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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08101 | CR0650 | 2024-03-06 | Recovery | 173 | 443 | 5.9 | 1 | 1,088,412,048 | Energy:36.3;RealEstate:16.6;Comm:15.7;Financials:23.0;Materials:8.4 | US:65.3;EU:15.6;APAC:10.5;EMEA:5.1;LATAM:3.4 | BBB:24.3;A:37.8;CCC:7.4;BB:12.3;B:18.3 | 5.15 | 35.8 | 222 | 336 | 5.1 | 2 | 25 | 35 | 30 | true | true | true | true | 0.29 | 1.2 | -0.33 | Materials:EW | Hedge | Options_Payer: +77bps notional | 6 | 21 | DealerA | DealerAxed | 6 | 96 | -194 | 87 | Sector>limit | Reduce | Sector concentration above limit | 173 | Rotate into defensive sectors |
C08102 | CR2416 | 2025-02-20 | Calm | 80 | 348 | 4.5 | 2.9 | 2,285,426,287 | Energy:19.4;RealEstate:13.6;Utilities:9.9;Tech:21.9;Healthcare:18.8;Comm:16.5 | US:71.8;EU:12.8;APAC:6.1;EMEA:6.9;LATAM:2.4 | BB:9.1;AA:23.8;CCC:18.9;BBB:36.7;B:11.5 | 7.32 | 55.4 | 249 | 203 | 5.4 | 3 | 30 | 55 | 35 | false | true | true | true | 1.77 | 1.19 | 0.08 | Financials:EW | Hedge | SingleName_CDS: +78bps notional | -24 | -22 | DealerB | All2All | 2 | 87 | 252 | -221 | Sector>limit | Hedge | Sector concentration above limit | 188 | Defer adds pending macro print |
C08103 | CR1447 | 2024-02-11 | Calm | 90 | 379 | 3.4 | 2.9 | 523,927,305 | RealEstate:16.4;Healthcare:12.7;Materials:36.2;Financials:17.0;Energy:17.6 | US:64.4;EU:17.1;APAC:5.9;EMEA:8.8;LATAM:3.8 | B:22.1;A:24.6;AAA:22.1;BBB:31.1 | 4.39 | 42.8 | 136 | 461 | 7.5 | 3.5 | 20 | 55 | 35 | true | true | false | false | 1.61 | -0.25 | 0.29 | null | Hedge | Options_Payer: +150bps notional | -22 | 43 | DealerC | DealerAxed | 3 | 86 | -112 | -35 | Sector>limit | Hedge | Sector concentration above limit | 241 | Rotate into defensive sectors |
C08104 | CR8620 | 2024-08-11 | Calm | 74 | 336 | 3.3 | 2.9 | 2,960,221,306 | Financials:32.9;Materials:49.4;Healthcare:17.7 | US:60.0;EU:16.8;APAC:7.5;EMEA:10.1;LATAM:5.6 | AAA:22.0;A:18.6;BB:24.3;CCC:10.0;B:11.4;BBB:13.7 | 4.11 | 58.2 | 113 | 214 | 13.4 | 4 | 25 | 45 | 25 | true | true | true | false | 0.4 | 0.95 | 0.25 | Consumer:EW | Hedge | iTraxx_MAIN: +117bps notional | -13 | -7 | DealerC | DealerAxed | 9 | 92 | 352 | -391 | Sector>limit | Rotate | Sector concentration above limit | 104 | Reviewed by risk; hedges staggered |
C08105 | CR6944 | 2025-06-25 | Calm | 116 | 302 | 3.7 | 1.7 | 491,503,089 | RealEstate:34.9;Energy:23.5;Tech:41.6 | US:70.2;EU:11.7;APAC:4.4;EMEA:10.5;LATAM:3.2 | B:22.0;BB:22.9;AA:34.0;CCC:21.1 | 2.87 | 64.2 | 188 | 188 | 2.9 | 2.5 | 20 | 35 | 25 | true | true | true | false | -0.44 | 1.45 | 0.27 | Materials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 1 | DealerB | RFQ | 10 | 94 | -103 | -18 | VAR>budget | Reduce | Portfolio VAR above budget | 130 | Rotate into defensive sectors |
C08106 | CR8323 | 2024-11-30 | Recovery | 131 | 623 | 4.8 | 1.8 | 2,938,648,393 | Comm:27.2;Consumer:26.7;Industrials:35.0;Materials:11.0 | US:65.3;EU:15.1;APAC:11.7;EMEA:6.3;LATAM:1.5 | A:27.3;CCC:9.3;BBB:35.4;B:8.1;BB:5.8;AAA:14.0 | 2.45 | 45.9 | 263 | 180 | 17.9 | 4 | 20 | 45 | 35 | true | true | false | true | 1.38 | 1.77 | -0.36 | Materials:EW | Hedge | CDX_IG: +195bps notional | -26 | 4 | DealerC | Electronic | 12 | 92 | 294 | -172 | Region>limit | Reduce | Regional concentration above limit | 132 | Tighten HY exposure bands |
C08107 | CR0775 | 2024-05-04 | Calm | 106 | 365 | 3.8 | 2.9 | 1,566,295,517 | Industrials:17.0;Utilities:21.5;Tech:16.0;Comm:30.5;Consumer:15.1 | US:62.8;EU:21.5;APAC:8.4;EMEA:3.5;LATAM:3.8 | BB:13.9;CCC:21.4;AAA:30.2;A:34.5 | 0.56 | 42.5 | 199 | 299 | 6.9 | 4 | 25 | 55 | 35 | true | true | true | false | -0.02 | 0.43 | -0.26 | Utilities:EW | Hedge | Treasury_Futures: +175bps notional | -8 | -9 | DealerC | RFQ | 10 | 94 | 117 | -86 | VAR>budget | Reduce | Portfolio VAR above budget | 146 | Defer adds pending macro print |
C08108 | CR4268 | 2025-11-03 | Stress | 220 | 802 | 8.4 | 0.5 | 1,141,853,254 | Energy:27.0;RealEstate:14.5;Utilities:58.5 | US:67.2;EU:10.5;APAC:8.9;EMEA:6.1;LATAM:7.3 | B:12.9;AA:33.5;BBB:11.9;A:25.7;CCC:16.0 | 3.73 | 27.8 | 219 | 416 | 8.4 | 2.5 | 25 | 35 | 25 | true | true | true | true | 0.97 | 1.28 | -0.16 | null | Hedge | CDX_IG: +200bps notional | -26 | 19 | DealerC | All2All | 5 | 95 | -36 | -273 | Region>limit | Hedge | Regional concentration above limit | 111 | Escalate watchlist names |
C08109 | CR7041 | 2025-10-11 | Calm | 93 | 399 | 3.4 | 2 | 2,718,380,622 | RealEstate:15.5;Materials:18.7;Energy:27.0;Tech:10.1;Industrials:9.2;Utilities:19.5 | US:71.5;EU:8.3;APAC:13.1;EMEA:5.7;LATAM:1.5 | BB:6.7;B:18.7;AA:24.0;BBB:50.6 | 1.42 | 41.3 | 101 | 399 | 7.6 | 2.5 | 25 | 35 | 20 | true | true | true | false | 1.16 | 0.91 | -0.32 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | -24 | DealerC | RFQ | 5 | 89 | 189 | -296 | HYCap>limit | Hedge | High-yield share above policy cap | 129 | Rotate into defensive sectors |
C08110 | CR0522 | 2025-03-05 | Recovery | 148 | 434 | 4.6 | 1.9 | 366,254,716 | Materials:35.0;Utilities:29.4;Comm:35.6 | US:65.2;EU:19.6;APAC:5.1;EMEA:7.7;LATAM:2.5 | CCC:17.4;A:24.9;BBB:17.7;BB:13.0;AA:27.0 | 0.74 | 57.2 | 211 | 160 | 2.2 | 2 | 25 | 45 | 20 | true | true | true | true | 1.7 | 0.42 | -0.36 | Energy:EW;Comm:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 44 | DealerB | Electronic | 10 | 87 | -155 | -205 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Escalate watchlist names |
C08111 | CR5370 | 2024-12-16 | Stress | 246 | 605 | 7.9 | -1.7 | 2,030,026,836 | Energy:10.3;Tech:36.7;Materials:17.1;Consumer:35.8 | US:62.7;EU:17.3;APAC:7.4;EMEA:7.3;LATAM:5.3 | BB:20.4;BBB:16.4;B:18.4;A:12.5;AA:25.9;CCC:6.4 | 0.42 | 42.5 | 266 | 396 | 15.7 | 2.5 | 20 | 35 | 25 | true | true | true | true | 2.28 | 0.26 | 0.17 | Industrials:EW | Hedge | iTraxx_XOVER: +67bps notional | -13 | -2 | DealerB | Electronic | 11 | 96 | 62 | 25 | HYCap>limit | Hedge | High-yield share above policy cap | 208 | Defer adds pending macro print |
C08112 | CR9688 | 2024-12-08 | Calm | 79 | 318 | 3.2 | 2.2 | 1,314,527,857 | Energy:16.1;Consumer:20.6;Comm:10.5;Utilities:20.8;Tech:21.0;Materials:11.0 | US:74.7;EU:6.4;APAC:10.8;EMEA:5.1;LATAM:3.0 | CCC:22.5;BBB:40.1;B:11.3;BB:26.1 | 4.68 | 27.4 | 153 | 187 | 15.4 | 3 | 35 | 35 | 25 | false | true | true | false | 0.17 | 0.14 | 0 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 6 | ECN2 | DealerAxed | 2 | 100 | 144 | -307 | Region>limit | Hedge | Regional concentration above limit | 192 | Tighten HY exposure bands |
C08113 | CR0442 | 2024-03-20 | Stress | 233 | 650 | 5.8 | -1.4 | 1,916,145,655 | Financials:30.0;Comm:29.0;Industrials:22.1;Healthcare:18.9 | US:61.7;EU:17.6;APAC:8.4;EMEA:5.0;LATAM:7.3 | A:14.1;BB:12.6;BBB:15.8;AAA:51.6;CCC:6.0 | 5.12 | 47.4 | 176 | 504 | 12.9 | 2.5 | 25 | 55 | 25 | true | true | false | false | 1.59 | 0.39 | -0.26 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 42 | ECN1 | RFQ | 9 | 86 | 60 | 88 | HYCap>limit | Reduce | High-yield share above policy cap | 236 | Defer adds pending macro print |
C08114 | CR9743 | 2025-10-25 | Recovery | 144 | 561 | 6.3 | -0.3 | 569,834,249 | Financials:55.3;Comm:25.8;Materials:18.9 | US:60.7;EU:15.4;APAC:13.1;EMEA:5.4;LATAM:5.4 | BB:5.9;AAA:26.7;CCC:13.3;BBB:24.0;AA:30.1 | 1.78 | 50.3 | 193 | 147 | 8.8 | 2.5 | 25 | 35 | 25 | true | true | false | false | 0.06 | 0.23 | -0.07 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | -25 | DealerA | RFQ | 6 | 94 | 343 | -411 | Sector>limit | PauseAdds | Sector concentration above limit | 185 | Defer adds pending macro print |
C08115 | CR6108 | 2025-10-12 | Stress | 154 | 598 | 6 | 0.2 | 2,908,396,082 | Industrials:45.6;Materials:24.2;RealEstate:30.3 | US:62.1;EU:6.6;APAC:12.1;EMEA:11.0;LATAM:8.1 | BBB:27.9;AAA:30.4;BB:17.3;A:11.3;CCC:13.1 | 6.46 | 50.4 | 264 | 520 | 12.3 | 3.5 | 35 | 55 | 30 | true | true | true | true | 2.27 | 0.13 | -0.31 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | 32 | ECN2 | RFQ | 6 | 85 | 117 | -317 | Sector>limit | Rotate | Sector concentration above limit | 233 | Rotate into defensive sectors |
C08116 | CR8933 | 2024-01-12 | Tightening | 150 | 462 | 4.9 | 0.7 | 670,761,933 | Consumer:21.6;Financials:23.6;Materials:54.8 | US:64.9;EU:15.0;APAC:11.8;EMEA:6.5;LATAM:1.8 | AAA:18.2;CCC:10.9;A:35.7;B:20.3;BB:14.9 | 4.42 | 47.2 | 138 | 477 | 15.7 | 2 | 30 | 55 | 20 | true | true | true | false | 0.99 | 0.91 | 0.06 | Healthcare:EW | Hedge | Options_Payer: +188bps notional | -23 | 31 | DealerA | All2All | 11 | 86 | -84 | 56 | HYCap>limit | PauseAdds | High-yield share above policy cap | 199 | Tighten HY exposure bands |
C08117 | CR5098 | 2024-04-21 | Recovery | 169 | 602 | 6 | 1 | 410,925,798 | Tech:17.9;Industrials:19.2;Materials:15.9;Healthcare:12.0;Energy:20.4;Financials:14.6 | US:69.7;EU:17.6;APAC:6.4;EMEA:4.1;LATAM:2.3 | BBB:29.7;A:30.6;AAA:11.4;BB:14.6;CCC:10.2;B:3.5 | 7.44 | 47.2 | 252 | 448 | 2.7 | 4 | 35 | 55 | 25 | false | true | true | true | 1.54 | 0.81 | 0.32 | Industrials:EW;Consumer:EW | Hedge | Options_Payer: +140bps notional | -15 | 43 | DealerA | RFQ | 12 | 95 | 334 | 119 | Sector>limit | Reduce | Sector concentration above limit | 143 | Reviewed by risk; hedges staggered |
C08118 | CR9157 | 2024-07-12 | Recovery | 109 | 567 | 5.5 | 1.5 | 1,754,596,866 | Industrials:20.0;RealEstate:9.4;Healthcare:24.5;Tech:22.9;Utilities:23.3 | US:65.4;EU:12.8;APAC:12.0;EMEA:9.3;LATAM:0.4 | AAA:32.2;B:6.6;CCC:18.9;BB:10.7;AA:31.5 | 6.98 | 30.4 | 206 | 169 | 5.3 | 2.5 | 35 | 45 | 35 | false | true | true | true | 1.3 | 1.55 | -0.14 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 18 | ECN1 | Electronic | 12 | 88 | 424 | -362 | Sector>limit | Reduce | Sector concentration above limit | 104 | Tighten HY exposure bands |
C08119 | CR8442 | 2025-07-06 | Tightening | 97 | 437 | 5.2 | 1.2 | 2,427,004,630 | Utilities:28.2;Comm:19.5;Tech:29.8;Healthcare:22.5 | US:61.6;EU:15.9;APAC:9.2;EMEA:9.6;LATAM:3.7 | A:31.1;AA:25.2;BB:6.9;AAA:22.2;BBB:14.6 | 3.13 | 31.9 | 124 | 174 | 8 | 3.5 | 30 | 35 | 35 | false | true | false | false | 0.12 | 1.63 | 0.4 | Financials:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 37 | ECN2 | All2All | 3 | 96 | -102 | -163 | VAR>budget | Hedge | Portfolio VAR above budget | 153 | Rotate into defensive sectors |
C08120 | CR6219 | 2024-03-27 | Recovery | 165 | 425 | 6 | 1.7 | 2,851,442,828 | Tech:10.8;Comm:37.7;Industrials:13.6;Energy:25.4;Consumer:12.5 | US:65.4;EU:17.5;APAC:11.3;EMEA:3.2;LATAM:2.5 | BB:10.6;B:6.6;AA:31.5;BBB:26.7;AAA:24.6 | 6.31 | 21.4 | 193 | 344 | 11.2 | 2.5 | 30 | 45 | 30 | true | true | false | false | 2.21 | 0.37 | -0.15 | Industrials:EW | Hedge | CDX_IG: +146bps notional | -29 | 12 | ECN2 | DealerAxed | 1 | 91 | -120 | -418 | VAR>budget | Reduce | Portfolio VAR above budget | 250 | Reviewed by risk; hedges staggered |
C08121 | CR3801 | 2024-01-26 | Tightening | 106 | 496 | 5.1 | 0.8 | 2,737,267,275 | Consumer:25.4;Tech:32.5;Energy:31.9;Healthcare:10.2 | US:65.4;EU:14.0;APAC:11.5;EMEA:9.0;LATAM:0.1 | BB:8.4;AAA:26.7;CCC:5.8;AA:29.5;A:29.6 | 7.11 | 27.5 | 262 | 179 | 9.2 | 3 | 20 | 45 | 20 | true | true | false | true | 1.95 | 1.5 | 0.13 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 23 | ECN1 | All2All | 10 | 89 | 356 | -328 | Sector>limit | Reduce | Sector concentration above limit | 208 | Escalate watchlist names |
C08122 | CR1954 | 2025-04-19 | Stress | 187 | 595 | 5.1 | 0.6 | 2,742,057,410 | Materials:11.4;Healthcare:17.8;Energy:26.5;Industrials:6.1;Consumer:20.1;Tech:18.1 | US:63.3;EU:15.5;APAC:14.5;EMEA:4.3;LATAM:2.4 | B:11.9;AA:16.7;A:20.3;CCC:24.0;BBB:27.0 | 2.87 | 24.3 | 323 | 531 | 10.9 | 3 | 35 | 55 | 20 | false | true | true | true | 0.48 | 1.11 | -0.08 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | 15 | DealerA | Electronic | 9 | 86 | 326 | -166 | Sector>limit | Hedge | Sector concentration above limit | 101 | Escalate watchlist names |
C08123 | CR0245 | 2025-10-03 | Tightening | 149 | 383 | 4.4 | 1.9 | 467,216,029 | Comm:15.6;Consumer:12.5;Tech:17.7;Industrials:35.6;RealEstate:18.6 | US:63.9;EU:8.8;APAC:12.8;EMEA:6.7;LATAM:7.9 | BBB:29.1;AA:26.5;AAA:25.7;A:18.7 | 6.94 | 35.4 | 139 | 247 | 5.5 | 3.5 | 30 | 35 | 25 | true | true | false | false | 1 | 0.83 | 0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | -25 | DealerC | DealerAxed | 7 | 90 | 101 | -359 | Sector>limit | Rotate | Sector concentration above limit | 112 | Rotate into defensive sectors |
C08124 | CR2967 | 2024-02-05 | Calm | 117 | 336 | 4.5 | 2.1 | 1,162,322,978 | Materials:34.6;Tech:15.2;Healthcare:50.2 | US:68.1;EU:8.4;APAC:13.3;EMEA:8.2;LATAM:2.0 | BBB:38.9;BB:16.4;AAA:15.4;A:29.4 | 1.22 | 53.5 | 272 | 473 | 14.2 | 2.5 | 30 | 55 | 25 | true | true | false | true | 0.63 | 0.78 | 0.46 | null | Hedge | Treasury_Futures: +168bps notional | -54 | -6 | ECN1 | DealerAxed | 4 | 85 | -102 | -399 | HYCap>limit | Reduce | High-yield share above policy cap | 202 | Rotate into defensive sectors |
C08125 | CR2767 | 2024-04-08 | Recovery | 108 | 572 | 5.8 | 0.7 | 2,615,833,194 | Financials:13.1;Materials:29.2;Comm:28.9;Industrials:28.8 | US:72.5;EU:12.8;APAC:5.9;EMEA:8.2;LATAM:0.6 | CCC:25.3;BBB:17.0;BB:21.8;AAA:35.9 | 2.73 | 41.9 | 139 | 200 | 14 | 3 | 20 | 35 | 20 | true | true | true | false | -0.49 | 0.61 | 0.48 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | -22 | DealerA | DealerAxed | 0 | 99 | 98 | 66 | Region>limit | Rotate | Regional concentration above limit | 171 | Escalate watchlist names |
C08126 | CR5364 | 2024-06-05 | Calm | 112 | 325 | 3.5 | 1.6 | 2,276,300,451 | Utilities:27.1;Industrials:11.6;Tech:10.0;Materials:19.5;RealEstate:17.9;Consumer:14.0 | US:63.3;EU:14.4;APAC:11.4;EMEA:7.5;LATAM:3.4 | BB:10.3;AA:21.1;CCC:31.7;AAA:19.6;A:17.3 | 2.47 | 57.8 | 171 | 411 | 10.4 | 3 | 30 | 35 | 20 | false | true | true | false | 0.68 | 0.86 | 0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 23 | DealerA | DealerAxed | 6 | 99 | -183 | -228 | VAR>budget | Reduce | Portfolio VAR above budget | 129 | Rotate into defensive sectors |
C08127 | CR0446 | 2025-09-27 | Calm | 81 | 367 | 3.8 | 2 | 1,948,236,192 | Financials:14.1;Materials:26.6;Tech:21.9;Comm:9.8;RealEstate:10.2;Utilities:17.4 | US:66.7;EU:11.9;APAC:10.0;EMEA:9.0;LATAM:2.4 | BB:23.7;B:25.2;BBB:27.6;A:23.6 | 3.35 | 52.4 | 142 | 131 | 5.2 | 3 | 25 | 35 | 30 | true | true | true | false | 0.7 | 0.22 | 0.09 | RealEstate:EW;Materials:EW | Hedge | CDX_HY: +59bps notional | -21 | -12 | DealerA | DealerAxed | 12 | 100 | 26 | -73 | VAR>budget | Hedge | Portfolio VAR above budget | 193 | Rotate into defensive sectors |
C08128 | CR2474 | 2024-01-21 | Tightening | 113 | 423 | 4.3 | 0.5 | 1,565,766,544 | Industrials:35.0;Comm:12.1;RealEstate:27.0;Energy:25.9 | US:59.5;EU:14.0;APAC:10.6;EMEA:9.4;LATAM:6.6 | CCC:25.2;BB:27.8;A:10.1;AAA:16.2;BBB:13.2;AA:7.4 | 6.72 | 22.5 | 235 | 429 | 16.3 | 2 | 20 | 45 | 20 | true | true | true | true | 2.38 | 1.46 | 0.34 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 1 | ECN1 | DealerAxed | 9 | 96 | 60 | -478 | VAR>budget | Reduce | Portfolio VAR above budget | 118 | Tighten HY exposure bands |
C08129 | CR0968 | 2025-02-28 | Stress | 158 | 796 | 7 | -1 | 416,559,024 | Energy:33.1;Tech:28.6;Healthcare:38.3 | US:53.3;EU:15.3;APAC:13.1;EMEA:10.9;LATAM:7.4 | BB:19.1;A:26.5;AAA:14.9;CCC:7.4;AA:32.0 | 3.52 | 60.5 | 314 | 459 | 11 | 3.5 | 30 | 35 | 30 | true | true | false | true | 1.3 | 0.51 | 0.12 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | -22 | DealerB | RFQ | 2 | 87 | -101 | 5 | VAR>budget | Hedge | Portfolio VAR above budget | 144 | Escalate watchlist names |
C08130 | CR1299 | 2024-05-04 | Calm | 77 | 416 | 3.7 | 2.3 | 1,075,872,326 | Healthcare:14.9;Financials:25.8;Materials:37.9;Industrials:21.4 | US:65.3;EU:6.7;APAC:12.4;EMEA:7.3;LATAM:8.3 | A:25.0;CCC:20.2;AA:27.8;BBB:26.9 | 2.89 | 27.7 | 186 | 206 | 9.5 | 3.5 | 35 | 35 | 35 | true | true | false | false | 2.06 | 1.74 | -0.3 | Healthcare:EW;Consumer:EW;Tech:EW | Hedge | Options_Payer: +173bps notional | -37 | -9 | DealerC | DealerAxed | 10 | 90 | -103 | -217 | Sector>limit | Hedge | Sector concentration above limit | 179 | Reviewed by risk; hedges staggered |
C08131 | CR6293 | 2024-01-09 | Calm | 94 | 364 | 3.3 | 2.9 | 743,664,343 | Energy:14.1;Consumer:23.7;Tech:30.2;Industrials:6.6;Materials:25.4 | US:62.6;EU:8.1;APAC:14.9;EMEA:13.6;LATAM:0.8 | B:15.0;AA:18.0;BBB:17.9;BB:19.1;A:16.7;AAA:13.2 | 4.01 | 39.2 | 184 | 130 | 11.7 | 2 | 25 | 35 | 25 | true | true | true | false | 1.48 | -0.11 | -0.21 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -43 | 10 | DealerB | All2All | 0 | 88 | 276 | -239 | Sector>limit | Reduce | Sector concentration above limit | 229 | Escalate watchlist names |
C08132 | CR0728 | 2024-05-23 | Calm | 77 | 419 | 4.1 | 2.2 | 2,546,699,470 | Comm:25.9;Utilities:35.3;Consumer:38.8 | US:70.2;EU:12.2;APAC:8.2;EMEA:5.1;LATAM:4.2 | BB:35.4;A:18.8;CCC:23.5;B:22.4 | 6.68 | 41 | 255 | 501 | 15.4 | 2.5 | 25 | 35 | 25 | true | true | true | true | 0.62 | -0.1 | 0.05 | Energy:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 17 | ECN1 | All2All | 3 | 93 | 188 | -400 | Sector>limit | Hedge | Sector concentration above limit | 227 | Defer adds pending macro print |
C08133 | CR7248 | 2025-01-03 | Stress | 143 | 628 | 5.6 | -0.9 | 1,987,644,700 | RealEstate:51.6;Financials:31.6;Materials:16.9 | US:63.3;EU:16.4;APAC:11.9;EMEA:7.4;LATAM:0.9 | B:24.5;BBB:36.9;A:12.8;AAA:25.8 | 3.79 | 25.4 | 262 | 452 | 7.3 | 3.5 | 35 | 55 | 35 | true | true | false | true | 1.19 | 0.43 | -0.19 | Industrials:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 17 | DealerA | RFQ | 9 | 86 | -64 | 89 | VAR>budget | Reduce | Portfolio VAR above budget | 148 | Escalate watchlist names |
C08134 | CR2883 | 2025-05-24 | Stress | 163 | 709 | 8.2 | -1.4 | 2,264,798,315 | Utilities:28.0;Tech:21.2;RealEstate:8.9;Consumer:17.0;Financials:24.9 | US:65.1;EU:17.3;APAC:10.9;EMEA:3.5;LATAM:3.1 | AA:53.5;B:11.0;BBB:23.0;BB:12.5 | 0.45 | 23.7 | 323 | 662 | 11.7 | 2.5 | 25 | 35 | 20 | true | true | true | true | -0.27 | 0.18 | 0.02 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | -2 | DealerA | DealerAxed | 4 | 98 | 12 | -394 | Sector>limit | Hedge | Sector concentration above limit | 217 | Rotate into defensive sectors |
C08135 | CR6547 | 2025-11-07 | Tightening | 103 | 411 | 4.4 | 1.9 | 2,983,975,210 | RealEstate:16.3;Utilities:24.6;Tech:59.1 | US:75.2;EU:6.6;APAC:13.0;EMEA:4.4;LATAM:0.8 | AAA:7.5;AA:20.7;BBB:21.7;CCC:24.5;BB:25.5 | 2 | 60.3 | 101 | 305 | 15.2 | 2 | 35 | 55 | 35 | true | true | true | false | 0.76 | -0.25 | -0.29 | null | Hedge | SingleName_CDS: +187bps notional | -29 | 30 | DealerA | All2All | 11 | 92 | 135 | 125 | HYCap>limit | Hedge | High-yield share above policy cap | 109 | Rotate into defensive sectors |
C08136 | CR0072 | 2024-05-13 | Tightening | 160 | 519 | 4.1 | 0.7 | 1,079,569,434 | Consumer:17.4;Industrials:19.8;Energy:8.7;Tech:14.9;Materials:17.6;RealEstate:21.6 | US:58.7;EU:15.6;APAC:9.5;EMEA:8.9;LATAM:7.4 | AA:23.2;AAA:10.4;BB:13.3;CCC:5.4;A:24.9;BBB:22.9 | 7.27 | 42.8 | 139 | 398 | 15.3 | 3 | 20 | 55 | 30 | true | true | false | false | 0.88 | -0.15 | 0.38 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | 43 | DealerB | DealerAxed | 9 | 95 | 85 | -161 | Region>limit | Hedge | Regional concentration above limit | 224 | Rotate into defensive sectors |
C08137 | CR6531 | 2025-05-23 | Recovery | 100 | 540 | 4.7 | 0 | 2,732,105,631 | Industrials:10.5;Healthcare:36.4;RealEstate:24.8;Financials:28.2 | US:69.0;EU:11.1;APAC:12.7;EMEA:6.7;LATAM:0.5 | AAA:11.0;A:22.9;B:52.9;BB:13.2 | 0.98 | 37.1 | 231 | 200 | 9 | 2.5 | 20 | 35 | 25 | true | true | true | true | 2.45 | 1.52 | 0.42 | RealEstate:EW | Hedge | CDX_HY: +157bps notional | 14 | -22 | DealerB | Electronic | 4 | 96 | -34 | -22 | Sector>limit | Reduce | Sector concentration above limit | 161 | Escalate watchlist names |
C08138 | CR6438 | 2025-06-07 | Stress | 240 | 613 | 7.9 | -2 | 443,237,157 | Consumer:49.1;Utilities:22.9;Healthcare:28.1 | US:63.9;EU:8.8;APAC:9.9;EMEA:10.2;LATAM:7.2 | AA:26.2;B:5.7;CCC:7.6;BBB:27.9;AAA:32.6 | 4.93 | 48.5 | 284 | 364 | 10.1 | 2 | 25 | 55 | 25 | true | true | false | true | 1.4 | 1.26 | -0.09 | Comm:EW | Hedge | CDX_HY: +182bps notional | -30 | 19 | DealerC | DealerAxed | 6 | 90 | 373 | -303 | Region>limit | Rotate | Regional concentration above limit | 208 | Escalate watchlist names |
C08139 | CR4850 | 2024-02-01 | Stress | 179 | 607 | 8.2 | -0.7 | 1,844,543,404 | Utilities:22.5;Energy:50.1;Consumer:27.4 | US:65.8;EU:8.2;APAC:10.5;EMEA:8.4;LATAM:7.1 | BBB:26.6;AA:20.6;B:12.6;BB:6.6;AAA:9.3;CCC:24.3 | 1.39 | 24.3 | 182 | 618 | 10.4 | 4 | 30 | 35 | 35 | true | true | true | false | 1.62 | 0.74 | 0.12 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | 5 | ECN2 | Electronic | 1 | 85 | -60 | -414 | HYCap>limit | Hedge | High-yield share above policy cap | 129 | Escalate watchlist names |
C08140 | CR9075 | 2025-12-15 | Recovery | 121 | 572 | 6 | 1.5 | 1,290,939,707 | Tech:25.6;Industrials:16.6;RealEstate:27.6;Materials:30.2 | US:70.4;EU:11.2;APAC:5.6;EMEA:7.0;LATAM:5.7 | B:13.6;AA:12.9;CCC:11.9;A:11.0;BB:36.7;AAA:13.8 | 5.28 | 58.7 | 247 | 331 | 10.1 | 2.5 | 35 | 55 | 20 | false | true | true | true | 0.35 | 0.6 | 0.42 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 31 | DealerC | All2All | 9 | 99 | 365 | -9 | HYCap>limit | Hedge | High-yield share above policy cap | 246 | Reviewed by risk; hedges staggered |
C08141 | CR9648 | 2024-06-25 | Recovery | 176 | 587 | 6.1 | 1.1 | 983,746,950 | Financials:17.3;Utilities:56.6;Industrials:26.0 | US:68.9;EU:6.1;APAC:11.2;EMEA:11.6;LATAM:2.3 | BB:19.0;A:20.8;CCC:16.4;AA:43.8 | 7.19 | 50.3 | 148 | 200 | 5 | 3.5 | 30 | 55 | 30 | true | true | true | false | 1.71 | -0.24 | -0.24 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | 24 | DealerB | RFQ | 7 | 87 | -219 | -304 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Tighten HY exposure bands |
C08142 | CR5339 | 2025-07-23 | Tightening | 96 | 490 | 5 | 1.2 | 1,366,807,799 | Materials:28.2;Healthcare:44.0;Tech:27.9 | US:65.1;EU:14.1;APAC:11.9;EMEA:5.7;LATAM:3.1 | BB:11.6;BBB:19.6;AAA:39.7;B:7.7;CCC:6.3;AA:15.1 | 5.5 | 47.5 | 137 | 316 | 10.2 | 4 | 20 | 45 | 35 | true | true | false | false | 1.35 | 1.07 | -0.21 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | -18 | DealerB | RFQ | 12 | 88 | 331 | -24 | HYCap>limit | Hedge | High-yield share above policy cap | 155 | Defer adds pending macro print |
C08143 | CR3106 | 2025-08-17 | Recovery | 146 | 436 | 5.6 | 0.7 | 2,729,243,330 | RealEstate:25.8;Consumer:9.0;Healthcare:12.5;Materials:23.5;Financials:19.7;Comm:9.5 | US:61.5;EU:10.9;APAC:14.3;EMEA:6.8;LATAM:6.5 | B:28.6;AAA:27.3;BB:22.5;AA:21.6 | 4.57 | 27.1 | 253 | 233 | 5 | 3.5 | 25 | 55 | 30 | true | true | true | true | 0.77 | 0.6 | 0.02 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | 32 | ECN1 | Electronic | 9 | 97 | 167 | -42 | Region>limit | Rotate | Regional concentration above limit | 234 | Reviewed by risk; hedges staggered |
C08144 | CR4817 | 2025-02-18 | Calm | 107 | 375 | 3.2 | 2.7 | 1,603,636,254 | Materials:26.6;Financials:24.3;Industrials:6.1;Healthcare:9.0;Consumer:19.9;Utilities:14.2 | US:54.5;EU:20.5;APAC:14.8;EMEA:5.0;LATAM:5.2 | CCC:17.2;A:17.1;BB:8.6;BBB:42.2;AA:14.9 | 5.39 | 32.8 | 153 | 480 | 6.5 | 2 | 30 | 55 | 20 | false | false | true | false | 1.38 | 0.14 | -0.21 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | 17 | DealerC | All2All | 3 | 92 | 360 | -158 | Region>limit | Reduce | Regional concentration above limit | 229 | Tighten HY exposure bands |
C08145 | CR7447 | 2024-08-19 | Recovery | 124 | 426 | 6.4 | 1.4 | 283,436,831 | Energy:18.2;Materials:33.7;Utilities:48.1 | US:62.6;EU:5.7;APAC:13.4;EMEA:13.0;LATAM:5.3 | AAA:14.0;A:27.9;BBB:17.1;CCC:8.8;AA:24.2;B:8.1 | 0.7 | 56.3 | 126 | 272 | 4.5 | 3 | 30 | 35 | 30 | true | true | false | false | 2.02 | 0.1 | 0.31 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 7 | DealerB | RFQ | 8 | 89 | -73 | -45 | Region>limit | Rotate | Regional concentration above limit | 156 | Tighten HY exposure bands |
C08146 | CR4579 | 2025-04-16 | Recovery | 158 | 585 | 5.9 | 1.8 | 1,196,952,191 | Utilities:17.1;Materials:9.0;Financials:33.3;Industrials:14.9;Comm:25.7 | US:61.0;EU:19.9;APAC:7.5;EMEA:10.8;LATAM:0.8 | BB:28.9;B:15.7;BBB:34.4;AA:21.0 | 1.19 | 51.4 | 272 | 345 | 5.4 | 2.5 | 25 | 35 | 35 | true | true | true | true | 1.42 | 0.54 | 0.05 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 32 | ECN2 | All2All | 5 | 91 | -155 | 64 | Sector>limit | Rotate | Sector concentration above limit | 162 | Defer adds pending macro print |
C08147 | CR1069 | 2024-09-18 | Stress | 195 | 629 | 6.7 | -1.3 | 559,628,331 | Materials:36.1;Utilities:32.7;Comm:9.1;Energy:14.1;RealEstate:8.1 | US:68.6;EU:10.9;APAC:8.7;EMEA:5.7;LATAM:6.1 | B:20.6;A:26.4;AAA:13.3;BB:39.8 | 4.96 | 48.4 | 282 | 329 | 13.9 | 3.5 | 35 | 55 | 30 | true | true | true | true | -0.12 | 0.66 | -0.35 | Healthcare:EW | Hedge | Treasury_Futures: +96bps notional | -57 | 4 | DealerB | RFQ | 1 | 100 | 304 | -148 | Sector>limit | Reduce | Sector concentration above limit | 125 | Defer adds pending macro print |
C08148 | CR3169 | 2025-11-10 | Tightening | 142 | 432 | 4.7 | 1 | 2,165,393,774 | Financials:11.6;Energy:19.0;Healthcare:16.3;Materials:7.8;Tech:29.6;Consumer:15.7 | US:70.8;EU:6.9;APAC:11.1;EMEA:7.6;LATAM:3.6 | BB:17.5;AA:30.0;BBB:18.7;CCC:16.7;B:17.1 | 6.1 | 32.5 | 229 | 505 | 6.5 | 3 | 30 | 45 | 20 | false | true | true | true | 1.4 | 1.69 | -0.14 | Comm:EW | Hedge | Treasury_Futures: +64bps notional | -57 | 29 | DealerB | All2All | 9 | 85 | 397 | -170 | HYCap>limit | Reduce | High-yield share above policy cap | 222 | Escalate watchlist names |
C08149 | CR2433 | 2024-08-31 | Tightening | 117 | 423 | 3.9 | 1.6 | 2,032,153,838 | RealEstate:13.8;Utilities:8.0;Financials:20.9;Tech:21.6;Healthcare:15.0;Comm:20.5 | US:75.9;EU:6.0;APAC:9.6;EMEA:7.3;LATAM:1.2 | CCC:20.8;BBB:17.1;B:19.1;AAA:14.4;BB:22.0;A:6.5 | 7.31 | 50.7 | 147 | 134 | 6.7 | 4 | 20 | 55 | 30 | true | true | true | false | 0.63 | 1.77 | 0.21 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 5 | DealerB | Electronic | 0 | 100 | 36 | -30 | Sector>limit | Reduce | Sector concentration above limit | 248 | Escalate watchlist names |
C08150 | CR0940 | 2025-09-09 | Calm | 87 | 283 | 3.4 | 2.6 | 612,119,340 | Tech:22.6;Industrials:19.8;Utilities:30.9;Comm:7.6;RealEstate:19.1 | US:72.6;EU:6.8;APAC:7.5;EMEA:9.2;LATAM:3.9 | CCC:10.2;BBB:44.5;AAA:20.7;A:24.6 | 2.56 | 21.2 | 157 | 460 | 12 | 4 | 30 | 55 | 35 | true | true | false | false | 1.1 | -0.26 | 0.51 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -18 | DealerA | DealerAxed | 3 | 96 | 325 | -144 | Sector>limit | Hedge | Sector concentration above limit | 202 | Escalate watchlist names |
C08151 | CR8827 | 2025-08-02 | Tightening | 107 | 389 | 5.1 | 1.4 | 2,795,296,662 | Materials:11.3;Energy:15.7;RealEstate:23.6;Tech:14.6;Comm:16.2;Utilities:18.7 | US:72.9;EU:12.6;APAC:7.7;EMEA:4.5;LATAM:2.3 | B:23.1;BBB:18.7;A:38.4;AAA:19.9 | 2.47 | 21.5 | 143 | 325 | 17.5 | 4 | 20 | 35 | 25 | true | true | false | false | 1.77 | -0.18 | -0.37 | null | Hedge | CDX_HY: +175bps notional | 1 | 6 | DealerC | Electronic | 4 | 85 | -118 | -391 | VAR>budget | Hedge | Portfolio VAR above budget | 131 | Rotate into defensive sectors |
C08152 | CR0173 | 2025-04-04 | Calm | 95 | 346 | 4 | 2 | 1,067,410,067 | Energy:16.2;Materials:16.9;Utilities:23.3;Comm:17.9;Tech:15.8;Consumer:9.8 | US:60.9;EU:18.9;APAC:9.6;EMEA:4.3;LATAM:6.3 | AAA:19.2;CCC:21.4;AA:10.9;BB:13.6;B:34.9 | 1.07 | 59.6 | 194 | 169 | 7.9 | 2 | 30 | 35 | 20 | false | true | true | false | 1.75 | 1.64 | 0.21 | Tech:EW;Healthcare:EW | Hedge | Treasury_Futures: +86bps notional | -19 | 0 | DealerC | DealerAxed | 2 | 92 | -130 | -217 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Reviewed by risk; hedges staggered |
C08153 | CR0882 | 2024-01-28 | Calm | 96 | 369 | 4.3 | 2.8 | 2,390,841,737 | Energy:45.8;Financials:14.2;RealEstate:40.0 | US:69.0;EU:13.1;APAC:9.5;EMEA:4.8;LATAM:3.6 | CCC:16.7;A:25.3;B:10.6;BBB:47.5 | 7.09 | 57.6 | 96 | 456 | 2.4 | 4 | 20 | 35 | 30 | true | true | false | false | 0.87 | -0.05 | -0.4 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 32 | DealerB | DealerAxed | 10 | 86 | 50 | -148 | VAR>budget | Rotate | Portfolio VAR above budget | 226 | Rotate into defensive sectors |
C08154 | CR3738 | 2024-02-03 | Stress | 189 | 723 | 7.4 | -0.5 | 339,288,062 | Healthcare:17.0;Materials:16.4;Industrials:26.3;Utilities:27.8;Financials:12.5 | US:65.9;EU:10.8;APAC:8.8;EMEA:10.5;LATAM:4.1 | A:16.0;CCC:25.1;B:27.3;AAA:21.5;BBB:10.1 | 7.33 | 47.7 | 192 | 606 | 11.5 | 4 | 20 | 35 | 35 | true | true | true | false | 2.19 | 0.23 | 0.31 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 30 | DealerB | DealerAxed | 5 | 93 | -71 | -406 | HYCap>limit | Hedge | High-yield share above policy cap | 184 | Tighten HY exposure bands |
C08155 | CR4874 | 2024-07-27 | Stress | 175 | 620 | 8.2 | -0.6 | 2,788,238,893 | RealEstate:7.6;Consumer:20.9;Energy:23.3;Materials:23.3;Tech:24.9 | US:62.0;EU:9.1;APAC:13.9;EMEA:10.6;LATAM:4.4 | B:14.7;BB:7.2;AA:32.0;CCC:15.9;AAA:12.9;BBB:17.3 | 5.22 | 52 | 327 | 512 | 18 | 3 | 25 | 55 | 20 | false | true | true | true | 0.88 | 0.84 | -0.05 | Consumer:EW | Hedge | iTraxx_MAIN: +172bps notional | 5 | 45 | DealerC | DealerAxed | 5 | 85 | 257 | -61 | HYCap>limit | Hedge | High-yield share above policy cap | 200 | Reviewed by risk; hedges staggered |
C08156 | CR0245 | 2025-02-18 | Recovery | 111 | 556 | 5.3 | -0.1 | 2,923,783,032 | Healthcare:38.0;Energy:35.0;Financials:27.0 | US:59.8;EU:20.4;APAC:11.3;EMEA:8.0;LATAM:0.5 | CCC:7.0;BBB:34.7;A:34.1;AA:13.4;BB:10.8 | 0.76 | 33.6 | 180 | 273 | 7.8 | 2 | 30 | 45 | 30 | true | true | false | false | 0.65 | 1.42 | -0.04 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | 28 | ECN2 | All2All | 10 | 100 | -207 | -145 | HYCap>limit | Hedge | High-yield share above policy cap | 216 | Tighten HY exposure bands |
C08157 | CR5686 | 2024-10-05 | Tightening | 115 | 485 | 3.8 | 1.2 | 1,487,771,887 | Tech:24.6;Materials:16.6;Utilities:23.9;Financials:19.4;Healthcare:9.4;Industrials:6.0 | US:68.0;EU:18.6;APAC:8.9;EMEA:2.9;LATAM:1.6 | BB:28.9;CCC:9.4;A:19.6;B:42.1 | 3.02 | 62.7 | 234 | 375 | 14.7 | 2.5 | 20 | 35 | 35 | true | true | true | true | 0.74 | 0.07 | 0.24 | Energy:EW | Hedge | SingleName_CDS: +56bps notional | -30 | 0 | ECN2 | RFQ | 1 | 99 | -184 | -370 | HYCap>limit | Rotate | High-yield share above policy cap | 169 | Rotate into defensive sectors |
C08158 | CR0598 | 2024-10-23 | Tightening | 106 | 405 | 4.8 | 1.9 | 1,594,076,796 | Healthcare:18.0;Energy:23.2;Industrials:12.5;Tech:13.8;Consumer:22.3;Comm:10.2 | US:65.1;EU:17.2;APAC:9.7;EMEA:5.8;LATAM:2.2 | AA:14.1;CCC:11.9;BBB:21.9;BB:23.6;A:6.6;AAA:22.0 | 1.48 | 58.3 | 121 | 198 | 17.3 | 3 | 30 | 35 | 35 | false | true | true | false | 1.88 | 1.56 | 0.34 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 8 | -12 | DealerC | Electronic | 11 | 100 | -140 | 57 | Sector>limit | Hedge | Sector concentration above limit | 198 | Reviewed by risk; hedges staggered |
C08159 | CR7993 | 2024-02-07 | Calm | 119 | 372 | 4.5 | 2.5 | 453,805,750 | Energy:36.2;Materials:31.0;RealEstate:32.7 | US:72.5;EU:5.9;APAC:6.3;EMEA:10.3;LATAM:5.0 | CCC:12.4;AA:11.9;AAA:23.3;BBB:15.2;A:11.4;BB:25.8 | 6.37 | 43.8 | 148 | 493 | 12.9 | 2.5 | 25 | 35 | 20 | true | true | true | false | 2.05 | 1.79 | -0.17 | Energy:EW | Hedge | iTraxx_MAIN: +184bps notional | -23 | 42 | ECN2 | RFQ | 6 | 98 | 8 | 49 | Sector>limit | Reduce | Sector concentration above limit | 96 | Tighten HY exposure bands |
C08160 | CR3589 | 2024-03-03 | Calm | 83 | 362 | 4.1 | 2.6 | 1,468,315,494 | Healthcare:23.2;RealEstate:19.5;Materials:57.3 | US:57.8;EU:10.1;APAC:13.3;EMEA:11.0;LATAM:7.7 | BBB:21.0;CCC:13.6;BB:39.9;B:25.6 | 7.11 | 42.8 | 151 | 327 | 16.8 | 2.5 | 20 | 35 | 25 | true | true | true | false | 1.04 | 0.46 | 0.16 | Utilities:EW | Hedge | CDX_IG: +113bps notional | -38 | 24 | DealerA | Electronic | 3 | 87 | 398 | -47 | Sector>limit | Hedge | Sector concentration above limit | 215 | Escalate watchlist names |
C08161 | CR1064 | 2025-03-03 | Recovery | 167 | 511 | 4.7 | 0.5 | 2,511,141,208 | Materials:20.9;Tech:11.4;RealEstate:22.3;Energy:16.2;Financials:15.0;Comm:14.3 | US:65.8;EU:14.5;APAC:14.9;EMEA:4.6;LATAM:0.0 | AAA:25.6;AA:15.4;BB:13.8;B:18.0;A:27.2 | 3.61 | 40 | 211 | 155 | 3.1 | 3 | 25 | 45 | 25 | false | true | true | true | 0.89 | -0.23 | 0.02 | Industrials:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -18 | DealerC | DealerAxed | 6 | 93 | 187 | -104 | VAR>budget | Reduce | Portfolio VAR above budget | 138 | Escalate watchlist names |
C08162 | CR2953 | 2025-03-21 | Calm | 96 | 365 | 3.9 | 1.6 | 2,722,357,027 | Financials:38.9;RealEstate:27.6;Healthcare:33.6 | US:73.7;EU:6.3;APAC:7.7;EMEA:7.0;LATAM:5.4 | A:6.8;CCC:17.4;BBB:20.2;AAA:22.7;BB:32.8 | 0.67 | 45.9 | 124 | 518 | 8.7 | 2.5 | 25 | 55 | 30 | true | true | true | false | -0.37 | 1.24 | -0.22 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 39 | ECN2 | All2All | 12 | 97 | 188 | -52 | Sector>limit | Hedge | Sector concentration above limit | 189 | Reviewed by risk; hedges staggered |
C08163 | CR8620 | 2024-05-22 | Stress | 240 | 633 | 6.5 | 0.5 | 526,933,128 | Energy:24.0;Comm:33.3;RealEstate:14.8;Industrials:13.9;Consumer:13.9 | US:61.0;EU:16.2;APAC:12.3;EMEA:8.1;LATAM:2.4 | AA:22.5;BBB:11.8;B:13.0;A:17.2;BB:35.6 | 2.82 | 34.8 | 311 | 295 | 17.5 | 2 | 25 | 55 | 30 | true | true | true | true | 1.52 | 1.44 | 0.14 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -15 | ECN2 | RFQ | 4 | 87 | 290 | -361 | HYCap>limit | Hedge | High-yield share above policy cap | 196 | Rotate into defensive sectors |
C08164 | CR7827 | 2024-04-11 | Stress | 177 | 745 | 6.8 | 0.2 | 678,911,142 | Healthcare:35.0;Materials:31.5;Financials:16.2;Consumer:17.3 | US:60.7;EU:17.0;APAC:10.0;EMEA:10.9;LATAM:1.4 | AA:33.9;A:38.1;BBB:14.5;CCC:13.5 | 5.19 | 21.6 | 366 | 602 | 12 | 2.5 | 20 | 45 | 25 | true | true | false | true | -0.41 | 1.29 | -0.13 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 23 | DealerB | All2All | 11 | 92 | 272 | -221 | HYCap>limit | Reduce | High-yield share above policy cap | 90 | Reviewed by risk; hedges staggered |
C08165 | CR6548 | 2024-08-23 | Stress | 144 | 684 | 6.9 | -0.8 | 327,995,957 | Tech:23.7;Financials:37.8;Comm:22.8;Consumer:15.7 | US:69.9;EU:11.1;APAC:10.3;EMEA:5.6;LATAM:3.1 | AAA:9.5;CCC:13.6;B:31.8;AA:9.0;BBB:26.6;BB:9.5 | 6.45 | 53.3 | 359 | 367 | 22 | 2 | 30 | 55 | 20 | true | true | true | true | 2.24 | 1.77 | 0.4 | Materials:EW | Hedge | SingleName_CDS: +116bps notional | -17 | 42 | DealerC | Electronic | 2 | 96 | -131 | -351 | HYCap>limit | Reduce | High-yield share above policy cap | 258 | Tighten HY exposure bands |
C08166 | CR6125 | 2025-01-21 | Stress | 154 | 566 | 7.5 | -0.5 | 1,414,939,663 | Comm:28.8;Energy:12.6;Financials:11.9;RealEstate:21.5;Materials:25.2 | US:68.3;EU:10.1;APAC:6.2;EMEA:7.8;LATAM:7.7 | AAA:17.4;B:29.3;BB:40.8;A:12.5 | 1.5 | 63.5 | 266 | 626 | 15.8 | 4 | 30 | 45 | 20 | false | true | true | true | 2.3 | 1.02 | 0.35 | null | Hedge | SingleName_CDS: +96bps notional | -4 | 40 | DealerC | DealerAxed | 2 | 95 | -112 | 97 | VAR>budget | Hedge | Portfolio VAR above budget | 120 | Tighten HY exposure bands |
C08167 | CR7774 | 2025-08-21 | Recovery | 126 | 625 | 5.3 | 1.9 | 1,987,361,857 | Healthcare:27.9;Financials:49.5;Comm:22.7 | US:58.5;EU:17.9;APAC:13.1;EMEA:4.1;LATAM:6.4 | AAA:18.6;B:21.2;BB:20.1;CCC:21.0;A:19.2 | 1.2 | 24 | 152 | 470 | 2.6 | 4 | 30 | 35 | 35 | true | true | true | false | 1.41 | 0.35 | -0.11 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | -3 | DealerB | Electronic | 11 | 92 | 300 | -134 | Sector>limit | Hedge | Sector concentration above limit | 229 | Escalate watchlist names |
C08168 | CR7947 | 2024-08-19 | Calm | 65 | 366 | 4.1 | 2.8 | 637,590,827 | Financials:30.6;Tech:7.3;RealEstate:28.1;Healthcare:34.0 | US:59.0;EU:12.0;APAC:10.9;EMEA:11.9;LATAM:6.2 | BB:16.6;BBB:17.0;A:35.7;AA:18.1;B:12.7 | 5.01 | 60.4 | 258 | 480 | 9.7 | 4 | 30 | 55 | 20 | true | true | true | true | 2.22 | 1.6 | 0.22 | Industrials:EW | Hedge | iTraxx_MAIN: +70bps notional | 12 | 33 | ECN1 | RFQ | 11 | 87 | 217 | -213 | HYCap>limit | Hedge | High-yield share above policy cap | 154 | Reviewed by risk; hedges staggered |
C08169 | CR2798 | 2024-09-19 | Stress | 212 | 677 | 5.6 | 0.1 | 367,564,729 | Materials:47.6;Financials:41.4;Industrials:11.0 | US:69.5;EU:10.3;APAC:13.5;EMEA:5.2;LATAM:1.5 | AA:34.6;CCC:7.5;A:10.1;BB:21.6;BBB:13.3;AAA:12.9 | 4.76 | 60.8 | 264 | 530 | 13.3 | 4 | 25 | 35 | 25 | true | true | true | true | 2.37 | -0.09 | 0.36 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | -12 | ECN1 | All2All | 7 | 97 | 237 | -227 | VAR>budget | Hedge | Portfolio VAR above budget | 195 | Escalate watchlist names |
C08170 | CR8638 | 2024-12-24 | Recovery | 113 | 430 | 5.9 | 1.2 | 278,340,167 | Healthcare:19.6;Tech:32.8;Consumer:18.0;Materials:19.5;Financials:10.1 | US:70.2;EU:7.7;APAC:16.0;EMEA:5.8;LATAM:0.2 | B:13.2;BBB:29.0;A:16.7;CCC:23.4;BB:17.7 | 1.36 | 58.8 | 215 | 500 | 16.5 | 3 | 35 | 45 | 25 | false | true | true | true | 1.65 | 1.32 | -0.36 | Materials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | -21 | DealerC | Electronic | 0 | 96 | -124 | -81 | HYCap>limit | Hedge | High-yield share above policy cap | 129 | Escalate watchlist names |
C08171 | CR8817 | 2024-07-12 | Tightening | 119 | 435 | 4 | 1.8 | 322,028,843 | Materials:31.0;Consumer:17.6;Financials:51.4 | US:69.2;EU:9.8;APAC:9.3;EMEA:5.1;LATAM:6.6 | BBB:15.6;CCC:27.4;A:36.8;AAA:20.2 | 4.77 | 25.4 | 239 | 400 | 6.8 | 3 | 20 | 35 | 35 | true | true | false | true | 1.48 | 0.13 | 0.4 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 19 | ECN2 | RFQ | 3 | 91 | 306 | -104 | HYCap>limit | Reduce | High-yield share above policy cap | 150 | Rotate into defensive sectors |
C08172 | CR7438 | 2025-05-17 | Recovery | 120 | 607 | 5.5 | 1.6 | 170,358,539 | Comm:37.0;Consumer:11.4;RealEstate:24.4;Utilities:27.2 | US:64.5;EU:11.9;APAC:8.7;EMEA:9.5;LATAM:5.4 | BBB:13.8;A:29.5;AAA:36.7;AA:20.0 | 1.95 | 51.4 | 192 | 339 | 2.2 | 2 | 25 | 45 | 35 | true | true | false | false | 1.12 | 0.84 | 0.32 | Materials:EW;Financials:EW | Hedge | Options_Payer: +144bps notional | -35 | 35 | DealerC | DealerAxed | 1 | 88 | 196 | -50 | VAR>budget | Rotate | Portfolio VAR above budget | 133 | Defer adds pending macro print |
C08173 | CR5374 | 2025-08-01 | Calm | 83 | 401 | 4.3 | 2 | 712,388,811 | Energy:16.3;RealEstate:10.2;Comm:35.0;Utilities:24.4;Tech:14.1 | US:60.9;EU:17.4;APAC:9.3;EMEA:5.4;LATAM:7.0 | AAA:18.2;CCC:10.4;A:19.2;BB:11.6;BBB:32.1;B:8.5 | 6.34 | 53.7 | 119 | 277 | 4.8 | 4 | 25 | 55 | 25 | true | true | true | false | 1.56 | -0.19 | 0.13 | Utilities:EW;Comm:EW | Hedge | iTraxx_XOVER: +130bps notional | -50 | 32 | DealerB | RFQ | 9 | 94 | -152 | -106 | HYCap>limit | PauseAdds | High-yield share above policy cap | 229 | Reviewed by risk; hedges staggered |
C08174 | CR5693 | 2024-02-20 | Calm | 79 | 314 | 3.4 | 1.7 | 818,440,024 | RealEstate:35.4;Tech:10.1;Comm:24.1;Industrials:8.6;Materials:8.6;Healthcare:13.2 | US:62.1;EU:14.2;APAC:10.1;EMEA:7.2;LATAM:6.4 | AA:7.1;A:14.4;BBB:17.4;B:28.2;CCC:18.4;BB:14.5 | 3.25 | 28.2 | 186 | 249 | 7.5 | 3.5 | 25 | 45 | 25 | true | true | true | false | -0.45 | 0.38 | -0.3 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | -18 | DealerA | Electronic | 10 | 90 | 158 | 68 | Sector>limit | Reduce | Sector concentration above limit | 243 | Reviewed by risk; hedges staggered |
C08175 | CR3189 | 2025-07-07 | Recovery | 114 | 615 | 5.9 | 0.2 | 992,080,729 | Consumer:30.1;RealEstate:20.0;Energy:25.1;Financials:24.8 | US:63.1;EU:9.8;APAC:9.1;EMEA:9.2;LATAM:8.8 | AA:20.5;AAA:18.0;A:20.3;BBB:15.7;BB:12.5;CCC:13.1 | 2.02 | 28.6 | 92 | 284 | 7.7 | 2 | 30 | 45 | 30 | true | true | false | false | 0.28 | 0.55 | 0.04 | null | Hedge | Treasury_Futures: +99bps notional | 9 | -5 | DealerC | DealerAxed | 8 | 96 | -32 | 37 | Region>limit | Hedge | Regional concentration above limit | 176 | Escalate watchlist names |
C08176 | CR3759 | 2024-11-09 | Stress | 163 | 735 | 5.1 | -1.2 | 1,989,293,159 | Energy:30.6;Consumer:25.3;Financials:14.0;Industrials:11.6;Comm:18.4 | US:53.6;EU:18.9;APAC:9.3;EMEA:12.4;LATAM:5.7 | BB:15.1;CCC:23.3;BBB:23.0;B:21.0;A:17.5 | 2.51 | 28.6 | 361 | 432 | 19.3 | 2 | 30 | 35 | 20 | true | true | true | true | 0.47 | 0.42 | -0.2 | Healthcare:EW | Hedge | SingleName_CDS: +128bps notional | 18 | -4 | DealerB | Electronic | 7 | 98 | 257 | -439 | Region>limit | Reduce | Regional concentration above limit | 218 | Reviewed by risk; hedges staggered |
C08177 | CR3905 | 2024-05-27 | Recovery | 168 | 554 | 5.8 | -0.2 | 596,350,515 | RealEstate:23.9;Tech:24.7;Healthcare:19.4;Consumer:32.1 | US:66.6;EU:11.7;APAC:7.5;EMEA:7.4;LATAM:6.7 | BB:40.0;CCC:15.6;AAA:25.6;BBB:18.9 | 6.35 | 41.8 | 103 | 378 | 6.5 | 2.5 | 25 | 35 | 25 | true | true | true | false | 0.77 | 0.4 | 0.28 | null | Hedge | SingleName_CDS: +149bps notional | 8 | 22 | DealerA | DealerAxed | 0 | 97 | -121 | 21 | Sector>limit | Reduce | Sector concentration above limit | 196 | Reviewed by risk; hedges staggered |
C08178 | CR7516 | 2024-11-21 | Stress | 170 | 682 | 7.5 | -1.2 | 2,489,302,311 | Tech:17.5;Industrials:19.3;Healthcare:13.2;Consumer:17.6;Utilities:12.8;Energy:19.6 | US:64.9;EU:6.7;APAC:9.0;EMEA:11.9;LATAM:7.6 | AA:12.1;CCC:10.1;B:30.7;BB:17.8;A:16.9;BBB:12.5 | 3.62 | 26.6 | 296 | 541 | 15.6 | 2.5 | 20 | 45 | 20 | false | true | true | true | 1.12 | 1.62 | 0.16 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 1 | ECN1 | All2All | 9 | 86 | 169 | -252 | HYCap>limit | Rotate | High-yield share above policy cap | 111 | Rotate into defensive sectors |
C08179 | CR0830 | 2024-11-21 | Stress | 225 | 780 | 7.2 | 0.1 | 2,888,683,700 | Utilities:29.5;Tech:45.4;Healthcare:25.0 | US:66.7;EU:16.0;APAC:8.8;EMEA:4.1;LATAM:4.3 | A:22.7;B:15.3;AAA:32.1;AA:30.0 | 3.86 | 32.2 | 322 | 326 | 15 | 2 | 20 | 35 | 25 | true | true | false | true | 1.66 | -0.14 | 0.39 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 30 | ECN1 | RFQ | 8 | 85 | 322 | 161 | Sector>limit | Hedge | Sector concentration above limit | 95 | Escalate watchlist names |
C08180 | CR9385 | 2024-11-22 | Recovery | 134 | 557 | 4.8 | 1.5 | 2,001,860,539 | Consumer:32.4;Financials:17.9;Energy:24.4;Materials:6.8;Comm:18.5 | US:76.5;EU:8.6;APAC:10.2;EMEA:3.7;LATAM:1.0 | AA:21.7;BB:27.8;BBB:13.6;CCC:36.9 | 4.91 | 34.3 | 171 | 239 | 4.5 | 2.5 | 25 | 35 | 30 | true | true | true | false | 1.78 | 0.29 | 0.09 | null | Hedge | iTraxx_MAIN: +195bps notional | -3 | -18 | ECN2 | Electronic | 5 | 88 | -106 | -215 | Region>limit | Hedge | Regional concentration above limit | 190 | Tighten HY exposure bands |
C08181 | CR6617 | 2025-09-22 | Recovery | 168 | 533 | 6.5 | -0.4 | 2,588,020,025 | Financials:15.0;Materials:9.8;Healthcare:23.8;Comm:30.2;Utilities:21.1 | US:70.4;EU:14.5;APAC:5.3;EMEA:6.9;LATAM:2.9 | A:16.1;AA:10.2;CCC:43.7;AAA:7.0;BB:12.1;B:10.9 | 7 | 31.7 | 242 | 283 | 12.6 | 3.5 | 25 | 35 | 20 | true | true | true | true | 2.28 | 1.22 | 0.4 | Comm:EW | Hedge | Treasury_Futures: +58bps notional | -31 | -21 | ECN1 | DealerAxed | 2 | 93 | 375 | -412 | Sector>limit | Hedge | Sector concentration above limit | 222 | Escalate watchlist names |
C08182 | CR0505 | 2024-08-30 | Calm | 67 | 286 | 3.9 | 1.7 | 100,715,973 | Comm:20.5;Consumer:19.8;RealEstate:59.8 | US:54.1;EU:19.5;APAC:15.2;EMEA:6.7;LATAM:4.6 | BBB:33.9;AA:35.6;CCC:8.7;BB:7.2;AAA:14.7 | 5.02 | 29.3 | 265 | 284 | 17.3 | 3 | 25 | 35 | 30 | true | true | false | true | 1.88 | 0.88 | 0.59 | null | Hedge | CDX_IG: +63bps notional | -23 | 14 | ECN2 | DealerAxed | 11 | 98 | 20 | -34 | HYCap>limit | Hedge | High-yield share above policy cap | 186 | Defer adds pending macro print |
C08183 | CR6654 | 2025-04-26 | Stress | 196 | 587 | 6.7 | 0.7 | 2,906,243,894 | Energy:15.1;RealEstate:6.7;Industrials:27.1;Consumer:10.5;Tech:16.9;Materials:23.7 | US:67.5;EU:10.3;APAC:12.4;EMEA:7.0;LATAM:2.8 | B:13.4;CCC:17.8;AA:16.8;AAA:22.3;BBB:29.7 | 5.31 | 64.1 | 154 | 525 | 20.7 | 2.5 | 30 | 45 | 20 | false | true | true | false | 0.64 | -0.22 | -0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 39 | ECN2 | Electronic | 0 | 97 | 35 | 59 | VAR>budget | Hedge | Portfolio VAR above budget | 240 | Rotate into defensive sectors |
C08184 | CR3992 | 2025-03-26 | Recovery | 172 | 457 | 6.1 | 2 | 1,149,555,703 | Energy:14.5;Healthcare:24.2;Consumer:22.7;Financials:24.4;Utilities:14.3 | US:62.8;EU:18.0;APAC:9.1;EMEA:6.8;LATAM:3.4 | CCC:10.2;BB:18.2;AAA:17.8;A:31.6;B:22.1 | 5.13 | 37.3 | 201 | 520 | 15.7 | 2.5 | 35 | 55 | 35 | false | true | true | true | 0.31 | 0.14 | -0.12 | Tech:EW | Hedge | iTraxx_XOVER: +65bps notional | -33 | 36 | ECN2 | Electronic | 0 | 92 | -175 | -83 | HYCap>limit | Hedge | High-yield share above policy cap | 107 | Reviewed by risk; hedges staggered |
C08185 | CR4001 | 2024-03-03 | Stress | 221 | 692 | 8 | -0.4 | 2,647,760,166 | Utilities:8.5;Tech:22.9;Energy:17.7;RealEstate:21.4;Financials:11.0;Materials:18.6 | US:75.1;EU:6.9;APAC:13.1;EMEA:3.1;LATAM:1.8 | BBB:16.9;B:16.9;CCC:14.1;AAA:11.4;BB:26.2;AA:14.4 | 1.71 | 51.1 | 237 | 472 | 14.4 | 2.5 | 35 | 45 | 30 | false | true | true | true | 0.67 | 0.13 | -0.26 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | -23 | DealerB | RFQ | 7 | 97 | 299 | -288 | Sector>limit | Hedge | Sector concentration above limit | 179 | Reviewed by risk; hedges staggered |
C08186 | CR4577 | 2024-06-04 | Tightening | 119 | 448 | 3.8 | 1.1 | 1,028,719,045 | Comm:23.1;Materials:22.0;Energy:23.8;Industrials:31.1 | US:61.1;EU:18.4;APAC:10.3;EMEA:4.1;LATAM:6.1 | BB:12.9;AA:26.3;AAA:16.3;BBB:13.7;B:15.6;CCC:15.1 | 1.21 | 50.1 | 225 | 466 | 16.6 | 3 | 25 | 35 | 35 | true | true | true | true | -0.39 | 0.34 | 0.12 | Tech:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -18 | ECN1 | Electronic | 10 | 88 | 229 | -97 | HYCap>limit | Reduce | High-yield share above policy cap | 187 | Rotate into defensive sectors |
C08187 | CR9052 | 2025-11-23 | Recovery | 114 | 515 | 5.6 | 0.1 | 2,108,461,107 | Healthcare:10.0;Consumer:12.9;Energy:21.3;Materials:19.5;Financials:36.3 | US:68.0;EU:10.2;APAC:8.7;EMEA:10.5;LATAM:2.6 | AAA:24.1;A:27.9;B:16.7;AA:17.0;BBB:14.3 | 5.51 | 29.8 | 103 | 178 | 8.7 | 3 | 35 | 45 | 30 | true | true | false | false | 0.57 | 1.56 | 0.22 | Utilities:EW | Hedge | Options_Payer: +141bps notional | -2 | -6 | DealerB | Electronic | 10 | 99 | 3 | 84 | HYCap>limit | Reduce | High-yield share above policy cap | 183 | Defer adds pending macro print |
C08188 | CR4250 | 2024-07-08 | Recovery | 141 | 470 | 4.7 | 0 | 2,644,648,179 | Financials:32.2;Comm:36.1;Materials:31.7 | US:63.4;EU:15.0;APAC:12.2;EMEA:8.3;LATAM:1.2 | A:28.7;BBB:14.9;AA:27.9;B:9.0;AAA:11.2;BB:8.3 | 5.05 | 60.7 | 143 | 193 | 13.3 | 2 | 35 | 55 | 35 | true | true | false | false | 0.12 | 1.44 | -0.35 | Materials:EW;Financials:EW | Hedge | CDX_IG: +104bps notional | -23 | 27 | DealerC | Electronic | 4 | 100 | 245 | -121 | HYCap>limit | Reduce | High-yield share above policy cap | 255 | Tighten HY exposure bands |
C08189 | CR1381 | 2024-03-10 | Calm | 85 | 313 | 3.9 | 2.1 | 123,252,840 | Tech:18.5;Comm:9.4;RealEstate:23.6;Financials:15.7;Materials:10.5;Utilities:22.2 | US:67.7;EU:4.7;APAC:11.5;EMEA:10.5;LATAM:5.6 | B:24.0;BB:22.3;BBB:14.2;CCC:22.7;AAA:16.9 | 2.57 | 42.9 | 249 | 490 | 7.8 | 4 | 35 | 45 | 35 | false | true | true | true | 1.33 | 1.05 | 0.06 | Comm:EW | Hedge | Options_Payer: +111bps notional | -60 | -2 | ECN1 | DealerAxed | 6 | 96 | 377 | -441 | Region>limit | Hedge | Regional concentration above limit | 226 | Tighten HY exposure bands |
C08190 | CR6627 | 2025-09-07 | Calm | 73 | 401 | 4 | 2.2 | 1,893,052,326 | Comm:24.3;RealEstate:25.0;Tech:14.9;Industrials:17.8;Utilities:18.1 | US:67.2;EU:12.4;APAC:8.6;EMEA:6.4;LATAM:5.5 | AA:41.4;BBB:25.1;BB:15.0;B:18.4 | 7.41 | 31.7 | 271 | 401 | 10.9 | 3.5 | 20 | 45 | 30 | true | true | true | true | 1.59 | 0.43 | -0.24 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 3 | ECN1 | DealerAxed | 11 | 92 | 338 | 46 | Sector>limit | Hedge | Sector concentration above limit | 187 | Escalate watchlist names |
C08191 | CR0907 | 2024-03-02 | Recovery | 103 | 487 | 5.5 | 0.5 | 777,808,145 | Comm:13.0;Healthcare:20.2;Materials:31.9;Tech:34.8 | US:56.1;EU:13.3;APAC:13.0;EMEA:11.0;LATAM:6.5 | A:9.3;AA:20.9;AAA:22.6;B:47.3 | 0.81 | 36.6 | 183 | 275 | 12.1 | 4 | 35 | 35 | 30 | false | true | true | false | 0.23 | 1.47 | -0.07 | Utilities:EW | Hedge | Options_Payer: +180bps notional | 20 | -22 | ECN1 | RFQ | 9 | 94 | 98 | -384 | HYCap>limit | Reduce | High-yield share above policy cap | 102 | Escalate watchlist names |
C08192 | CR8630 | 2024-02-19 | Recovery | 161 | 615 | 6.4 | 1.7 | 1,121,445,942 | Utilities:23.1;RealEstate:5.7;Comm:24.0;Materials:27.4;Financials:10.1;Consumer:9.8 | US:55.1;EU:18.3;APAC:12.9;EMEA:6.3;LATAM:7.4 | AA:38.6;BB:8.5;A:28.0;AAA:25.0 | 1.27 | 36.8 | 196 | 411 | 16.7 | 3 | 35 | 35 | 35 | false | true | false | false | 1.25 | 1.25 | 0.15 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | -14 | ECN2 | RFQ | 10 | 85 | 129 | 43 | HYCap>limit | Hedge | High-yield share above policy cap | 104 | Reviewed by risk; hedges staggered |
C08193 | CR0855 | 2025-02-10 | Calm | 94 | 368 | 4.5 | 2 | 2,670,792,639 | Consumer:47.7;Materials:26.9;Utilities:25.4 | US:70.7;EU:8.3;APAC:6.6;EMEA:10.3;LATAM:4.1 | AA:15.2;B:32.4;CCC:34.3;BB:18.1 | 1.8 | 62.5 | 147 | 262 | 9.2 | 3 | 30 | 45 | 30 | true | true | true | false | 1.93 | 1.45 | -0.39 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | -12 | DealerC | All2All | 2 | 98 | -203 | 22 | HYCap>limit | Hedge | High-yield share above policy cap | 145 | Defer adds pending macro print |
C08194 | CR9572 | 2025-11-10 | Recovery | 113 | 626 | 5.1 | 1.2 | 2,528,432,588 | Utilities:41.9;Comm:26.0;Tech:21.1;Financials:11.0 | US:52.9;EU:18.0;APAC:11.1;EMEA:11.2;LATAM:6.7 | A:17.4;BBB:14.9;AA:15.8;CCC:26.0;BB:8.0;B:17.9 | 3.73 | 61.4 | 196 | 353 | 9 | 4 | 20 | 35 | 20 | true | true | true | false | 0.8 | 0.41 | -0.24 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -30 | -18 | DealerB | All2All | 5 | 88 | 170 | 118 | HYCap>limit | PauseAdds | High-yield share above policy cap | 153 | Rotate into defensive sectors |
C08195 | CR7402 | 2024-05-03 | Recovery | 130 | 529 | 5.8 | 0.4 | 2,142,190,602 | Tech:12.7;Healthcare:24.3;Consumer:15.3;Comm:23.4;Industrials:24.2 | US:70.6;EU:13.9;APAC:8.6;EMEA:4.8;LATAM:2.2 | AA:32.9;CCC:12.7;BBB:13.5;A:40.9 | 2.59 | 20.8 | 153 | 413 | 17.2 | 4 | 35 | 55 | 20 | false | true | false | false | 1.51 | 1.26 | -0.24 | Materials:EW | Hedge | CDX_HY: +171bps notional | 12 | -17 | DealerA | All2All | 12 | 97 | -33 | -145 | HYCap>limit | Reduce | High-yield share above policy cap | 185 | Defer adds pending macro print |
C08196 | CR2782 | 2025-08-05 | Stress | 152 | 569 | 7.5 | -1.8 | 2,207,476,789 | Energy:12.0;Healthcare:38.0;RealEstate:49.9 | US:75.2;EU:8.0;APAC:8.9;EMEA:5.5;LATAM:2.5 | AA:20.3;B:13.1;AAA:11.8;A:25.0;CCC:17.4;BBB:12.4 | 6.06 | 54.7 | 204 | 474 | 8.5 | 2 | 20 | 55 | 35 | true | true | false | true | 0.34 | -0.23 | 0.44 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -20 | 27 | DealerC | Electronic | 5 | 88 | 368 | 145 | Sector>limit | Hedge | Sector concentration above limit | 147 | Defer adds pending macro print |
C08197 | CR8702 | 2025-06-18 | Calm | 81 | 376 | 4.2 | 2.5 | 911,591,035 | Utilities:19.4;Materials:10.6;Comm:13.0;Consumer:19.1;Industrials:18.2;Energy:19.6 | US:69.9;EU:10.7;APAC:6.4;EMEA:6.1;LATAM:7.0 | AAA:22.1;AA:31.0;BB:7.6;A:39.4 | 0.84 | 26.9 | 236 | 219 | 16.5 | 3.5 | 30 | 45 | 25 | false | true | false | true | 2.43 | 1.21 | -0.17 | Energy:EW | Hedge | iTraxx_MAIN: +74bps notional | -48 | -6 | DealerA | All2All | 0 | 92 | 112 | -390 | Sector>limit | Rotate | Sector concentration above limit | 219 | Defer adds pending macro print |
C08198 | CR8741 | 2025-05-06 | Calm | 81 | 303 | 3.5 | 2.5 | 1,070,954,102 | Energy:40.2;Comm:35.2;Industrials:12.6;RealEstate:12.0 | US:62.4;EU:15.0;APAC:11.4;EMEA:6.3;LATAM:4.9 | CCC:10.7;A:20.6;AAA:9.8;AA:27.7;B:20.2;BBB:11.0 | 4.76 | 60.2 | 82 | 443 | 14.5 | 3 | 35 | 35 | 30 | true | true | true | false | 0.3 | 1.26 | 0.48 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | -5 | DealerB | All2All | 3 | 92 | -111 | 73 | VAR>budget | Hedge | Portfolio VAR above budget | 113 | Tighten HY exposure bands |
C08199 | CR7758 | 2025-09-09 | Recovery | 179 | 642 | 5.7 | 0.4 | 2,075,861,281 | Tech:24.9;Utilities:9.9;Consumer:17.1;Materials:26.3;Comm:10.1;RealEstate:11.7 | US:69.9;EU:15.6;APAC:7.6;EMEA:4.8;LATAM:2.0 | BB:27.3;AAA:14.7;BBB:27.1;CCC:30.9 | 4.5 | 36.3 | 125 | 252 | 8 | 3.5 | 25 | 45 | 20 | true | true | true | false | 1.57 | 1.52 | 0.27 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | 21 | ECN2 | RFQ | 10 | 95 | -89 | 178 | HYCap>limit | Hedge | High-yield share above policy cap | 114 | Defer adds pending macro print |
C08200 | CR1815 | 2025-10-08 | Recovery | 115 | 433 | 5 | 0.6 | 1,026,274,269 | RealEstate:30.1;Industrials:37.0;Materials:32.9 | US:66.8;EU:10.7;APAC:7.8;EMEA:8.8;LATAM:5.8 | BB:19.7;BBB:30.2;B:23.5;A:26.7 | 4.08 | 56 | 145 | 267 | 6.2 | 4 | 30 | 45 | 20 | true | true | true | false | 0.61 | 0.19 | -0.18 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 4 | ECN2 | All2All | 10 | 93 | 267 | -345 | Sector>limit | Hedge | Sector concentration above limit | 166 | Tighten HY exposure bands |
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