | 34.8 | 280 | 405 | 8.7 | 4 | 35 | 55 | 35 | true | true | false | true | 0.54 | 1.21 | 0.38 | RealEstate:EW | Hedge | SingleName_CDS: +191bps notional | -48 | 20 | ECN1 | All2All | 11 | 95 | 20 | 60 | HYCap>limit | PauseAdds | High-yield share above policy cap | 154 | Defer adds pending macro print |
C08035 | CR1095 | 2025-06-15 | Tightening | 124 | 497 | 5.1 | 2 | 2,604,072,571 | RealEstate:9.8;Utilities:15.0;Financials:29.0;Energy:19.8;Consumer:20.1;Comm:6.3 | US:63.3;EU:9.7;APAC:11.9;EMEA:8.5;LATAM:6.7 | CCC:20.0;A:27.8;BBB:31.0;B:21.2 | 0.66 | 25 | 155 | 484 | 9.1 | 2.5 | 35 | 55 | 30 | false | true | true | false | 2.42 | 0.08 | -0.25 | null | Hedge | Treasury_Futures: +136bps notional | 4 | 43 | DealerB | RFQ | 7 | 97 | -139 | -215 | Region>limit | Rotate | Regional concentration above limit | 126 | Defer adds pending macro print |
C08036 | CR5229 | 2025-02-18 | Recovery | 151 | 436 | 6 | -0.2 | 2,848,998,323 | Comm:33.7;Financials:12.5;Tech:19.8;Consumer:34.0 | US:66.5;EU:6.0;APAC:10.4;EMEA:10.2;LATAM:6.9 | CCC:19.4;BB:27.7;AA:17.9;AAA:17.3;A:17.7 | 1.66 | 44.8 | 161 | 174 | 17 | 3 | 20 | 45 | 25 | true | true | true | false | 0.65 | 1.17 | -0.28 | Materials:EW;Financials:EW;Tech:EW | Hedge | SingleName_CDS: +156bps notional | 17 | -13 | DealerA | DealerAxed | 1 | 90 | 286 | 131 | VAR>budget | Rotate | Portfolio VAR above budget | 241 | Rotate into defensive sectors |
C08037 | CR8470 | 2025-12-06 | Stress | 221 | 675 | 7.9 | 0.3 | 1,852,325,861 | Industrials:30.6;Comm:20.7;Materials:48.7 | US:67.3;EU:10.4;APAC:10.7;EMEA:8.4;LATAM:3.2 | A:17.9;BB:8.6;AA:22.1;B:18.5;CCC:13.7;BBB:19.2 | 6.15 | 35 | 324 | 604 | 22.1 | 2.5 | 35 | 45 | 30 | true | true | true | true | 0.62 | 0.31 | -0.3 | Comm:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -4 | -23 | DealerC | All2All | 2 | 91 | 122 | -52 | HYCap>limit | Hedge | High-yield share above policy cap | 241 | Rotate into defensive sectors |
C08038 | CR2300 | 2025-12-01 | Calm | 71 | 399 | 4.1 | 2.3 | 2,753,804,354 | Materials:19.9;Consumer:33.4;Healthcare:27.4;Comm:19.3 | US:65.3;EU:16.9;APAC:9.0;EMEA:4.6;LATAM:4.2 | BBB:40.3;B:15.1;AAA:13.6;A:31.0 | 5.54 | 35.7 | 160 | 268 | 6 | 3 | 25 | 45 | 30 | true | true | false | false | 0.16 | 1.03 | 0.42 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | -18 | DealerA | All2All | 4 | 96 | -151 | -135 | VAR>budget | Hedge | Portfolio VAR above budget | 208 | Escalate watchlist names |
C08039 | CR2355 | 2025-09-18 | Tightening | 145 | 487 | 4.4 | 0.7 | 2,340,792,514 | Financials:39.8;Energy:14.3;Tech:45.9 | US:58.0;EU:17.6;APAC:12.9;EMEA:5.8;LATAM:5.7 | AAA:26.3;A:15.6;B:10.8;BB:7.2;BBB:25.3;CCC:14.8 | 0.97 | 60 | 121 | 249 | 13.4 | 2.5 | 25 | 55 | 30 | true | true | true | false | -0.07 | 0.37 | -0.25 | Utilities:EW;Financials:EW | Hedge | SingleName_CDS: +132bps notional | -53 | 25 | ECN2 | Electronic | 3 | 92 | 90 | -157 | VAR>budget | Rotate | Portfolio VAR above budget | 221 | Defer adds pending macro print |
C08040 | CR3176 | 2024-05-25 | Calm | 93 | 282 | 3.5 | 2 | 2,989,090,640 | Industrials:36.5;Healthcare:17.4;Consumer:17.4;Tech:28.8 | US:71.1;EU:14.2;APAC:8.3;EMEA:6.3;LATAM:0.1 | A:15.6;CCC:28.1;AA:20.2;BBB:36.2 | 2.58 | 43.7 | 250 | 445 | 3.2 | 2.5 | 25 | 35 | 25 | true | true | true | true | 0.25 | 0.21 | 0.19 | Materials:EW | Hedge | iTraxx_XOVER: +181bps notional | -56 | 27 | ECN2 | Electronic | 6 | 96 | 77 | -214 | Sector>limit | Reduce | Sector concentration above limit | 240 | Reviewed by risk; hedges staggered |
C08041 | CR0012 | 2025-06-03 | Tightening | 112 | 488 | 5.1 | 0.9 | 361,133,764 | Financials:20.2;RealEstate:10.0;Tech:24.1;Industrials:16.7;Healthcare:13.8;Comm:15.3 | US:66.0;EU:16.3;APAC:11.3;EMEA:3.5;LATAM:2.9 | AA:23.6;A:39.9;BB:9.7;B:5.6;AAA:21.1 | 4.59 | 64.3 | 105 | 466 | 4.2 | 3.5 | 25 | 55 | 30 | false | true | false | false | -0.47 | 1.5 | 0.5 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -58 | 27 | DealerA | Electronic | 3 | 92 | -120 | -305 | HYCap>limit | Hedge | High-yield share above policy cap | 137 | Reviewed by risk; hedges staggered |
C08042 | CR0973 | 2025-08-24 | Tightening | 149 | 359 | 4.4 | 1.9 | 698,233,780 | Consumer:30.6;Energy:29.6;Utilities:39.8 | US:67.2;EU:17.5;APAC:11.2;EMEA:3.9;LATAM:0.1 | CCC:32.6;B:40.4;BB:14.5;AA:12.5 | 4.41 | 42.9 | 279 | 352 | 14.5 | 3.5 | 30 | 55 | 30 | true | true | true | true | 1.52 | 0.72 | 0.14 | Tech:EW | Hedge | SingleName_CDS: +66bps notional | 6 | 20 | DealerC | DealerAxed | 2 | 99 | 176 | 64 | VAR>budget | Hedge | Portfolio VAR above budget | 103 | Tighten HY exposure bands |
C08043 | CR3077 | 2025-01-12 | Calm | 68 | 324 | 4.4 | 2.7 | 2,978,759,453 | Energy:8.8;Comm:29.0;Financials:27.9;Utilities:13.0;Industrials:21.4 | US:72.3;EU:10.3;APAC:8.2;EMEA:8.6;LATAM:0.7 | B:15.8;A:30.9;AA:14.4;CCC:38.8 | 3.71 | 53.1 | 129 | 221 | 6.5 | 2 | 35 | 55 | 30 | false | true | true | false | 0.27 | -0.23 | -0.32 | Healthcare:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | 16 | DealerB | All2All | 11 | 99 | 139 | -54 | Region>limit | Rotate | Regional concentration above limit | 170 | Tighten HY exposure bands |
C08044 | CR3005 | 2024-10-06 | Recovery | 173 | 447 | 6.1 | -0.1 | 380,957,331 | Healthcare:17.7;Financials:17.4;Industrials:7.2;Materials:16.4;Energy:21.8;Utilities:19.4 | US:67.8;EU:8.6;APAC:10.6;EMEA:11.2;LATAM:1.8 | AA:20.4;AAA:33.3;CCC:10.6;BBB:13.3;B:22.4 | 4.28 | 62.2 | 123 | 315 | 7.9 | 4 | 25 | 35 | 25 | false | true | true | false | -0.13 | 0.42 | 0.45 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -10 | 34 | ECN1 | Electronic | 4 | 94 | -124 | -57 | Region>limit | Hedge | Regional concentration above limit | 102 | Rotate into defensive sectors |
C08045 | CR0238 | 2024-02-05 | Calm | 106 | 280 | 3.5 | 1.8 | 836,776,245 | Healthcare:21.0;RealEstate:33.2;Energy:23.5;Financials:11.9;Materials:10.4 | US:56.9;EU:18.8;APAC:13.0;EMEA:5.8;LATAM:5.5 | AAA:40.7;AA:16.6;A:26.3;B:16.4 | 7.45 | 27.6 | 104 | 258 | 13.2 | 2.5 | 25 | 35 | 35 | true | true | false | false | -0.4 | 0.12 | -0.24 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -43 | 19 | DealerA | Electronic | 10 | 91 | -127 | -36 | VAR>budget | Hedge | Portfolio VAR above budget | 125 | Defer adds pending macro print |
C08046 | CR0673 | 2025-06-13 | Calm | 114 | 361 | 4 | 2.1 | 2,178,178,169 | Tech:23.3;Energy:44.6;Utilities:20.9;RealEstate:11.3 | US:60.2;EU:9.5;APAC:12.5;EMEA:11.9;LATAM:5.9 | AAA:17.7;B:27.4;CCC:14.1;AA:14.1;BBB:18.6;BB:8.2 | 5.64 | 31.7 | 118 | 324 | 8.3 | 2 | 35 | 35 | 25 | true | true | true | false | -0.27 | -0.08 | -0.18 | Comm:EW;Healthcare:EW;Tech:EW | Hedge | Treasury_Futures: +103bps notional | -58 | -5 | DealerB | Electronic | 1 | 96 | 166 | -82 | Sector>limit | Reduce | Sector concentration above limit | 125 | Tighten HY exposure bands |
C08047 | CR8714 | 2025-10-25 | Recovery | 133 | 531 | 5.9 | -0.2 | 728,456,707 | Healthcare:23.0;Industrials:6.8;Materials:21.7;Financials:27.5;Utilities:21.0 | US:65.9;EU:6.5;APAC:15.1;EMEA:5.7;LATAM:6.7 | BBB:32.4;AAA:32.2;A:14.8;CCC:20.6 | 6.72 | 34.1 | 81 | 426 | 17.3 | 2.5 | 30 | 45 | 30 | false | true | false | false | -0.1 | -0.09 | 0.51 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | -10 | DealerA | DealerAxed | 9 | 98 | 270 | -105 | Region>limit | Rotate | Regional concentration above limit | 235 | Defer adds pending macro print |
C08048 | CR1855 | 2024-04-02 | Stress | 255 | 809 | 6.7 | -0.2 | 96,818,347 | Utilities:13.9;Healthcare:21.0;Industrials:26.8;RealEstate:21.4;Materials:16.9 | US:61.4;EU:15.4;APAC:12.5;EMEA:6.7;LATAM:4.1 | BBB:31.5;BB:28.9;CCC:27.4;AAA:12.1 | 6.77 | 62 | 268 | 616 | 12.1 | 3.5 | 25 | 35 | 25 | true | true | true | true | 2.02 | 0.64 | -0.09 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 8 | DealerB | Electronic | 4 | 96 | -116 | -271 | HYCap>limit | Hedge | High-yield share above policy cap | 135 | Tighten HY exposure bands |
C08049 | CR8749 | 2024-07-25 | Calm | 94 | 344 | 4.1 | 1.7 | 249,989,886 | Tech:40.0;Industrials:33.5;Healthcare:26.4 | US:68.8;EU:6.0;APAC:13.3;EMEA:11.6;LATAM:0.2 | CCC:8.5;B:14.1;BBB:40.0;BB:21.5;A:15.9 | 7.12 | 20.4 | 154 | 468 | 12.3 | 2 | 25 | 45 | 20 | true | true | true | false | -0.35 | 0.17 | 0.18 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | -14 | DealerB | Electronic | 5 | 87 | -42 | -431 | Region>limit | Hedge | Regional concentration above limit | 114 | Escalate watchlist names |
C08050 | CR2749 | 2024-09-15 | Recovery | 122 | 632 | 5.9 | 0.9 | 1,995,136,825 | Energy:18.4;Financials:19.3;Consumer:18.9;Utilities:9.3;Materials:34.2 | US:57.6;EU:18.2;APAC:13.1;EMEA:10.1;LATAM:1.0 | AAA:21.7;AA:28.8;CCC:3.0;B:9.8;A:15.9;BBB:20.8 | 6.38 | 35 | 206 | 244 | 6.2 | 3.5 | 25 | 55 | 20 | true | true | false | true | -0.16 | 0.28 | 0.2 | null | Hedge | CDX_IG: +61bps notional | 17 | 22 | DealerB | All2All | 11 | 96 | -212 | -155 | Sector>limit | Rotate | Sector concentration above limit | 214 | Escalate watchlist names |
C08051 | CR1071 | 2024-04-29 | Tightening | 156 | 481 | 4.5 | 1.5 | 978,941,339 | Materials:20.2;Financials:20.4;RealEstate:18.6;Utilities:27.3;Industrials:13.5 | US:62.3;EU:15.0;APAC:10.5;EMEA:8.0;LATAM:4.3 | BBB:8.6;CCC:20.0;B:35.1;A:23.2;AA:13.0 | 3.07 | 45.7 | 81 | 286 | 4.1 | 2.5 | 25 | 35 | 20 | true | true | true | false | 0.61 | 0.99 | 0.43 | Financials:EW | Hedge | CDX_HY: +153bps notional | -27 | -13 | ECN2 | Electronic | 3 | 87 | 314 | -143 | HYCap>limit | Reduce | High-yield share above policy cap | 132 | Escalate watchlist names |
C08052 | CR1290 | 2025-06-19 | Recovery | 115 | 591 | 5.6 | 1.5 | 50,942,172 | Industrials:23.9;Consumer:35.8;Materials:23.7;Tech:16.6 | US:64.9;EU:15.2;APAC:8.2;EMEA:9.8;LATAM:1.9 | AA:19.8;BB:34.6;B:26.7;BBB:18.9 | 1.34 | 43.9 | 198 | 275 | 3 | 4 | 35 | 35 | 25 | true | true | true | false | 1.77 | 0.38 | 0.02 | Utilities:EW;Industrials:EW | Hedge | CDX_HY: +129bps notional | -25 | -13 | ECN1 | RFQ | 4 | 88 | 264 | -385 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Reviewed by risk; hedges staggered |
C08053 | CR6405 | 2024-09-07 | Tightening | 154 | 367 | 4.6 | 2 | 524,360,575 | Utilities:25.6;Comm:27.7;Energy:15.5;Consumer:12.3;RealEstate:18.9 | US:69.2;EU:13.0;APAC:10.5;EMEA:3.4;LATAM:3.8 | BBB:11.6;A:19.6;AAA:9.4;B:28.7;AA:30.6 | 5.31 | 60.8 | 235 | 350 | 2.2 | 4 | 30 | 45 | 35 | false | true | false | true | 1.69 | 1.34 | 0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 31 | ECN2 | DealerAxed | 10 | 91 | 365 | -210 | Sector>limit | Hedge | Sector concentration above limit | 260 | Escalate watchlist names |
C08054 | CR4931 | 2024-07-16 | Tightening | 97 | 430 | 4.4 | 1.9 | 2,032,261,652 | Healthcare:20.3;RealEstate:17.5;Materials:11.7;Industrials:23.5;Tech:27.0 | US:72.0;EU:6.4;APAC:7.8;EMEA:12.5;LATAM:1.3 | B:39.7;BBB:17.0;AA:16.6;AAA:26.7 | 6.16 | 62.9 | 167 | 328 | 2.1 | 2 | 30 | 55 | 30 | false | true | true | false | 0.04 | -0.24 | 0.55 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | -12 | ECN1 | All2All | 5 | 96 | 33 | -440 | Sector>limit | Hedge | Sector concentration above limit | 173 | Rotate into defensive sectors |
C08055 | CR1188 | 2025-04-24 | Tightening | 92 | 401 | 5.1 | 1.5 | 132,132,168 | Comm:15.5;Materials:16.1;Industrials:23.7;RealEstate:21.1;Healthcare:23.6 | US:64.8;EU:13.9;APAC:11.4;EMEA:9.0;LATAM:0.8 | BBB:29.1;BB:27.8;CCC:24.9;B:18.2 | 5.56 | 34.6 | 268 | 266 | 5.1 | 3 | 20 | 55 | 25 | true | true | true | true | -0.08 | 1.6 | -0.18 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 3 | 28 | ECN2 | Electronic | 6 | 93 | -95 | 110 | HYCap>limit | Reduce | High-yield share above policy cap | 175 | Tighten HY exposure bands |
C08056 | CR6221 | 2025-04-05 | Stress | 197 | 749 | 7.7 | -1.5 | 1,327,102,023 | Healthcare:15.5;RealEstate:21.9;Financials:10.2;Materials:12.5;Consumer:18.6;Energy:21.2 | US:66.8;EU:11.3;APAC:9.7;EMEA:5.1;LATAM:7.1 | AA:9.9;CCC:31.7;B:23.6;AAA:6.7;BB:6.6;A:21.5 | 2.74 | 61.3 | 359 | 303 | 10.5 | 3 | 30 | 35 | 25 | false | true | true | true | 1.9 | 0.8 | 0.12 | Healthcare:EW;Consumer:EW | Hedge | iTraxx_MAIN: +176bps notional | -41 | 20 | DealerC | DealerAxed | 4 | 97 | 64 | -117 | Sector>limit | Rotate | Sector concentration above limit | 133 | Rotate into defensive sectors |
C08057 | CR1283 | 2024-02-14 | Recovery | 154 | 511 | 5.2 | 0.2 | 1,147,219,769 | Comm:14.9;Financials:22.9;Energy:17.5;Tech:26.9;RealEstate:17.7 | US:59.3;EU:7.9;APAC:16.6;EMEA:10.3;LATAM:5.9 | AAA:39.5;BB:19.2;B:17.7;BBB:23.6 | 6.95 | 51.6 | 88 | 173 | 7.8 | 3 | 20 | 35 | 35 | true | true | true | false | -0.24 | 0.65 | 0.28 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 20 | ECN2 | All2All | 7 | 100 | 267 | -318 | Region>limit | Hedge | Regional concentration above limit | 191 | Rotate into defensive sectors |
C08058 | CR4721 | 2024-10-14 | Calm | 110 | 297 | 4.5 | 1.6 | 1,124,638,535 | Materials:58.9;Consumer:25.8;Healthcare:15.3 | US:64.0;EU:12.5;APAC:10.0;EMEA:11.9;LATAM:1.7 | AA:14.0;B:19.6;BBB:9.7;A:34.0;BB:22.7 | 2.84 | 21.2 | 234 | 278 | 4.3 | 2.5 | 25 | 45 | 35 | true | true | true | true | -0.44 | 1.05 | 0.3 | Consumer:EW | Hedge | Options_Payer: +114bps notional | 8 | -12 | DealerC | DealerAxed | 6 | 92 | 215 | -419 | HYCap>limit | PauseAdds | High-yield share above policy cap | 102 | Defer adds pending macro print |
C08059 | CR0694 | 2024-07-06 | Stress | 208 | 792 | 7 | -2 | 2,456,211,489 | Materials:35.8;Financials:27.6;RealEstate:15.4;Energy:21.2 | US:63.8;EU:14.4;APAC:15.1;EMEA:4.2;LATAM:2.4 | B:31.8;AA:24.6;BBB:19.9;AAA:10.2;BB:13.5 | 2.51 | 64.7 | 301 | 693 | 11.9 | 2 | 25 | 45 | 20 | true | true | true | true | 2.18 | 1.42 | -0.05 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -10 | 8 | DealerB | Electronic | 4 | 92 | 350 | 31 | HYCap>limit | Reduce | High-yield share above policy cap | 258 | Reviewed by risk; hedges staggered |
C08060 | CR3230 | 2024-04-10 | Calm | 93 | 419 | 3.7 | 2.6 | 2,598,342,102 | Materials:33.3;Financials:27.5;Comm:19.9;RealEstate:19.3 | US:61.9;EU:11.5;APAC:8.6;EMEA:10.1;LATAM:7.9 | BBB:11.0;CCC:27.5;AA:12.4;B:20.1;AAA:13.0;BB:16.0 | 2.29 | 30.1 | 277 | 360 | 9.5 | 4 | 20 | 35 | 30 | true | true | true | true | 2.38 | 0.58 | -0.06 | Materials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 10 | DealerA | Electronic | 1 | 89 | -111 | -287 | Sector>limit | Reduce | Sector concentration above limit | 217 | Rotate into defensive sectors |
C08061 | CR9366 | 2025-06-02 | Tightening | 103 | 350 | 4.2 | 1.2 | 140,840,949 | Healthcare:10.1;Financials:12.6;Utilities:36.6;Energy:40.7 | US:64.5;EU:15.0;APAC:5.8;EMEA:9.0;LATAM:5.6 | B:28.1;BB:31.0;BBB:16.2;AA:24.7 | 2.33 | 59.8 | 197 | 470 | 8.6 | 2 | 30 | 45 | 20 | true | true | true | false | 0.61 | 0.52 | 0.31 | Industrials:EW | Hedge | Treasury_Futures: +71bps notional | -3 | 4 | ECN2 | Electronic | 6 | 100 | 193 | -283 | HYCap>limit | PauseAdds | High-yield share above policy cap | 129 | Rotate into defensive sectors |
C08062 | CR0089 | 2025-11-27 | Tightening | 150 | 466 | 4 | 1.7 | 932,302,160 | Consumer:26.6;Financials:14.4;Tech:33.6;Comm:25.4 | US:64.8;EU:7.8;APAC:14.4;EMEA:5.7;LATAM:7.2 | AAA:29.6;BB:18.4;B:27.4;AA:16.5;BBB:8.1 | 2.36 | 63.6 | 259 | 240 | 6.8 | 2 | 25 | 35 | 20 | true | true | true | true | 2.49 | 0.55 | 0.42 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 38 | ECN2 | RFQ | 4 | 97 | -124 | -285 | HYCap>limit | Reduce | High-yield share above policy cap | 174 | Tighten HY exposure bands |
C08063 | CR8516 | 2024-02-04 | Calm | 81 | 290 | 3.4 | 1.9 | 1,766,601,226 | Healthcare:20.1;Utilities:25.3;Energy:12.9;Materials:24.7;Financials:17.0 | US:75.5;EU:6.6;APAC:5.4;EMEA:11.0;LATAM:1.5 | CCC:7.0;B:16.2;AA:18.1;AAA:19.8;BBB:22.4;A:16.6 | 7.26 | 46.5 | 242 | 424 | 10 | 2 | 35 | 45 | 25 | false | true | false | true | 0.42 | -0.23 | 0.24 | Materials:EW | Hedge | SingleName_CDS: +167bps notional | -16 | 43 | ECN1 | RFQ | 7 | 91 | -40 | 120 | HYCap>limit | Reduce | High-yield share above policy cap | 158 | Rotate into defensive sectors |
C08064 | CR3371 | 2024-01-21 | Calm | 111 | 348 | 3.4 | 2.1 | 2,084,993,581 | Utilities:28.9;Comm:57.0;Financials:14.2 | US:71.1;EU:6.8;APAC:9.4;EMEA:9.9;LATAM:2.8 | B:14.3;AA:12.0;CCC:11.2;BB:22.3;BBB:18.7;AAA:21.5 | 4.88 | 28.4 | 161 | 125 | 2.9 | 2 | 30 | 45 | 20 | true | true | true | false | -0.08 | 1.43 | -0.29 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | 32 | DealerB | Electronic | 7 | 93 | 238 | -134 | HYCap>limit | Hedge | High-yield share above policy cap | 242 | Rotate into defensive sectors |
C08065 | CR8118 | 2025-03-30 | Stress | 245 | 831 | 7.9 | 0.6 | 1,726,772,763 | Financials:8.0;RealEstate:26.5;Utilities:27.6;Energy:28.1;Industrials:9.8 | US:66.2;EU:15.6;APAC:4.4;EMEA:7.4;LATAM:6.5 | BB:30.5;BBB:25.0;AAA:21.9;A:22.6 | 0.81 | 33.3 | 242 | 420 | 12.7 | 3.5 | 20 | 35 | 35 | true | true | false | true | 2.34 | 1.43 | -0.06 | Financials:EW | Hedge | CDX_HY: +58bps notional | -53 | 40 | DealerA | All2All | 5 | 88 | 181 | -307 | Region>limit | Reduce | Regional concentration above limit | 228 | Defer adds pending macro print |
C08066 | CR1009 | 2024-01-27 | Calm | 95 | 305 | 3.8 | 2.4 | 1,841,073,482 | Industrials:24.9;Tech:35.0;Financials:9.6;Consumer:16.9;Healthcare:13.5 | US:58.2;EU:14.3;APAC:13.1;EMEA:8.9;LATAM:5.4 | BBB:30.8;CCC:17.7;AA:11.9;AAA:25.3;B:14.4 | 1.76 | 20.5 | 237 | 251 | 15.4 | 4 | 20 | 45 | 35 | true | true | false | true | 0.59 | 1.25 | 0.29 | Tech:EW | Hedge | iTraxx_XOVER: +155bps notional | -55 | -22 | DealerB | DealerAxed | 9 | 89 | 76 | -284 | Sector>limit | Hedge | Sector concentration above limit | 141 | Tighten HY exposure bands |
C08067 | CR6816 | 2025-08-13 | Calm | 77 | 348 | 4.2 | 2.1 | 2,143,017,109 | Energy:18.2;Industrials:23.0;Materials:20.9;Comm:10.9;Consumer:10.6;Healthcare:16.5 | US:59.9;EU:9.1;APAC:15.6;EMEA:13.2;LATAM:2.2 | BBB:33.0;A:21.7;AAA:31.5;CCC:13.7 | 5.94 | 34.8 | 95 | 407 | 10.7 | 3.5 | 25 | 35 | 25 | false | true | false | false | 0.14 | 0.89 | 0.07 | null | Hedge | Treasury_Futures: +173bps notional | -12 | 13 | ECN2 | Electronic | 4 | 94 | -165 | -27 | Sector>limit | Reduce | Sector concentration above limit | 157 | Escalate watchlist names |
C08068 | CR2168 | 2024-08-02 | Calm | 77 | 374 | 4.1 | 2.4 | 1,527,606,993 | Utilities:25.8;Consumer:11.0;Materials:14.0;Comm:38.5;Tech:10.6 | US:68.8;EU:10.3;APAC:10.8;EMEA:4.4;LATAM:5.8 | CCC:12.6;B:16.1;AA:36.7;AAA:34.6 | 3.31 | 63.1 | 212 | 194 | 11.5 | 2.5 | 30 | 45 | 20 | true | true | true | true | 0.9 | 1.72 | 0.17 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 14 | DealerC | DealerAxed | 12 | 89 | 201 | -284 | HYCap>limit | Hedge | High-yield share above policy cap | 114 | Reviewed by risk; hedges staggered |
C08069 | CR5816 | 2024-07-18 | Tightening | 140 | 426 | 4 | 1.5 | 1,078,357,177 | Industrials:15.8;Utilities:18.5;RealEstate:18.1;Healthcare:19.4;Consumer:12.2;Comm:16.0 | US:75.0;EU:5.3;APAC:13.1;EMEA:5.3;LATAM:1.4 | B:7.5;AAA:28.6;CCC:6.0;BBB:16.8;A:27.1;AA:14.0 | 4.54 | 54.3 | 262 | 492 | 17.6 | 4 | 35 | 45 | 20 | false | true | false | true | 1.03 | 0.94 | 0.1 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | -2 | ECN1 | Electronic | 6 | 85 | 405 | 21 | Region>limit | PauseAdds | Regional concentration above limit | 218 | Defer adds pending macro print |
C08070 | CR2234 | 2025-03-23 | Calm | 65 | 355 | 4.3 | 2.9 | 1,174,784,628 | Comm:9.7;Financials:26.3;Utilities:19.0;Consumer:20.7;Healthcare:24.3 | US:60.9;EU:15.2;APAC:13.0;EMEA:6.8;LATAM:4.1 | BB:15.2;BBB:8.8;AAA:18.8;B:28.3;AA:11.1;A:17.7 | 4.06 | 45.8 | 132 | 168 | 14.4 | 2 | 30 | 55 | 35 | false | true | true | false | 0.77 | 1.23 | -0.22 | Comm:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | -1 | ECN1 | RFQ | 10 | 96 | -147 | -295 | HYCap>limit | Reduce | High-yield share above policy cap | 129 | Defer adds pending macro print |
C08071 | CR6266 | 2025-01-04 | Stress | 200 | 747 | 7.3 | -1.7 | 2,121,275,313 | Energy:39.8;RealEstate:18.2;Utilities:16.1;Materials:25.9 | US:68.6;EU:10.0;APAC:9.8;EMEA:6.2;LATAM:5.3 | A:35.2;BBB:22.0;B:3.3;BB:9.4;CCC:15.0;AA:15.1 | 5.79 | 25.8 | 192 | 284 | 15.7 | 2.5 | 25 | 55 | 30 | true | true | false | false | 0.41 | 1.35 | 0.43 | Comm:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | 29 | DealerB | Electronic | 9 | 86 | 87 | -358 | Region>limit | Hedge | Regional concentration above limit | 226 | Rotate into defensive sectors |
C08072 | CR2875 | 2025-06-09 | Stress | 217 | 667 | 5.4 | -0.7 | 133,356,793 | Comm:57.0;Energy:16.5;Industrials:26.5 | US:55.2;EU:16.0;APAC:11.0;EMEA:11.0;LATAM:6.8 | BB:7.5;CCC:10.6;A:19.9;AA:34.7;AAA:27.3 | 2.71 | 52.4 | 359 | 524 | 13 | 3.5 | 20 | 45 | 30 | true | true | false | true | 1.67 | 0.38 | 0.54 | RealEstate:EW | Hedge | SingleName_CDS: +136bps notional | -8 | 37 | DealerA | DealerAxed | 2 | 91 | 147 | -97 | VAR>budget | Reduce | Portfolio VAR above budget | 129 | Escalate watchlist names |
C08073 | CR0126 | 2025-05-14 | Tightening | 144 | 350 | 4.3 | 1.6 | 1,879,825,399 | Financials:30.1;Comm:16.9;Industrials:52.9 | US:63.5;EU:17.4;APAC:9.3;EMEA:8.6;LATAM:1.1 | B:30.4;BB:21.4;CCC:10.2;AAA:17.5;A:20.4 | 5.33 | 49.4 | 132 | 187 | 5.3 | 4 | 30 | 45 | 20 | true | true | true | false | 0.02 | 0.61 | -0.27 | Tech:EW;Materials:EW | Hedge | CDX_HY: +139bps notional | -44 | 35 | ECN2 | All2All | 5 | 90 | 140 | -289 | Region>limit | Rotate | Regional concentration above limit | 188 | Reviewed by risk; hedges staggered |
C08074 | CR8374 | 2025-01-06 | Calm | 75 | 303 | 4.3 | 1.6 | 2,688,498,512 | Consumer:11.6;Financials:22.0;Materials:12.0;Industrials:17.3;Energy:18.1;Comm:19.0 | US:70.6;EU:10.2;APAC:13.1;EMEA:5.2;LATAM:0.9 | AAA:21.1;BB:41.6;BBB:25.2;CCC:12.2 | 4.18 | 36.6 | 187 | 483 | 6 | 4 | 25 | 55 | 35 | false | true | true | false | 0.01 | 1.02 | 0.02 | null | Hedge | iTraxx_XOVER: +182bps notional | -56 | -13 | DealerC | Electronic | 3 | 100 | 189 | -214 | Sector>limit | Hedge | Sector concentration above limit | 232 | Defer adds pending macro print |
C08075 | CR8728 | 2025-12-12 | Recovery | 172 | 572 | 5.3 | 1.3 | 475,864,810 | Industrials:19.9;Comm:14.9;Healthcare:24.7;Utilities:23.8;Consumer:10.1;Financials:6.6 | US:64.2;EU:17.0;APAC:5.4;EMEA:8.9;LATAM:4.5 | A:20.3;BB:15.2;AA:8.7;CCC:30.6;B:12.0;AAA:13.3 | 3.09 | 51.1 | 238 | 293 | 17.1 | 3 | 30 | 55 | 25 | false | true | true | true | 0.8 | 0.99 | -0.12 | Utilities:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | -15 | ECN2 | Electronic | 7 | 94 | -16 | -15 | Sector>limit | Rotate | Sector concentration above limit | 189 | Tighten HY exposure bands |
C08076 | CR0839 | 2025-01-24 | Calm | 106 | 309 | 3.6 | 1.8 | 2,390,003,814 | Comm:18.2;RealEstate:21.9;Utilities:22.1;Financials:18.5;Healthcare:19.3 | US:61.2;EU:14.1;APAC:15.7;EMEA:5.1;LATAM:3.9 | A:11.9;AAA:17.7;BB:10.9;B:18.5;BBB:27.9;AA:13.1 | 7.11 | 34 | 215 | 406 | 3.1 | 2.5 | 35 | 55 | 35 | false | true | false | true | 2.24 | 0.53 | -0.02 | Consumer:EW | Hedge | iTraxx_MAIN: +72bps notional | -58 | 2 | ECN2 | Electronic | 0 | 92 | -52 | -126 | HYCap>limit | Rotate | High-yield share above policy cap | 247 | Tighten HY exposure bands |
C08077 | CR1348 | 2024-03-03 | Stress | 158 | 620 | 6.8 | -0.2 | 1,645,281,570 | Industrials:14.4;Financials:20.8;Energy:21.6;Tech:13.7;Utilities:18.7;RealEstate:10.8 | US:69.1;EU:5.9;APAC:10.1;EMEA:12.2;LATAM:2.8 | AAA:41.0;AA:13.7;B:10.6;BB:5.2;BBB:20.2;CCC:9.3 | 0.74 | 55.6 | 189 | 381 | 22.4 | 4 | 35 | 55 | 30 | false | true | false | false | 1.8 | 0.68 | 0.09 | null | Hedge | Treasury_Futures: +182bps notional | -42 | 36 | ECN1 | RFQ | 9 | 87 | -35 | -261 | VAR>budget | Hedge | Portfolio VAR above budget | 237 | Rotate into defensive sectors |
C08078 | CR4088 | 2024-06-21 | Stress | 216 | 602 | 7.6 | 0.1 | 854,920,323 | Tech:10.5;Consumer:25.7;Utilities:8.2;Industrials:21.4;RealEstate:20.7;Healthcare:13.5 | US:72.6;EU:9.0;APAC:5.4;EMEA:6.7;LATAM:6.3 | AA:19.7;AAA:41.3;BBB:30.9;CCC:8.1 | 5.48 | 45.3 | 307 | 331 | 9.4 | 2 | 30 | 35 | 35 | false | true | false | true | 0.48 | 1.69 | -0.19 | Materials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | 22 | ECN2 | RFQ | 5 | 98 | -79 | -281 | Sector>limit | Hedge | Sector concentration above limit | 235 | Rotate into defensive sectors |
C08079 | CR9350 | 2025-10-03 | Recovery | 176 | 455 | 6.3 | 1.3 | 1,861,341,290 | Industrials:48.6;Financials:27.2;Utilities:24.2 | US:60.2;EU:16.0;APAC:11.1;EMEA:9.3;LATAM:3.3 | CCC:14.5;AAA:17.6;AA:23.9;BB:8.6;BBB:21.4;B:14.0 | 2.61 | 56.6 | 117 | 167 | 15.5 | 4 | 30 | 35 | 30 | true | true | true | false | 1.64 | 0.84 | -0.38 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 6 | ECN2 | DealerAxed | 5 | 94 | 354 | -338 | HYCap>limit | Reduce | High-yield share above policy cap | 258 | Reviewed by risk; hedges staggered |
C08080 | CR1022 | 2024-07-03 | Recovery | 115 | 585 | 4.9 | -0.4 | 543,141,646 | Materials:15.4;Healthcare:25.2;Financials:39.0;Industrials:20.4 | US:69.6;EU:7.0;APAC:9.9;EMEA:8.4;LATAM:5.0 | CCC:22.5;BBB:18.3;BB:21.9;B:37.3 | 2.24 | 58.1 | 148 | 203 | 12.5 | 2.5 | 35 | 45 | 25 | true | true | true | false | 0.2 | 1.41 | -0 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 28 | DealerB | Electronic | 4 | 88 | 58 | 57 | HYCap>limit | Hedge | High-yield share above policy cap | 239 | Reviewed by risk; hedges staggered |
C08081 | CR8300 | 2025-01-14 | Tightening | 137 | 480 | 4 | 1.1 | 787,781,185 | Industrials:21.8;Materials:12.7;Financials:31.4;Comm:34.2 | US:59.9;EU:15.0;APAC:11.4;EMEA:7.4;LATAM:6.2 | AA:26.8;A:22.6;B:9.7;BB:6.8;CCC:21.5;AAA:12.6 | 1.5 | 56 | 173 | 404 | 15.2 | 3.5 | 35 | 45 | 20 | false | true | true | false | 2.17 | 0.02 | -0.25 | Utilities:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | -18 | ECN2 | Electronic | 6 | 92 | 274 | -434 | HYCap>limit | Reduce | High-yield share above policy cap | 187 | Reviewed by risk; hedges staggered |
C08082 | CR9581 | 2024-04-27 | Calm | 91 | 393 | 3.3 | 2 | 1,124,556,314 | Utilities:35.5;Consumer:24.8;Comm:39.8 | US:62.7;EU:14.2;APAC:14.9;EMEA:4.7;LATAM:3.6 | BB:20.7;BBB:19.7;AAA:20.4;CCC:18.2;A:21.0 | 2.36 | 34.8 | 181 | 323 | 6.6 | 3.5 | 35 | 35 | 30 | true | true | true | false | -0.16 | 0.76 | 0.18 | RealEstate:EW;Materials:EW | Hedge | Options_Payer: +94bps notional | 5 | -20 | DealerC | RFQ | 4 | 100 | 10 | 68 | HYCap>limit | Reduce | High-yield share above policy cap | 220 | Tighten HY exposure bands |
C08083 | CR0852 | 2024-07-21 | Calm | 93 | 334 | 3.8 | 2.2 | 698,682,251 | Consumer:34.3;RealEstate:28.3;Utilities:37.4 | US:65.4;EU:11.0;APAC:7.3;EMEA:9.4;LATAM:7.0 | BB:11.9;A:27.8;B:27.8;AAA:32.5 | 3.2 | 27.8 | 232 | 281 | 6.2 | 2.5 | 30 | 45 | 25 | true | true | true | true | 2.09 | 1.2 | -0.34 | Financials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | -13 | ECN2 | Electronic | 12 | 92 | 189 | -67 | HYCap>limit | Hedge | High-yield share above policy cap | 214 | Defer adds pending macro print |
C08084 | CR4171 | 2025-08-03 | Recovery | 117 | 512 | 5.2 | 1.9 | 2,453,596,302 | Industrials:25.9;Utilities:20.6;Financials:23.9;Comm:29.5 | US:71.1;EU:9.8;APAC:14.1;EMEA:4.7;LATAM:0.3 | AAA:31.9;BBB:28.4;BB:32.3;CCC:7.4 | 7.22 | 31.2 | 146 | 321 | 9.3 | 2.5 | 20 | 35 | 30 | true | true | true | false | 0.86 | 0.67 | 0.17 | null | Hedge | iTraxx_MAIN: +65bps notional | -2 | 18 | ECN2 | RFQ | 9 | 94 | 78 | -36 | Region>limit | Rotate | Regional concentration above limit | 227 | Rotate into defensive sectors |
C08085 | CR2577 | 2025-04-12 | Recovery | 157 | 489 | 6.1 | 1.6 | 758,566,289 | RealEstate:8.2;Tech:7.6;Consumer:15.6;Financials:11.8;Materials:27.5;Comm:29.3 | US:55.2;EU:14.2;APAC:15.2;EMEA:9.4;LATAM:6.0 | CCC:14.0;AAA:31.1;A:15.3;B:10.8;BB:15.5;AA:13.3 | 3.73 | 34.8 | 135 | 345 | 5.4 | 2.5 | 25 | 45 | 30 | true | true | true | false | 0.06 | -0.18 | -0.29 | Tech:EW;Industrials:EW | Hedge | CDX_IG: +95bps notional | -26 | 5 | DealerB | All2All | 12 | 100 | 60 | -238 | HYCap>limit | Hedge | High-yield share above policy cap | 130 | Defer adds pending macro print |
C08086 | CR9905 | 2024-03-11 | Stress | 208 | 806 | 6.2 | -0.9 | 849,995,063 | RealEstate:27.7;Energy:27.7;Comm:44.6 | US:60.0;EU:9.4;APAC:14.4;EMEA:9.9;LATAM:6.2 | CCC:10.7;BB:10.8;B:9.5;BBB:69.0 | 6.04 | 25.8 | 304 | 596 | 23 | 3.5 | 35 | 45 | 35 | true | true | false | true | 1.78 | 0.03 | 0.29 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | 45 | ECN2 | All2All | 4 | 87 | 195 | 106 | Region>limit | Rotate | Regional concentration above limit | 192 | Reviewed by risk; hedges staggered |
C08087 | CR2930 | 2025-04-11 | Calm | 65 | 385 | 4 | 2.1 | 1,701,244,192 | Utilities:14.9;Materials:15.4;Financials:38.9;Comm:30.7 | US:67.0;EU:11.3;APAC:12.5;EMEA:8.1;LATAM:1.1 | BB:14.0;BBB:20.6;AA:11.7;CCC:16.8;A:18.7;B:18.1 | 3.16 | 33.3 | 141 | 271 | 7.6 | 3 | 20 | 35 | 20 | true | true | true | false | 1.95 | 0.01 | 0.3 | Materials:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 22 | DealerB | DealerAxed | 12 | 94 | 72 | -165 | Sector>limit | Rotate | Sector concentration above limit | 179 | Reviewed by risk; hedges staggered |
C08088 | CR1273 | 2025-07-30 | Recovery | 136 | 422 | 6 | 1.4 | 2,330,776,807 | Energy:28.0;Industrials:26.1;Healthcare:14.6;RealEstate:14.7;Utilities:16.5 | US:75.4;EU:10.0;APAC:6.0;EMEA:5.5;LATAM:3.2 | B:12.0;AAA:24.5;CCC:20.8;BB:17.6;AA:25.1 | 2.29 | 62.8 | 86 | 327 | 6.9 | 3.5 | 35 | 35 | 20 | false | true | true | false | 1.35 | 0.53 | 0.04 | Industrials:EW | Hedge | iTraxx_MAIN: +152bps notional | -46 | -22 | DealerC | All2All | 12 | 96 | 22 | -281 | Sector>limit | Hedge | Sector concentration above limit | 218 | Rotate into defensive sectors |
C08089 | CR4229 | 2025-01-01 | Recovery | 118 | 506 | 5.4 | 2 | 2,870,159,571 | Utilities:27.9;Materials:16.0;Comm:42.4;Financials:13.7 | US:66.8;EU:15.3;APAC:5.4;EMEA:9.5;LATAM:3.0 | BBB:14.1;A:24.1;B:29.8;AAA:10.3;CCC:21.7 | 5.4 | 56.6 | 98 | 169 | 7.5 | 3.5 | 30 | 35 | 25 | true | true | true | false | 0.65 | -0.05 | 0.13 | null | Hedge | CDX_HY: +127bps notional | 6 | 42 | ECN2 | RFQ | 4 | 92 | 168 | 62 | Sector>limit | Hedge | Sector concentration above limit | 154 | Rotate into defensive sectors |
C08090 | CR2076 | 2025-12-16 | Tightening | 126 | 360 | 4.4 | 0.7 | 2,511,727,040 | RealEstate:14.5;Industrials:18.9;Comm:40.8;Tech:25.7 | US:70.6;EU:8.2;APAC:9.4;EMEA:4.3;LATAM:7.6 | BBB:34.5;AA:33.5;B:7.7;A:19.9;CCC:4.5 | 4.93 | 41.5 | 106 | 420 | 17.3 | 2 | 35 | 35 | 25 | true | true | false | false | 1.63 | -0.07 | -0.31 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 16 | DealerB | All2All | 4 | 88 | 334 | -396 | Sector>limit | Hedge | Sector concentration above limit | 172 | Reviewed by risk; hedges staggered |
C08091 | CR3006 | 2024-08-31 | Recovery | 121 | 557 | 6.1 | 1.6 | 492,964,662 | Industrials:22.1;Comm:13.6;RealEstate:16.6;Healthcare:18.9;Energy:13.7;Tech:15.2 | US:61.9;EU:15.0;APAC:5.2;EMEA:11.0;LATAM:7.0 | AA:10.7;AAA:9.0;A:23.1;BB:22.4;B:34.9 | 6.58 | 28.8 | 224 | 234 | 16.1 | 4 | 35 | 55 | 35 | false | true | true | true | 0.31 | -0.08 | 0.56 | Industrials:EW;RealEstate:EW | Hedge | iTraxx_MAIN: +80bps notional | 14 | 23 | ECN2 | DealerAxed | 3 | 88 | 150 | 39 | Region>limit | Hedge | Regional concentration above limit | 139 | Defer adds pending macro print |
C08092 | CR6893 | 2024-11-23 | Calm | 74 | 311 | 3.6 | 1.9 | 1,520,544,262 | Industrials:31.4;Tech:35.8;Comm:16.3;Financials:16.5 | US:68.7;EU:11.3;APAC:8.7;EMEA:10.1;LATAM:1.2 | A:13.0;AAA:17.2;BBB:17.1;CCC:9.9;B:28.6;AA:14.3 | 7.09 | 41 | 199 | 294 | 14.6 | 3 | 25 | 55 | 25 | true | true | true | false | 0.44 | 0.69 | 0.45 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | -19 | DealerB | All2All | 11 | 95 | -106 | -36 | Sector>limit | Hedge | Sector concentration above limit | 245 | Defer adds pending macro print |
C08093 | CR3758 | 2025-12-22 | Calm | 87 | 315 | 3.9 | 2.7 | 435,046,292 | Comm:30.0;RealEstate:38.8;Financials:31.2 | US:68.7;EU:10.5;APAC:10.7;EMEA:5.7;LATAM:4.5 | BBB:24.9;B:11.1;AAA:15.8;BB:6.6;AA:11.9;A:29.7 | 3.06 | 64.9 | 155 | 438 | 4.9 | 2.5 | 25 | 35 | 25 | true | true | false | false | 0.44 | 1.67 | 0.27 | Materials:EW | Hedge | iTraxx_MAIN: +145bps notional | -42 | -18 | DealerA | Electronic | 11 | 96 | 203 | -50 | VAR>budget | Reduce | Portfolio VAR above budget | 113 | Rotate into defensive sectors |
C08094 | CR1926 | 2025-02-22 | Recovery | 166 | 574 | 5.9 | 0.6 | 961,547,899 | Tech:12.0;Energy:16.5;Consumer:20.2;Comm:22.0;Materials:8.1;Healthcare:21.1 | US:65.3;EU:15.2;APAC:7.9;EMEA:4.9;LATAM:6.7 | A:12.7;AA:19.6;B:20.3;BB:47.4 | 0.42 | 21.1 | 123 | 246 | 8.4 | 2.5 | 30 | 35 | 30 | false | true | true | false | 2.48 | -0.13 | -0.27 | RealEstate:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 44 | DealerA | RFQ | 4 | 85 | -159 | -97 | HYCap>limit | Hedge | High-yield share above policy cap | 226 | Rotate into defensive sectors |
C08095 | CR8407 | 2024-09-22 | Calm | 119 | 374 | 4.3 | 2.2 | 2,305,769,089 | Healthcare:11.5;Tech:29.3;Industrials:22.2;Utilities:10.7;Comm:26.3 | US:69.2;EU:9.4;APAC:11.2;EMEA:6.7;LATAM:3.5 | BBB:11.8;AA:17.1;CCC:29.1;BB:10.2;B:31.7 | 3.49 | 29.1 | 158 | 463 | 3.9 | 2.5 | 20 | 45 | 20 | true | true | true | false | 1.26 | 1.15 | 0.03 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 32 | DealerB | RFQ | 11 | 89 | -141 | -371 | HYCap>limit | Hedge | High-yield share above policy cap | 121 | Tighten HY exposure bands |
C08096 | CR9553 | 2025-03-30 | Calm | 115 | 329 | 3.4 | 2.4 | 1,799,106,535 | Financials:12.5;Utilities:21.7;Healthcare:29.4;Comm:15.3;RealEstate:21.0 | US:65.2;EU:8.1;APAC:10.7;EMEA:7.3;LATAM:8.7 | BB:16.9;B:18.5;A:23.2;BBB:10.4;AA:31.0 | 1.78 | 47.9 | 88 | 194 | 4.5 | 2.5 | 25 | 45 | 25 | true | true | true | false | 0.07 | 0.16 | 0.22 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | -20 | DealerB | Electronic | 7 | 89 | 269 | -389 | Sector>limit | Hedge | Sector concentration above limit | 160 | Reviewed by risk; hedges staggered |
C08097 | CR0076 | 2024-11-24 | Calm | 118 | 382 | 4 | 1.9 | 2,293,062,404 | Financials:17.1;Healthcare:49.6;Materials:33.3 | US:68.0;EU:15.4;APAC:8.7;EMEA:3.9;LATAM:4.0 | A:14.8;BBB:20.2;CCC:9.4;B:11.5;AA:13.6;AAA:30.5 | 2.59 | 62.5 | 259 | 320 | 10.8 | 3 | 25 | 35 | 20 | true | true | true | true | -0.01 | 1.76 | 0.47 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 11 | DealerC | RFQ | 8 | 88 | 29 | -324 | HYCap>limit | Reduce | High-yield share above policy cap | 96 | Escalate watchlist names |
C08098 | CR3915 | 2024-10-09 | Calm | 71 | 338 | 4.4 | 2.3 | 513,763,652 | Industrials:19.6;Materials:23.4;Healthcare:13.6;RealEstate:10.0;Utilities:8.2;Energy:25.2 | US:59.5;EU:22.4;APAC:7.6;EMEA:4.1;LATAM:6.4 | A:12.4;CCC:20.1;AAA:36.8;AA:10.3;B:20.4 | 3.15 | 37.9 | 157 | 443 | 17.3 | 2.5 | 20 | 45 | 25 | true | true | true | false | 0.13 | 0.15 | -0.26 | null | Hedge | CDX_HY: +101bps notional | 20 | 33 | DealerC | Electronic | 8 | 93 | -127 | -331 | HYCap>limit | Reduce | High-yield share above policy cap | 232 | Defer adds pending macro print |
C08099 | CR9162 | 2025-04-02 | Calm | 83 | 402 | 3.5 | 1.7 | 1,658,897,617 | Industrials:10.6;Materials:17.8;Tech:38.7;Financials:22.5;Consumer:10.4 | US:77.4;EU:10.4;APAC:5.1;EMEA:4.9;LATAM:2.2 | AA:14.9;BB:6.6;BBB:35.7;AAA:42.8 | 2.22 | 47.3 | 125 | 468 | 14.7 | 2 | 30 | 45 | 25 | true | true | false | false | 1.79 | 0.83 | 0.32 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 12 | ECN1 | Electronic | 12 | 91 | 169 | -268 | Sector>limit | Reduce | Sector concentration above limit | 230 | Escalate watchlist names |
C08100 | CR4587 | 2025-04-02 | Tightening | 119 | 520 | 4.3 | 1.2 | 2,786,933,129 | Energy:17.0;Tech:12.2;Industrials:20.4;Consumer:27.6;Financials:11.1;Materials:11.7 | US:59.7;EU:17.2;APAC:10.7;EMEA:11.7;LATAM:0.7 | BBB:20.5;AA:27.4;A:33.2;BB:18.9 | 2.05 | 21.4 | 143 | 485 | 4.1 | 2.5 | 30 | 45 | 25 | false | true | false | false | 0.53 | 0.7 | 0.57 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -2 | 39 | ECN2 | RFQ | 5 | 95 | -49 | 109 | VAR>budget | Hedge | Portfolio VAR above budget | 150 | Rotate into defensive sectors |
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