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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08201 | CR4765 | 2024-03-11 | Calm | 84 | 373 | 4.4 | 1.6 | 1,838,072,304 | RealEstate:9.8;Industrials:21.7;Consumer:23.4;Healthcare:8.8;Comm:24.6;Tech:11.7 | US:62.8;EU:10.1;APAC:15.0;EMEA:7.0;LATAM:5.1 | BB:14.9;A:9.2;BBB:7.9;B:23.0;AA:17.7;CCC:27.4 | 4.99 | 35.8 | 274 | 186 | 11.6 | 2 | 25 | 55 | 20 | false | true | true | true | 2.04 | 0.48 | 0.38 | Utilities:EW;Energy:EW | Hedge | CDX_IG: +147bps notional | -21 | 9 | ECN2 | DealerAxed | 0 | 86 | 383 | 185 | Region>limit | Reduce | Regional concentration above limit | 205 | Defer adds pending macro print |
C08202 | CR5099 | 2024-11-30 | Recovery | 175 | 449 | 5.3 | 1.2 | 2,471,728,535 | Industrials:12.0;Healthcare:17.3;Energy:28.4;Consumer:42.3 | US:76.1;EU:6.1;APAC:5.5;EMEA:9.1;LATAM:3.2 | CCC:29.5;B:17.6;BB:34.5;BBB:18.4 | 1.85 | 56.5 | 104 | 503 | 6.3 | 3 | 35 | 35 | 25 | true | true | true | false | 0.24 | 1.49 | -0.01 | Materials:EW | Hedge | Treasury_Futures: +95bps notional | -29 | 9 | DealerB | All2All | 5 | 88 | 84 | -155 | Sector>limit | Hedge | Sector concentration above limit | 132 | Escalate watchlist names |
C08203 | CR3148 | 2024-05-29 | Stress | 190 | 721 | 6.7 | -1.7 | 424,649,936 | Materials:12.2;Healthcare:22.0;Energy:24.9;Consumer:11.0;Industrials:11.2;Tech:18.7 | US:68.2;EU:13.7;APAC:11.4;EMEA:5.2;LATAM:1.5 | B:18.5;A:13.7;AAA:12.8;CCC:29.7;BB:25.3 | 4.09 | 29.5 | 151 | 397 | 11.9 | 4 | 35 | 35 | 20 | false | true | true | false | 2.01 | 1.41 | -0.03 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | 18 | DealerC | DealerAxed | 10 | 98 | 223 | -338 | HYCap>limit | Hedge | High-yield share above policy cap | 177 | Defer adds pending macro print |
C08204 | CR8317 | 2024-05-22 | Tightening | 93 | 520 | 4.4 | 1.4 | 653,072,212 | Tech:23.5;Utilities:13.9;Industrials:19.5;Healthcare:16.5;Consumer:17.5;Comm:9.2 | US:61.2;EU:10.4;APAC:13.9;EMEA:8.9;LATAM:5.5 | A:32.1;BBB:26.4;B:12.9;AA:28.6 | 1.86 | 62.4 | 193 | 168 | 2.8 | 3.5 | 25 | 55 | 20 | false | true | false | false | 1.23 | 1.52 | 0.06 | null | Hedge | Treasury_Futures: +178bps notional | -35 | 36 | ECN2 | All2All | 0 | 85 | 100 | -464 | VAR>budget | Reduce | Portfolio VAR above budget | 238 | Reviewed by risk; hedges staggered |
C08205 | CR7774 | 2024-01-15 | Calm | 110 | 287 | 3.7 | 2.3 | 2,570,667,821 | Comm:29.6;RealEstate:33.2;Utilities:37.2 | US:74.4;EU:8.0;APAC:11.0;EMEA:4.7;LATAM:1.9 | AA:28.6;AAA:17.8;BBB:41.9;BB:11.7 | 7.02 | 64 | 158 | 193 | 14.5 | 2.5 | 20 | 55 | 25 | true | true | false | false | 0.35 | 1.71 | -0.06 | null | Hedge | Treasury_Futures: +63bps notional | -54 | 23 | DealerB | DealerAxed | 2 | 91 | -15 | -357 | Sector>limit | Hedge | Sector concentration above limit | 108 | Escalate watchlist names |
C08206 | CR1050 | 2024-09-18 | Tightening | 130 | 462 | 4 | 1.7 | 187,784,989 | Consumer:14.1;Financials:13.4;Materials:20.2;Tech:20.1;Industrials:11.6;Energy:20.6 | US:70.5;EU:5.7;APAC:10.8;EMEA:7.0;LATAM:6.1 | B:21.3;CCC:32.0;BB:15.0;A:17.9;BBB:13.7 | 4.78 | 42.3 | 234 | 165 | 2.8 | 2.5 | 30 | 55 | 35 | false | true | true | true | 1.56 | 0.54 | 0.22 | null | Hedge | SingleName_CDS: +186bps notional | -15 | 0 | DealerB | All2All | 2 | 89 | 166 | -304 | HYCap>limit | Hedge | High-yield share above policy cap | 113 | Tighten HY exposure bands |
C08207 | CR7299 | 2025-08-20 | Stress | 224 | 804 | 5.3 | -1.7 | 1,534,959,797 | Materials:23.0;Energy:14.2;Financials:12.4;Tech:7.8;RealEstate:23.4;Utilities:19.2 | US:70.1;EU:8.4;APAC:7.0;EMEA:5.6;LATAM:8.8 | AAA:31.0;BB:21.4;A:16.0;B:31.6 | 2.9 | 33.2 | 194 | 460 | 14.8 | 2.5 | 25 | 35 | 35 | false | true | true | false | 2.41 | -0.01 | 0.26 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | -9 | DealerA | Electronic | 12 | 86 | -170 | -7 | Region>limit | PauseAdds | Regional concentration above limit | 146 | Tighten HY exposure bands |
C08208 | CR9852 | 2025-12-19 | Calm | 117 | 347 | 4 | 1.5 | 717,452,982 | Consumer:18.3;Industrials:11.0;Healthcare:25.2;Energy:28.7;Comm:16.7 | US:66.8;EU:11.2;APAC:8.9;EMEA:8.3;LATAM:4.9 | AA:12.8;BBB:28.4;AAA:36.7;BB:8.4;B:13.6 | 1.45 | 30.7 | 119 | 409 | 5.3 | 3.5 | 25 | 35 | 35 | true | true | false | false | 1.14 | 1.24 | 0.38 | Financials:EW;Comm:EW | Hedge | iTraxx_MAIN: +139bps notional | -27 | 27 | ECN2 | RFQ | 1 | 97 | 323 | -284 | HYCap>limit | Hedge | High-yield share above policy cap | 142 | Tighten HY exposure bands |
C08209 | CR5353 | 2024-08-09 | Tightening | 125 | 416 | 4.6 | 1.5 | 634,847,601 | Industrials:15.4;Energy:22.0;Materials:18.7;Financials:23.7;Tech:20.2 | US:59.6;EU:17.6;APAC:10.7;EMEA:7.7;LATAM:4.4 | B:32.8;AAA:15.8;A:13.1;AA:10.5;BBB:27.8 | 2.4 | 63.6 | 80 | 151 | 17 | 3.5 | 30 | 35 | 30 | false | true | true | false | 1.97 | -0.08 | 0.05 | Comm:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | -1 | ECN1 | RFQ | 11 | 99 | 358 | 81 | Sector>limit | Reduce | Sector concentration above limit | 179 | Reviewed by risk; hedges staggered |
C08210 | CR0984 | 2025-10-03 | Recovery | 166 | 430 | 5.8 | -0.2 | 943,294,178 | Materials:28.7;Tech:21.8;Industrials:21.3;Financials:16.9;RealEstate:11.3 | US:61.9;EU:13.8;APAC:7.2;EMEA:10.5;LATAM:6.5 | B:11.0;CCC:8.2;AAA:38.4;A:11.2;BB:11.6;AA:19.6 | 1.42 | 37.2 | 187 | 517 | 2.8 | 3.5 | 35 | 35 | 20 | false | true | true | false | 1.25 | 1.66 | 0.44 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | 18 | DealerB | DealerAxed | 6 | 89 | 114 | -4 | HYCap>limit | Reduce | High-yield share above policy cap | 121 | Tighten HY exposure bands |
C08211 | CR8439 | 2024-08-30 | Calm | 102 | 281 | 4.3 | 2.4 | 1,724,401,780 | Energy:37.7;RealEstate:11.3;Consumer:39.6;Financials:11.4 | US:76.9;EU:6.9;APAC:8.9;EMEA:4.0;LATAM:3.5 | CCC:9.7;BBB:17.6;AA:18.6;A:23.4;AAA:24.3;BB:6.4 | 0.69 | 22.6 | 244 | 146 | 5.9 | 3.5 | 35 | 55 | 20 | true | true | false | true | 0.64 | 0.1 | 0.33 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 6 | ECN1 | DealerAxed | 1 | 91 | -5 | 64 | VAR>budget | Hedge | Portfolio VAR above budget | 235 | Defer adds pending macro print |
C08212 | CR9147 | 2025-10-23 | Tightening | 143 | 454 | 4.4 | 0.7 | 760,691,973 | Utilities:18.8;Materials:37.8;Financials:19.3;RealEstate:24.2 | US:71.6;EU:7.4;APAC:12.4;EMEA:3.1;LATAM:5.5 | AAA:30.3;B:9.7;BBB:18.0;A:13.5;CCC:10.7;AA:17.7 | 0.7 | 51.4 | 227 | 501 | 14 | 3.5 | 25 | 35 | 35 | true | true | false | true | 0.09 | 1.43 | 0.31 | Consumer:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -1 | 27 | DealerC | Electronic | 12 | 90 | 256 | -198 | VAR>budget | Hedge | Portfolio VAR above budget | 203 | Defer adds pending macro print |
C08213 | CR9165 | 2024-08-02 | Stress | 183 | 824 | 5.4 | -1.1 | 766,859,910 | Consumer:29.1;Comm:23.5;Healthcare:11.8;Energy:12.7;Tech:11.6;RealEstate:11.4 | US:65.0;EU:8.1;APAC:10.9;EMEA:9.2;LATAM:6.7 | AAA:19.7;BBB:27.3;A:33.8;B:6.4;BB:5.6;CCC:7.3 | 0.45 | 47.8 | 319 | 324 | 16.7 | 3.5 | 35 | 35 | 35 | false | true | false | true | 1.4 | 0.83 | 0.12 | Materials:EW | Hedge | Treasury_Futures: +86bps notional | -31 | -5 | DealerB | DealerAxed | 1 | 87 | 237 | -132 | Sector>limit | Hedge | Sector concentration above limit | 131 | Tighten HY exposure bands |
C08214 | CR4098 | 2024-04-28 | Recovery | 154 | 522 | 5.1 | -0.5 | 2,193,297,116 | RealEstate:19.6;Utilities:47.5;Materials:33.0 | US:59.0;EU:17.4;APAC:13.3;EMEA:10.2;LATAM:0.0 | AA:12.9;CCC:11.8;B:35.7;AAA:21.7;BB:17.9 | 1.02 | 57.5 | 86 | 143 | 7.3 | 4 | 35 | 45 | 25 | true | true | true | false | 0.69 | 0.49 | 0.53 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -47 | 35 | ECN1 | Electronic | 7 | 92 | 191 | -3 | Sector>limit | Reduce | Sector concentration above limit | 230 | Rotate into defensive sectors |
C08215 | CR7330 | 2025-11-09 | Calm | 101 | 315 | 4.3 | 2.2 | 542,097,969 | Tech:25.2;Financials:12.9;Healthcare:29.8;Consumer:14.1;Comm:18.0 | US:71.8;EU:12.6;APAC:8.6;EMEA:3.4;LATAM:3.6 | AA:12.8;A:26.0;BB:23.8;BBB:37.3 | 7.41 | 60.6 | 106 | 154 | 10.3 | 2.5 | 20 | 35 | 25 | true | true | false | false | 1.55 | -0.1 | -0.05 | Utilities:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 27 | DealerB | DealerAxed | 12 | 85 | 345 | -268 | VAR>budget | Hedge | Portfolio VAR above budget | 237 | Defer adds pending macro print |
C08216 | CR6957 | 2024-12-19 | Calm | 99 | 320 | 4.1 | 2.9 | 946,093,738 | Comm:49.2;RealEstate:24.9;Energy:25.9 | US:65.7;EU:8.0;APAC:10.5;EMEA:9.1;LATAM:6.7 | A:15.9;B:31.9;BBB:28.5;AAA:23.7 | 5.65 | 35.1 | 260 | 430 | 14.3 | 3.5 | 30 | 45 | 25 | true | true | true | true | -0.15 | 0.61 | -0.02 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 3 | DealerC | All2All | 8 | 96 | 152 | -253 | Sector>limit | Rotate | Sector concentration above limit | 185 | Escalate watchlist names |
C08217 | CR6854 | 2025-03-30 | Recovery | 115 | 482 | 6.1 | 0.6 | 2,211,134,578 | Materials:18.0;Healthcare:25.4;Utilities:22.6;Tech:34.1 | US:63.9;EU:15.1;APAC:8.8;EMEA:4.7;LATAM:7.4 | CCC:21.2;BB:24.2;AAA:18.1;AA:18.9;B:9.9;BBB:7.8 | 0.84 | 34 | 262 | 389 | 10.9 | 3.5 | 30 | 35 | 20 | true | true | true | true | 1.97 | 1.49 | 0.32 | Financials:EW;Tech:EW | Hedge | CDX_HY: +57bps notional | -58 | 19 | DealerB | All2All | 0 | 99 | 297 | -232 | HYCap>limit | Rotate | High-yield share above policy cap | 178 | Defer adds pending macro print |
C08218 | CR1924 | 2024-10-25 | Calm | 83 | 398 | 4.4 | 2.5 | 827,672,280 | Comm:34.5;Utilities:33.6;Healthcare:32.0 | US:65.9;EU:11.0;APAC:7.0;EMEA:9.2;LATAM:6.8 | B:22.2;AA:13.6;AAA:10.6;BBB:14.0;A:23.0;CCC:16.5 | 4.96 | 29.8 | 100 | 385 | 5.4 | 3 | 20 | 55 | 30 | true | true | true | false | 1.15 | 0.29 | -0.07 | Comm:EW | Hedge | iTraxx_MAIN: +161bps notional | -16 | 15 | ECN2 | DealerAxed | 6 | 87 | 180 | -232 | VAR>budget | Reduce | Portfolio VAR above budget | 94 | Rotate into defensive sectors |
C08219 | CR8969 | 2025-08-02 | Recovery | 133 | 458 | 5.4 | 0.9 | 2,739,391,815 | Consumer:19.0;Utilities:16.3;Financials:20.3;Healthcare:6.9;Tech:18.9;Comm:18.6 | US:63.1;EU:10.1;APAC:10.7;EMEA:10.3;LATAM:5.8 | AAA:31.7;AA:20.0;BB:18.2;BBB:8.4;CCC:21.7 | 5.17 | 22.9 | 113 | 402 | 12.3 | 2 | 30 | 35 | 30 | false | true | true | false | 0.22 | 0.59 | -0.36 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 8 | ECN2 | RFQ | 11 | 97 | 351 | -380 | HYCap>limit | Hedge | High-yield share above policy cap | 214 | Escalate watchlist names |
C08220 | CR7881 | 2024-12-14 | Calm | 116 | 343 | 3.8 | 1.9 | 418,836,066 | Consumer:15.2;Energy:9.1;Materials:9.2;Industrials:17.4;Utilities:38.2;Healthcare:10.8 | US:69.0;EU:11.2;APAC:8.7;EMEA:5.6;LATAM:5.5 | A:18.3;AAA:30.9;BBB:19.7;B:15.4;CCC:15.6 | 7.19 | 29.2 | 170 | 438 | 16.4 | 3.5 | 35 | 45 | 20 | true | true | true | false | 0.19 | -0.16 | 0.49 | null | Hedge | CDX_HY: +199bps notional | -51 | -10 | DealerB | Electronic | 1 | 97 | 138 | 59 | Region>limit | Reduce | Regional concentration above limit | 216 | Rotate into defensive sectors |
C08221 | CR0040 | 2025-09-13 | Calm | 89 | 401 | 3.8 | 2.6 | 1,994,314,786 | Materials:8.7;Financials:24.7;Utilities:20.2;Consumer:23.2;Healthcare:7.4;Energy:15.9 | US:63.9;EU:16.2;APAC:9.1;EMEA:6.1;LATAM:4.6 | AAA:6.4;AA:25.1;BB:12.6;CCC:10.3;BBB:23.0;A:22.7 | 3.36 | 51.9 | 223 | 203 | 2.7 | 2 | 25 | 45 | 35 | false | true | false | true | 0.1 | 0.25 | -0.08 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | 42 | DealerA | RFQ | 2 | 96 | 140 | -149 | Sector>limit | Hedge | Sector concentration above limit | 156 | Defer adds pending macro print |
C08222 | CR7225 | 2025-02-28 | Tightening | 98 | 482 | 4.2 | 0.8 | 2,834,115,950 | Energy:26.1;Consumer:19.1;Healthcare:17.2;RealEstate:8.9;Financials:28.7 | US:58.8;EU:13.7;APAC:14.7;EMEA:9.3;LATAM:3.5 | AAA:29.9;CCC:19.4;AA:17.3;A:33.4 | 6.25 | 51.5 | 85 | 199 | 6.6 | 2.5 | 20 | 45 | 20 | true | true | false | false | 1.21 | 0.09 | -0.21 | Utilities:EW | Hedge | iTraxx_MAIN: +138bps notional | -16 | -14 | ECN1 | Electronic | 1 | 86 | 39 | -406 | HYCap>limit | Hedge | High-yield share above policy cap | 181 | Rotate into defensive sectors |
C08223 | CR6686 | 2024-02-16 | Calm | 96 | 312 | 4.2 | 2.8 | 1,506,581,044 | Financials:8.1;Comm:13.0;RealEstate:17.4;Tech:22.4;Utilities:12.2;Energy:27.0 | US:55.9;EU:17.1;APAC:9.8;EMEA:10.2;LATAM:6.9 | A:43.7;AA:22.3;BB:19.2;AAA:14.8 | 5.21 | 50.8 | 264 | 486 | 12.7 | 4 | 25 | 55 | 35 | true | true | false | true | 1.14 | 1.65 | -0.33 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 10 | DealerC | DealerAxed | 9 | 90 | -51 | -386 | Sector>limit | Reduce | Sector concentration above limit | 107 | Defer adds pending macro print |
C08224 | CR2822 | 2024-01-19 | Tightening | 107 | 384 | 4.7 | 1.7 | 96,680,597 | Utilities:47.3;Healthcare:23.7;Consumer:29.0 | US:63.7;EU:9.7;APAC:11.5;EMEA:11.4;LATAM:3.6 | B:33.8;AAA:17.9;A:9.2;CCC:26.9;BB:12.2 | 1.37 | 30.2 | 278 | 197 | 3.9 | 3 | 35 | 55 | 20 | true | true | true | true | 1.96 | 1.25 | -0.2 | Healthcare:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 23 | DealerB | DealerAxed | 8 | 87 | 314 | -367 | Sector>limit | Hedge | Sector concentration above limit | 94 | Tighten HY exposure bands |
C08225 | CR6063 | 2025-06-13 | Recovery | 171 | 563 | 6.5 | 0.8 | 266,154,913 | Industrials:41.7;RealEstate:37.3;Consumer:21.0 | US:55.0;EU:19.5;APAC:9.7;EMEA:8.2;LATAM:7.5 | CCC:20.8;BBB:32.7;A:15.4;BB:12.4;B:18.8 | 6.79 | 59.9 | 200 | 229 | 10.4 | 3 | 25 | 35 | 35 | true | true | true | false | -0.07 | 0.56 | 0.42 | Utilities:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 35 | DealerA | DealerAxed | 7 | 86 | 372 | -94 | VAR>budget | Rotate | Portfolio VAR above budget | 90 | Reviewed by risk; hedges staggered |
C08226 | CR6575 | 2025-08-25 | Stress | 241 | 847 | 7.5 | -1.3 | 1,975,743,415 | Tech:21.0;Healthcare:24.6;Industrials:30.8;Consumer:7.5;Comm:16.2 | US:73.7;EU:8.1;APAC:13.2;EMEA:4.7;LATAM:0.3 | AA:29.3;BBB:20.7;AAA:20.1;B:21.3;CCC:8.6 | 4.71 | 50 | 352 | 618 | 7.7 | 2.5 | 20 | 55 | 25 | true | true | true | true | 1.38 | 0.76 | -0.06 | null | Hedge | CDX_HY: +105bps notional | -52 | 16 | ECN2 | All2All | 1 | 93 | 235 | -203 | Sector>limit | Hedge | Sector concentration above limit | 195 | Reviewed by risk; hedges staggered |
C08227 | CR2430 | 2024-02-05 | Calm | 104 | 364 | 4.3 | 2.7 | 81,458,215 | Industrials:34.8;Financials:35.6;RealEstate:29.6 | US:63.1;EU:17.4;APAC:10.7;EMEA:6.8;LATAM:1.9 | BB:18.7;AAA:16.8;B:23.6;BBB:18.0;A:7.0;CCC:15.9 | 4.92 | 27.6 | 114 | 146 | 15.7 | 2 | 25 | 45 | 30 | true | true | true | false | 1.5 | -0.02 | -0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 38 | ECN1 | RFQ | 2 | 100 | 186 | -325 | Sector>limit | Reduce | Sector concentration above limit | 97 | Defer adds pending macro print |
C08228 | CR9930 | 2025-08-28 | Stress | 237 | 616 | 6.1 | -1.8 | 2,016,055,144 | Healthcare:15.3;Financials:26.3;Comm:9.8;Consumer:18.9;Tech:29.7 | US:67.1;EU:12.4;APAC:9.6;EMEA:8.6;LATAM:2.3 | A:21.2;BB:18.5;CCC:15.3;B:45.0 | 4.99 | 53.5 | 207 | 369 | 10.1 | 4 | 35 | 55 | 35 | false | true | true | true | 0.37 | 0.33 | 0.08 | Healthcare:EW | Hedge | Treasury_Futures: +81bps notional | -58 | 14 | ECN2 | RFQ | 1 | 85 | 219 | 46 | VAR>budget | Reduce | Portfolio VAR above budget | 198 | Reviewed by risk; hedges staggered |
C08229 | CR9073 | 2024-11-01 | Stress | 246 | 701 | 6.4 | -0.1 | 1,964,106,563 | Consumer:23.9;Tech:59.1;Comm:17.0 | US:70.6;EU:9.5;APAC:9.1;EMEA:6.9;LATAM:3.9 | A:20.6;BBB:42.1;AA:26.7;CCC:10.6 | 2.98 | 45.1 | 241 | 292 | 6.7 | 3 | 30 | 45 | 20 | true | true | false | true | 2.42 | -0.12 | 0.47 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 30 | ECN1 | RFQ | 12 | 88 | 45 | -2 | HYCap>limit | Hedge | High-yield share above policy cap | 164 | Defer adds pending macro print |
C08230 | CR0234 | 2024-10-25 | Recovery | 154 | 568 | 5.2 | 1.4 | 2,084,926,242 | Tech:19.5;Financials:16.8;Industrials:21.8;Comm:8.0;Healthcare:12.3;Energy:21.6 | US:63.5;EU:5.2;APAC:13.5;EMEA:11.2;LATAM:6.6 | A:35.8;AA:35.0;B:15.2;AAA:14.0 | 1.39 | 64.7 | 221 | 256 | 10.5 | 2 | 30 | 35 | 25 | false | true | false | true | 1.32 | 1.39 | 0.02 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | -4 | DealerA | DealerAxed | 10 | 95 | 81 | -272 | Sector>limit | Rotate | Sector concentration above limit | 141 | Escalate watchlist names |
C08231 | CR0917 | 2024-07-28 | Tightening | 152 | 437 | 5 | 1.6 | 2,218,586,100 | Healthcare:17.3;Consumer:20.0;Energy:7.0;Industrials:20.2;Tech:16.2;Utilities:19.3 | US:71.7;EU:14.6;APAC:7.7;EMEA:5.3;LATAM:0.8 | A:21.6;BBB:22.9;CCC:17.3;B:13.2;BB:25.1 | 1.62 | 48.9 | 93 | 468 | 3.6 | 3.5 | 20 | 45 | 20 | true | true | true | false | 2.33 | 0.3 | 0.21 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | 29 | ECN1 | All2All | 2 | 94 | 37 | -85 | HYCap>limit | Hedge | High-yield share above policy cap | 124 | Defer adds pending macro print |
C08232 | CR9804 | 2024-04-07 | Tightening | 105 | 434 | 5.1 | 1.7 | 1,299,866,185 | Energy:19.3;Comm:18.8;Utilities:31.8;Tech:8.6;Industrials:21.5 | US:71.6;EU:7.5;APAC:6.2;EMEA:7.3;LATAM:7.3 | CCC:29.3;A:18.7;AA:15.3;BBB:36.8 | 5.77 | 38.6 | 106 | 402 | 2.8 | 3 | 35 | 55 | 20 | false | true | true | false | 1.25 | 1.02 | -0.21 | null | Hedge | Options_Payer: +61bps notional | -11 | 43 | ECN2 | All2All | 2 | 85 | -21 | 168 | VAR>budget | Reduce | Portfolio VAR above budget | 181 | Defer adds pending macro print |
C08233 | CR9022 | 2025-02-09 | Recovery | 168 | 589 | 5.7 | 1.8 | 2,768,484,656 | Materials:7.5;Healthcare:12.5;Financials:26.8;Industrials:30.2;Utilities:22.9 | US:67.0;EU:6.9;APAC:7.8;EMEA:8.7;LATAM:9.6 | A:21.5;B:12.6;CCC:14.2;BB:26.9;AAA:24.8 | 6.54 | 39 | 237 | 253 | 3.2 | 3 | 35 | 45 | 30 | false | true | true | true | 2.39 | -0.13 | 0.04 | Energy:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 0 | ECN1 | Electronic | 0 | 96 | 157 | -362 | HYCap>limit | Rotate | High-yield share above policy cap | 209 | Escalate watchlist names |
C08234 | CR1254 | 2024-12-02 | Stress | 250 | 716 | 5.8 | -1.4 | 1,999,972,228 | RealEstate:31.6;Industrials:14.9;Tech:33.7;Materials:19.8 | US:66.6;EU:14.0;APAC:10.3;EMEA:7.8;LATAM:1.3 | AAA:18.8;AA:20.6;A:17.7;BB:26.2;CCC:16.7 | 3.46 | 29 | 226 | 331 | 10.1 | 4 | 35 | 45 | 30 | false | true | true | true | 0.75 | 0.52 | 0.12 | Materials:EW | Hedge | CDX_HY: +166bps notional | -2 | 14 | DealerA | DealerAxed | 7 | 98 | -20 | -51 | HYCap>limit | Hedge | High-yield share above policy cap | 110 | Reviewed by risk; hedges staggered |
C08235 | CR2049 | 2024-01-31 | Recovery | 170 | 519 | 6.3 | 1.1 | 1,950,556,775 | Utilities:30.8;Materials:31.5;Comm:37.7 | US:72.8;EU:10.2;APAC:5.8;EMEA:3.4;LATAM:7.8 | AAA:17.2;A:29.1;BBB:20.6;B:33.1 | 0.5 | 26.4 | 269 | 464 | 5.7 | 2 | 25 | 45 | 25 | true | true | true | true | 2.2 | 1.28 | -0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 10 | ECN2 | DealerAxed | 10 | 93 | 281 | -238 | HYCap>limit | Reduce | High-yield share above policy cap | 126 | Defer adds pending macro print |
C08236 | CR9277 | 2024-06-22 | Stress | 251 | 567 | 6.2 | 0.5 | 661,458,822 | RealEstate:16.5;Financials:23.8;Comm:29.7;Materials:30.0 | US:71.8;EU:7.2;APAC:11.3;EMEA:8.9;LATAM:0.8 | B:8.8;BBB:34.7;CCC:4.5;BB:6.9;AA:10.1;A:34.9 | 1.36 | 20.5 | 198 | 631 | 6.4 | 4 | 35 | 35 | 25 | false | true | false | false | 0.02 | 0.5 | 0.42 | Tech:EW | Hedge | Treasury_Futures: +66bps notional | 7 | -19 | DealerB | RFQ | 11 | 86 | -156 | 97 | Region>limit | Reduce | Regional concentration above limit | 131 | Rotate into defensive sectors |
C08237 | CR7570 | 2025-03-18 | Stress | 228 | 574 | 7.9 | -2 | 743,449,800 | Tech:30.2;Energy:23.2;Healthcare:14.4;Industrials:32.2 | US:66.7;EU:10.7;APAC:14.0;EMEA:3.9;LATAM:4.7 | CCC:14.3;B:7.3;AA:14.1;AAA:19.2;BBB:13.8;BB:31.3 | 3.79 | 35.4 | 229 | 372 | 12.2 | 2 | 25 | 55 | 20 | true | true | true | true | 0.34 | 1.1 | -0.06 | Tech:EW | Hedge | iTraxx_MAIN: +59bps notional | -4 | -15 | DealerA | DealerAxed | 6 | 93 | 181 | -336 | Region>limit | Reduce | Regional concentration above limit | 132 | Tighten HY exposure bands |
C08238 | CR0422 | 2025-09-27 | Calm | 96 | 376 | 3.3 | 1.7 | 850,808,479 | Healthcare:22.1;Comm:31.9;Consumer:45.9 | US:67.4;EU:17.2;APAC:8.9;EMEA:4.5;LATAM:2.0 | A:33.1;BBB:30.2;B:25.4;AAA:11.4 | 2 | 27.1 | 163 | 470 | 14.3 | 2.5 | 20 | 55 | 20 | true | true | true | false | 0.06 | 0.17 | 0.45 | Industrials:EW | Hedge | Options_Payer: +195bps notional | -60 | -17 | DealerC | Electronic | 1 | 92 | 55 | -191 | Sector>limit | Hedge | Sector concentration above limit | 161 | Defer adds pending macro print |
C08239 | CR1510 | 2025-12-10 | Calm | 84 | 368 | 3.7 | 1.5 | 1,536,548,068 | Tech:40.9;Energy:17.1;RealEstate:42.0 | US:59.2;EU:18.8;APAC:11.3;EMEA:7.4;LATAM:3.4 | AA:20.0;AAA:31.0;BBB:24.7;CCC:9.7;BB:14.5 | 3.54 | 53.3 | 172 | 128 | 10.2 | 2 | 25 | 55 | 35 | true | true | false | false | 0.54 | 1.11 | 0.36 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 13 | ECN1 | RFQ | 12 | 96 | 273 | -103 | HYCap>limit | Rotate | High-yield share above policy cap | 118 | Tighten HY exposure bands |
C08240 | CR6333 | 2025-05-21 | Calm | 97 | 380 | 4.3 | 1.5 | 1,216,317,415 | Consumer:14.5;Tech:25.0;RealEstate:7.9;Healthcare:23.9;Materials:18.0;Utilities:10.7 | US:71.6;EU:11.6;APAC:5.5;EMEA:9.3;LATAM:1.9 | A:35.5;BBB:14.8;BB:14.9;B:34.9 | 5.51 | 43.7 | 133 | 262 | 4.6 | 4 | 20 | 35 | 35 | true | true | true | false | -0.31 | -0.22 | 0.29 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 16 | ECN2 | RFQ | 5 | 100 | 366 | -70 | VAR>budget | Reduce | Portfolio VAR above budget | 166 | Reviewed by risk; hedges staggered |
C08241 | CR3156 | 2025-12-21 | Recovery | 122 | 528 | 4.6 | 1.5 | 2,157,940,109 | Materials:31.8;Healthcare:36.1;Energy:21.7;Financials:10.4 | US:65.1;EU:20.3;APAC:6.0;EMEA:6.4;LATAM:2.2 | AAA:32.3;AA:33.4;A:13.3;BBB:21.0 | 3.5 | 28.3 | 139 | 215 | 4.3 | 4 | 25 | 35 | 30 | true | true | false | false | 1.02 | 0.11 | -0.01 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 45 | DealerC | RFQ | 12 | 88 | 69 | -194 | Region>limit | Rotate | Regional concentration above limit | 239 | Rotate into defensive sectors |
C08242 | CR2768 | 2024-01-27 | Tightening | 102 | 506 | 4.9 | 1.3 | 863,494,682 | Financials:20.3;Consumer:13.0;Energy:18.3;Industrials:18.5;Materials:18.1;Utilities:11.7 | US:67.9;EU:8.9;APAC:7.7;EMEA:11.4;LATAM:4.1 | A:14.6;B:19.9;CCC:36.9;AA:15.7;BBB:12.9 | 1.51 | 42.4 | 128 | 371 | 14.7 | 4 | 35 | 35 | 20 | false | true | true | false | 0.31 | 0.68 | 0.52 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 7 | ECN1 | RFQ | 7 | 100 | 124 | 104 | Sector>limit | Reduce | Sector concentration above limit | 200 | Rotate into defensive sectors |
C08243 | CR7934 | 2024-05-13 | Calm | 113 | 280 | 4.2 | 1.6 | 2,312,720,973 | Consumer:16.0;Utilities:32.5;Materials:10.1;Tech:17.2;Healthcare:24.3 | US:65.1;EU:10.8;APAC:12.0;EMEA:4.3;LATAM:7.8 | AA:45.6;BB:6.7;A:31.6;AAA:16.1 | 6.49 | 42 | 135 | 275 | 6.6 | 2.5 | 20 | 45 | 20 | true | true | false | false | 1.71 | 0.3 | 0.48 | null | Hedge | iTraxx_MAIN: +122bps notional | -14 | -21 | ECN1 | DealerAxed | 6 | 97 | 39 | -146 | Sector>limit | Rotate | Sector concentration above limit | 131 | Defer adds pending macro print |
C08244 | CR8699 | 2024-06-04 | Tightening | 129 | 449 | 4 | 1 | 2,898,575,639 | Energy:13.1;Utilities:28.9;Materials:29.9;Industrials:10.6;Comm:6.2;Consumer:11.4 | US:67.8;EU:14.7;APAC:8.6;EMEA:6.4;LATAM:2.5 | AA:22.8;B:5.5;BB:4.4;AAA:28.5;A:30.0;CCC:8.7 | 6.29 | 56.2 | 250 | 159 | 10.2 | 3 | 20 | 45 | 25 | true | true | false | true | 0.84 | 0.5 | -0.3 | null | Hedge | Treasury_Futures: +195bps notional | -30 | 18 | DealerC | DealerAxed | 7 | 95 | -22 | -339 | VAR>budget | Hedge | Portfolio VAR above budget | 240 | Reviewed by risk; hedges staggered |
C08245 | CR2710 | 2024-08-14 | Stress | 231 | 623 | 7.2 | -1.2 | 1,664,460,387 | Comm:15.3;Healthcare:14.5;Financials:23.3;Energy:20.2;Materials:11.7;Consumer:15.1 | US:69.2;EU:11.8;APAC:8.6;EMEA:8.7;LATAM:1.8 | A:15.9;BB:9.2;B:14.7;CCC:6.1;AA:32.2;BBB:21.8 | 5.65 | 38.1 | 300 | 542 | 20.3 | 2 | 30 | 55 | 25 | false | true | true | true | 0.57 | 0.17 | 0.23 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -12 | DealerA | RFQ | 6 | 93 | 374 | -40 | VAR>budget | Hedge | Portfolio VAR above budget | 192 | Reviewed by risk; hedges staggered |
C08246 | CR6564 | 2024-02-29 | Stress | 170 | 706 | 7.7 | -0.4 | 1,220,112,907 | Tech:6.6;Energy:18.4;Utilities:28.0;Materials:12.5;Comm:26.4;Industrials:8.1 | US:64.1;EU:11.3;APAC:10.8;EMEA:7.9;LATAM:5.9 | A:22.2;AA:13.3;AAA:22.1;CCC:21.2;BB:21.2 | 2.1 | 54.3 | 309 | 473 | 13 | 3 | 25 | 45 | 20 | true | true | true | true | -0.15 | 0.04 | 0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 0 | DealerA | DealerAxed | 0 | 92 | -82 | 99 | HYCap>limit | Reduce | High-yield share above policy cap | 235 | Rotate into defensive sectors |
C08247 | CR7800 | 2025-12-22 | Calm | 72 | 284 | 3.9 | 2.4 | 223,166,889 | Financials:15.4;Industrials:40.5;RealEstate:23.1;Consumer:21.0 | US:62.2;EU:12.5;APAC:11.8;EMEA:9.2;LATAM:4.3 | B:23.3;BB:5.9;AA:17.2;CCC:18.5;BBB:24.8;A:10.2 | 0.88 | 44.8 | 123 | 295 | 3.2 | 3.5 | 30 | 55 | 30 | true | true | true | false | -0.45 | 0.83 | 0.05 | Tech:EW;Energy:EW;Utilities:EW | Hedge | iTraxx_MAIN: +153bps notional | -6 | -15 | DealerB | Electronic | 2 | 86 | 243 | -261 | HYCap>limit | Rotate | High-yield share above policy cap | 113 | Rotate into defensive sectors |
C08248 | CR6215 | 2025-02-17 | Tightening | 134 | 424 | 4 | 0.7 | 1,907,366,872 | Financials:20.5;Utilities:26.2;Industrials:15.5;Comm:7.5;Energy:9.9;RealEstate:20.4 | US:66.4;EU:14.6;APAC:8.5;EMEA:5.5;LATAM:5.0 | B:24.7;BBB:11.4;BB:8.0;CCC:18.3;A:25.6;AAA:11.9 | 6.85 | 31.9 | 93 | 285 | 18 | 2.5 | 35 | 35 | 30 | false | true | true | false | 1.27 | -0.06 | -0.05 | null | Hedge | iTraxx_XOVER: +105bps notional | 9 | -14 | ECN2 | DealerAxed | 10 | 86 | -3 | -160 | HYCap>limit | Hedge | High-yield share above policy cap | 179 | Reviewed by risk; hedges staggered |
C08249 | CR5190 | 2024-12-03 | Calm | 78 | 387 | 3.8 | 2.6 | 1,324,732,044 | Consumer:28.6;Energy:36.5;Industrials:34.8 | US:56.5;EU:16.2;APAC:13.0;EMEA:9.2;LATAM:5.1 | A:14.1;B:25.0;AAA:20.3;AA:15.4;BB:25.2 | 3.16 | 28.8 | 278 | 450 | 16.9 | 2 | 20 | 35 | 35 | true | true | true | true | 1.78 | 0.31 | -0.09 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 34 | DealerC | Electronic | 4 | 92 | -64 | -131 | VAR>budget | Rotate | Portfolio VAR above budget | 186 | Defer adds pending macro print |
C08250 | CR2956 | 2025-09-29 | Stress | 223 | 845 | 6.2 | -1.9 | 1,176,318,642 | Financials:10.7;Energy:34.0;Consumer:20.2;RealEstate:17.3;Utilities:17.9 | US:70.1;EU:7.0;APAC:9.3;EMEA:11.5;LATAM:2.1 | A:18.5;AA:20.6;AAA:18.9;BB:18.3;BBB:23.7 | 3.8 | 28.3 | 225 | 680 | 19 | 3.5 | 25 | 45 | 35 | true | true | false | true | 2.07 | 1.05 | 0.5 | null | Hedge | CDX_IG: +178bps notional | -29 | 17 | ECN2 | DealerAxed | 3 | 94 | -30 | -295 | Sector>limit | Reduce | Sector concentration above limit | 131 | Tighten HY exposure bands |
C08251 | CR3953 | 2024-07-30 | Stress | 183 | 645 | 5.4 | -0.4 | 2,312,246,912 | Comm:14.0;Tech:31.5;Energy:21.9;Industrials:8.0;Consumer:24.6 | US:55.3;EU:18.6;APAC:11.1;EMEA:12.3;LATAM:2.7 | CCC:24.3;A:27.8;BBB:26.0;B:9.3;AA:12.6 | 1.58 | 30.9 | 219 | 300 | 11 | 2.5 | 20 | 35 | 35 | true | true | false | true | -0.03 | 1.65 | -0.03 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 11 | -11 | DealerA | DealerAxed | 0 | 97 | 270 | 115 | HYCap>limit | PauseAdds | High-yield share above policy cap | 213 | Escalate watchlist names |
C08252 | CR4606 | 2024-09-23 | Calm | 103 | 344 | 4 | 1.7 | 2,778,201,990 | Consumer:22.4;Industrials:29.7;Comm:26.8;Utilities:21.1 | US:68.9;EU:5.6;APAC:10.1;EMEA:10.2;LATAM:5.2 | BB:17.4;A:13.3;AAA:12.6;BBB:9.9;CCC:17.4;B:29.5 | 2.13 | 54.8 | 250 | 277 | 6.4 | 2 | 25 | 45 | 30 | true | true | true | true | 0.83 | -0.23 | 0.13 | Consumer:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 38 | DealerB | RFQ | 3 | 90 | 249 | -207 | VAR>budget | Reduce | Portfolio VAR above budget | 115 | Escalate watchlist names |
C08253 | CR1464 | 2025-03-24 | Recovery | 155 | 515 | 4.6 | 0.6 | 2,374,451,483 | Tech:11.8;Materials:18.9;Utilities:12.9;Energy:24.4;Healthcare:19.2;RealEstate:12.9 | US:60.4;EU:12.4;APAC:12.5;EMEA:8.0;LATAM:6.7 | CCC:13.3;BBB:23.4;A:22.2;BB:13.2;B:27.9 | 7.48 | 64.5 | 103 | 260 | 10.2 | 3.5 | 20 | 35 | 20 | true | true | true | false | 1.04 | 1.31 | 0.3 | Tech:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 15 | DealerA | All2All | 0 | 93 | -44 | -150 | Sector>limit | Hedge | Sector concentration above limit | 217 | Reviewed by risk; hedges staggered |
C08254 | CR3377 | 2024-07-12 | Calm | 107 | 349 | 3.7 | 2.9 | 1,690,208,258 | RealEstate:35.2;Tech:32.5;Healthcare:32.3 | US:67.3;EU:9.8;APAC:7.3;EMEA:13.6;LATAM:2.0 | AA:16.4;AAA:17.5;BBB:26.1;A:24.1;B:15.9 | 6.32 | 44.8 | 158 | 450 | 9.8 | 3 | 30 | 55 | 30 | true | true | false | false | 0.96 | 1.33 | 0.06 | null | Hedge | CDX_HY: +184bps notional | -42 | 11 | ECN1 | DealerAxed | 12 | 91 | 38 | 186 | Sector>limit | Hedge | Sector concentration above limit | 160 | Defer adds pending macro print |
C08255 | CR1692 | 2025-01-02 | Tightening | 118 | 374 | 4.4 | 0.5 | 430,887,576 | Consumer:21.4;Tech:7.2;Financials:22.0;Utilities:16.4;Industrials:21.2;Materials:11.8 | US:60.6;EU:11.9;APAC:10.8;EMEA:12.0;LATAM:4.7 | AAA:12.9;CCC:23.7;A:6.8;BB:20.1;B:23.7;AA:12.7 | 4.05 | 21.4 | 124 | 128 | 14.1 | 3 | 20 | 35 | 25 | true | true | true | false | 2.29 | 0.29 | -0.24 | Utilities:EW | Hedge | Options_Payer: +87bps notional | 4 | 6 | DealerC | DealerAxed | 7 | 85 | 102 | -83 | HYCap>limit | Hedge | High-yield share above policy cap | 231 | Rotate into defensive sectors |
C08256 | CR4057 | 2024-02-06 | Stress | 182 | 796 | 6.8 | 0.2 | 1,836,148,406 | Materials:16.0;Consumer:14.0;Comm:23.3;Industrials:23.9;RealEstate:22.8 | US:67.8;EU:14.8;APAC:11.1;EMEA:3.9;LATAM:2.3 | AA:16.3;CCC:14.0;BB:18.2;B:25.0;AAA:8.4;A:18.1 | 7.43 | 54.8 | 253 | 425 | 16 | 2.5 | 30 | 35 | 35 | false | true | true | true | 1.64 | 0.53 | 0.59 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | 39 | ECN1 | Electronic | 11 | 94 | 5 | -208 | Sector>limit | Hedge | Sector concentration above limit | 227 | Tighten HY exposure bands |
C08257 | CR3955 | 2024-01-20 | Calm | 72 | 306 | 3.6 | 2.1 | 2,404,041,465 | Materials:23.7;Energy:15.5;Tech:21.4;Healthcare:5.5;Industrials:25.9;Comm:8.1 | US:69.3;EU:14.1;APAC:8.8;EMEA:6.2;LATAM:1.5 | CCC:16.6;B:28.7;BB:18.3;A:15.7;AA:6.7;AAA:14.0 | 5.54 | 57.5 | 181 | 282 | 9.6 | 3 | 35 | 45 | 25 | false | true | true | false | 0.06 | 0.63 | 0.32 | Energy:EW | Hedge | Treasury_Futures: +125bps notional | 15 | 21 | DealerA | All2All | 1 | 94 | 239 | -67 | VAR>budget | Reduce | Portfolio VAR above budget | 116 | Reviewed by risk; hedges staggered |
C08258 | CR0947 | 2024-07-10 | Tightening | 147 | 424 | 4.9 | 1 | 2,434,708,148 | Materials:9.8;Energy:8.5;Financials:22.4;Industrials:21.3;Utilities:15.2;Comm:22.9 | US:72.0;EU:13.8;APAC:7.8;EMEA:5.8;LATAM:0.6 | AAA:22.6;BB:4.1;AA:44.3;BBB:29.0 | 3.58 | 40.1 | 221 | 508 | 6.6 | 2 | 30 | 45 | 35 | false | true | false | true | 1.86 | 0.38 | -0.39 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 27 | ECN2 | DealerAxed | 4 | 92 | -97 | -169 | Region>limit | Hedge | Regional concentration above limit | 224 | Reviewed by risk; hedges staggered |
C08259 | CR8461 | 2025-12-08 | Recovery | 171 | 619 | 6.2 | 1.8 | 2,445,888,694 | Healthcare:49.2;Tech:15.1;RealEstate:35.8 | US:51.2;EU:15.9;APAC:14.2;EMEA:11.7;LATAM:6.9 | CCC:14.0;BBB:24.2;AA:21.8;A:21.3;BB:18.6 | 2.18 | 25.1 | 261 | 274 | 14.6 | 4 | 35 | 45 | 25 | true | true | true | true | 2.44 | 0.99 | 0.21 | null | Hedge | Treasury_Futures: +167bps notional | -22 | 39 | ECN2 | All2All | 6 | 100 | -190 | 59 | HYCap>limit | Hedge | High-yield share above policy cap | 145 | Rotate into defensive sectors |
C08260 | CR9435 | 2025-06-10 | Calm | 83 | 388 | 3.7 | 2.6 | 1,896,948,084 | Utilities:23.9;Industrials:8.0;Healthcare:24.4;Comm:20.5;Tech:13.2;Consumer:10.0 | US:61.8;EU:5.7;APAC:15.0;EMEA:10.0;LATAM:7.6 | BBB:11.6;AA:22.0;B:18.4;BB:48.0 | 1.98 | 60.5 | 154 | 360 | 14.9 | 2 | 20 | 55 | 35 | true | true | true | false | -0 | -0.06 | 0.06 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | 27 | DealerC | Electronic | 2 | 90 | -29 | 86 | HYCap>limit | Reduce | High-yield share above policy cap | 125 | Reviewed by risk; hedges staggered |
C08261 | CR4221 | 2024-07-31 | Tightening | 106 | 418 | 4.9 | 0.8 | 1,272,416,847 | Financials:7.8;Consumer:6.9;Materials:23.7;Comm:31.8;Healthcare:29.8 | US:65.3;EU:12.9;APAC:10.5;EMEA:4.4;LATAM:7.0 | CCC:23.9;BBB:10.7;B:15.1;BB:20.5;A:16.0;AAA:13.7 | 6.62 | 53.1 | 244 | 165 | 17.5 | 4 | 30 | 35 | 20 | true | true | true | true | 1.11 | 1.68 | 0.38 | Consumer:EW;RealEstate:EW | Hedge | iTraxx_MAIN: +87bps notional | 3 | -6 | DealerC | RFQ | 1 | 94 | -79 | -347 | HYCap>limit | Rotate | High-yield share above policy cap | 170 | Rotate into defensive sectors |
C08262 | CR1902 | 2025-02-15 | Calm | 86 | 360 | 3.5 | 2.9 | 410,452,663 | Healthcare:12.3;Financials:21.5;Industrials:16.7;Consumer:24.6;Energy:6.9;Comm:18.1 | US:67.4;EU:10.9;APAC:13.7;EMEA:6.5;LATAM:1.6 | BBB:50.2;CCC:3.9;B:17.9;AA:28.0 | 2.47 | 52.9 | 213 | 440 | 12.8 | 2.5 | 20 | 55 | 35 | true | true | false | true | 0.62 | 1.73 | 0.54 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 37 | DealerA | All2All | 9 | 90 | 16 | 80 | Sector>limit | Reduce | Sector concentration above limit | 147 | Escalate watchlist names |
C08263 | CR8795 | 2025-09-16 | Calm | 94 | 286 | 3.5 | 1.8 | 1,279,559,961 | Energy:38.1;Consumer:21.2;Financials:18.8;Healthcare:22.0 | US:75.6;EU:5.4;APAC:11.6;EMEA:7.3;LATAM:0.1 | BBB:29.1;BB:21.6;B:25.5;AA:23.8 | 6.29 | 53.3 | 263 | 263 | 14.8 | 4 | 25 | 55 | 30 | true | true | true | true | 1.94 | 0.66 | 0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | -3 | DealerA | All2All | 1 | 93 | -22 | -240 | HYCap>limit | Reduce | High-yield share above policy cap | 172 | Escalate watchlist names |
C08264 | CR0288 | 2024-01-06 | Recovery | 114 | 531 | 4.6 | 0.9 | 689,581,833 | Materials:28.7;Financials:55.8;Utilities:15.5 | US:64.1;EU:19.6;APAC:9.5;EMEA:5.9;LATAM:1.0 | BBB:18.1;AAA:24.9;B:18.0;AA:23.8;CCC:15.3 | 3.02 | 31.2 | 279 | 419 | 7.1 | 4 | 20 | 45 | 30 | true | true | true | true | 2.13 | 0.52 | -0.24 | Industrials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | -21 | DealerB | All2All | 9 | 92 | 278 | -197 | Sector>limit | Hedge | Sector concentration above limit | 132 | Reviewed by risk; hedges staggered |
C08265 | CR8332 | 2025-10-11 | Recovery | 125 | 469 | 5 | 1.8 | 566,250,653 | Utilities:13.4;Comm:35.0;Consumer:30.4;RealEstate:21.2 | US:70.6;EU:11.6;APAC:6.6;EMEA:10.2;LATAM:1.0 | BBB:17.0;CCC:6.9;AA:31.1;AAA:20.9;A:24.1 | 1.49 | 53.6 | 85 | 357 | 4 | 2.5 | 20 | 55 | 30 | true | true | false | false | 1.49 | 0.22 | 0.11 | Consumer:EW;Energy:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | -17 | DealerA | Electronic | 8 | 86 | 220 | -290 | HYCap>limit | Hedge | High-yield share above policy cap | 255 | Defer adds pending macro print |
C08266 | CR4653 | 2025-02-02 | Tightening | 128 | 410 | 4 | 0.7 | 656,046,961 | Materials:24.6;Healthcare:20.9;Industrials:18.2;Consumer:11.9;Financials:24.4 | US:70.2;EU:12.8;APAC:5.9;EMEA:6.6;LATAM:4.5 | AA:29.4;BB:41.0;B:15.4;BBB:14.2 | 3.75 | 58.8 | 94 | 512 | 12.7 | 4 | 25 | 35 | 20 | false | true | true | false | 0.31 | 0.94 | 0.11 | Consumer:EW | Hedge | CDX_HY: +164bps notional | -38 | 30 | DealerA | DealerAxed | 8 | 87 | 28 | -144 | HYCap>limit | Reduce | High-yield share above policy cap | 240 | Defer adds pending macro print |
C08267 | CR9112 | 2024-12-22 | Calm | 90 | 360 | 3.2 | 1.8 | 2,324,077,828 | Utilities:26.4;Industrials:43.8;RealEstate:29.9 | US:68.0;EU:14.4;APAC:12.3;EMEA:4.3;LATAM:1.0 | BBB:28.9;CCC:13.2;AA:13.1;AAA:14.5;A:30.4 | 3.66 | 51.9 | 190 | 509 | 9.6 | 3.5 | 35 | 55 | 30 | true | true | false | false | 1.12 | -0.14 | -0.09 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 6 | DealerA | All2All | 10 | 93 | 122 | -109 | Sector>limit | Rotate | Sector concentration above limit | 105 | Reviewed by risk; hedges staggered |
C08268 | CR1355 | 2024-04-24 | Tightening | 144 | 445 | 4.3 | 1.4 | 409,595,192 | Financials:15.3;Healthcare:8.7;Industrials:26.2;RealEstate:24.7;Energy:25.1 | US:64.1;EU:16.6;APAC:6.3;EMEA:6.5;LATAM:6.4 | BB:9.6;BBB:14.7;B:13.7;AAA:19.4;AA:22.2;A:20.3 | 7.42 | 59.1 | 152 | 257 | 17 | 3.5 | 35 | 35 | 20 | false | true | true | false | 2.2 | 1.02 | -0.09 | Tech:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | -8 | DealerC | DealerAxed | 10 | 90 | -83 | -265 | Region>limit | PauseAdds | Regional concentration above limit | 172 | Reviewed by risk; hedges staggered |
C08269 | CR4667 | 2024-10-15 | Calm | 99 | 348 | 3.8 | 2.3 | 1,474,070,516 | RealEstate:52.4;Materials:20.4;Consumer:27.2 | US:72.9;EU:6.8;APAC:6.1;EMEA:8.4;LATAM:5.7 | AAA:15.9;BBB:21.1;A:19.1;BB:25.0;CCC:18.9 | 1.77 | 60.1 | 184 | 409 | 9.4 | 3.5 | 35 | 55 | 20 | true | true | true | false | 1.81 | 0.99 | -0.05 | Consumer:EW | Hedge | iTraxx_MAIN: +129bps notional | -15 | 24 | DealerA | All2All | 9 | 98 | 273 | -329 | Sector>limit | Rotate | Sector concentration above limit | 239 | Tighten HY exposure bands |
C08270 | CR4111 | 2025-08-18 | Tightening | 121 | 518 | 4.4 | 0.8 | 1,165,228,012 | Financials:30.1;Materials:53.9;Comm:16.0 | US:72.5;EU:16.6;APAC:5.8;EMEA:4.0;LATAM:1.1 | AA:29.5;CCC:10.6;BBB:15.5;A:21.0;B:23.4 | 3.98 | 55.9 | 119 | 142 | 15.5 | 3.5 | 25 | 35 | 35 | true | true | false | false | 1.18 | 1.2 | -0.15 | Comm:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 29 | ECN2 | All2All | 11 | 95 | 22 | -335 | VAR>budget | Reduce | Portfolio VAR above budget | 180 | Reviewed by risk; hedges staggered |
C08271 | CR0790 | 2025-05-10 | Tightening | 150 | 488 | 4.4 | 1.2 | 1,557,400,954 | Tech:50.4;Energy:13.2;Financials:21.1;Comm:15.2 | US:63.3;EU:18.3;APAC:10.3;EMEA:5.8;LATAM:2.3 | B:23.4;A:17.9;AAA:23.2;BB:8.1;AA:16.5;BBB:10.9 | 6.83 | 25.5 | 143 | 466 | 3.9 | 3 | 35 | 55 | 20 | true | true | true | false | 2.21 | 1.36 | -0.12 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -49 | -13 | DealerB | DealerAxed | 9 | 97 | 374 | 37 | Sector>limit | Reduce | Sector concentration above limit | 148 | Defer adds pending macro print |
C08272 | CR0438 | 2024-06-10 | Calm | 91 | 357 | 3.5 | 2.2 | 2,072,434,111 | Utilities:30.1;Healthcare:27.2;Tech:11.7;Financials:13.1;Industrials:17.9 | US:65.2;EU:19.8;APAC:6.9;EMEA:6.9;LATAM:1.1 | A:17.0;AA:15.9;B:12.8;BB:36.1;CCC:18.2 | 0.76 | 48.3 | 230 | 283 | 13.6 | 3.5 | 25 | 45 | 25 | true | true | true | true | 2.13 | 0.79 | 0.4 | Industrials:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | 31 | DealerC | RFQ | 11 | 94 | 247 | -410 | Sector>limit | Rotate | Sector concentration above limit | 232 | Reviewed by risk; hedges staggered |
C08273 | CR3017 | 2025-02-09 | Tightening | 115 | 467 | 4.2 | 0.7 | 2,887,184,195 | Tech:35.7;Utilities:30.4;Comm:33.9 | US:63.2;EU:16.9;APAC:7.5;EMEA:9.9;LATAM:2.5 | A:35.6;AAA:10.8;BBB:33.6;B:20.0 | 1.77 | 49.1 | 199 | 348 | 5.8 | 2 | 20 | 55 | 25 | true | true | false | false | 0.95 | 0.36 | -0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 9 | DealerC | All2All | 2 | 95 | 255 | -130 | VAR>budget | Hedge | Portfolio VAR above budget | 150 | Reviewed by risk; hedges staggered |
C08274 | CR8080 | 2025-09-05 | Calm | 88 | 336 | 3.7 | 1.6 | 2,485,821,151 | Comm:18.0;Utilities:15.2;Materials:13.3;Industrials:9.0;Energy:21.8;Healthcare:22.7 | US:67.2;EU:10.2;APAC:10.9;EMEA:4.9;LATAM:6.8 | A:27.5;BBB:28.7;AA:23.7;AAA:10.3;CCC:9.7 | 3.68 | 42.5 | 250 | 490 | 11.8 | 2.5 | 35 | 35 | 35 | false | true | false | true | 2.23 | 0.39 | 0.42 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 24 | ECN2 | All2All | 8 | 93 | 283 | -447 | HYCap>limit | Reduce | High-yield share above policy cap | 185 | Escalate watchlist names |
C08275 | CR7690 | 2025-07-15 | Recovery | 106 | 539 | 5.1 | 1.2 | 1,023,763,913 | Consumer:19.2;Utilities:33.2;Tech:15.4;RealEstate:32.3 | US:63.0;EU:16.5;APAC:12.8;EMEA:4.0;LATAM:3.7 | AA:16.6;BB:7.1;BBB:38.4;B:8.7;AAA:29.2 | 2.54 | 62 | 258 | 478 | 10.6 | 2 | 30 | 35 | 35 | true | true | false | true | 2.14 | 1.7 | 0.48 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -28 | 13 | DealerC | Electronic | 6 | 87 | 60 | 57 | HYCap>limit | Reduce | High-yield share above policy cap | 97 | Defer adds pending macro print |
C08276 | CR9411 | 2025-04-08 | Stress | 173 | 791 | 6.9 | 0.2 | 340,884,006 | Financials:10.5;RealEstate:25.3;Industrials:24.0;Comm:25.3;Healthcare:14.9 | US:63.6;EU:12.9;APAC:9.5;EMEA:11.2;LATAM:2.9 | BBB:44.8;A:15.3;CCC:20.6;AA:19.3 | 2.02 | 27.5 | 291 | 539 | 14.8 | 3.5 | 35 | 45 | 35 | false | true | false | true | 1.02 | 1.13 | -0.12 | Consumer:EW | Hedge | iTraxx_MAIN: +129bps notional | -19 | -16 | ECN1 | DealerAxed | 5 | 91 | -178 | -101 | HYCap>limit | Reduce | High-yield share above policy cap | 215 | Reviewed by risk; hedges staggered |
C08277 | CR4135 | 2025-08-30 | Recovery | 151 | 525 | 4.9 | -0.1 | 1,172,247,430 | Consumer:9.3;Financials:18.6;Healthcare:41.0;Energy:31.0 | US:59.1;EU:18.6;APAC:10.4;EMEA:6.9;LATAM:5.0 | BB:23.0;BBB:32.6;CCC:16.5;AA:27.9 | 6.57 | 47.2 | 152 | 388 | 4.1 | 3 | 35 | 45 | 35 | true | true | true | false | 2.29 | 0.18 | 0.18 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 4 | ECN1 | All2All | 12 | 92 | 259 | -204 | Sector>limit | Rotate | Sector concentration above limit | 179 | Reviewed by risk; hedges staggered |
C08278 | CR0622 | 2025-11-08 | Recovery | 157 | 522 | 4.8 | 0.5 | 1,043,303,210 | Utilities:17.8;RealEstate:22.3;Tech:31.1;Comm:28.8 | US:58.1;EU:16.3;APAC:14.1;EMEA:9.7;LATAM:1.8 | B:18.3;A:37.2;AA:25.5;BB:18.9 | 5.35 | 30 | 275 | 156 | 11.1 | 3 | 25 | 45 | 30 | true | true | true | true | 2.14 | -0.07 | 0.03 | Financials:EW | Hedge | Treasury_Futures: +69bps notional | -12 | 24 | DealerB | Electronic | 3 | 92 | -29 | -139 | HYCap>limit | Hedge | High-yield share above policy cap | 193 | Defer adds pending macro print |
C08279 | CR1347 | 2025-03-22 | Tightening | 94 | 468 | 4.8 | 0.6 | 2,361,174,159 | Financials:6.3;RealEstate:16.6;Utilities:23.5;Industrials:21.9;Comm:8.5;Energy:23.2 | US:60.7;EU:11.6;APAC:8.6;EMEA:12.6;LATAM:6.6 | CCC:21.2;BBB:10.0;BB:24.3;B:19.6;AA:13.8;A:11.0 | 4.77 | 59.8 | 199 | 495 | 15.7 | 3.5 | 20 | 35 | 20 | true | true | true | false | 1.11 | 0.17 | 0.45 | Energy:EW | Hedge | Treasury_Futures: +193bps notional | 1 | 32 | DealerA | Electronic | 11 | 91 | 194 | -294 | Region>limit | Rotate | Regional concentration above limit | 228 | Defer adds pending macro print |
C08280 | CR7959 | 2024-07-05 | Calm | 98 | 374 | 4 | 2.3 | 1,629,220,742 | Energy:20.8;Healthcare:46.9;Industrials:32.2 | US:68.4;EU:12.4;APAC:9.4;EMEA:7.9;LATAM:1.9 | AA:43.5;BBB:27.5;AAA:13.3;B:15.7 | 2.93 | 22.5 | 251 | 471 | 9.7 | 2.5 | 30 | 55 | 25 | true | true | false | true | 2.42 | 0.84 | -0.02 | Healthcare:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | 15 | DealerA | All2All | 6 | 91 | 40 | -234 | HYCap>limit | Rotate | High-yield share above policy cap | 100 | Reviewed by risk; hedges staggered |
C08281 | CR3558 | 2025-02-06 | Stress | 187 | 599 | 5 | 0.7 | 1,291,111,983 | Tech:11.0;Materials:16.2;Healthcare:24.1;RealEstate:24.1;Energy:24.6 | US:70.0;EU:11.6;APAC:9.6;EMEA:4.8;LATAM:4.1 | CCC:14.5;AAA:28.2;A:30.0;B:27.3 | 4.36 | 54.8 | 176 | 384 | 9 | 3.5 | 20 | 45 | 30 | true | true | true | false | -0.23 | 1.64 | 0.4 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -28 | 40 | ECN1 | RFQ | 7 | 87 | 410 | -242 | HYCap>limit | Reduce | High-yield share above policy cap | 221 | Tighten HY exposure bands |
C08282 | CR5863 | 2024-05-07 | Stress | 203 | 550 | 7.3 | 0 | 1,746,368,481 | Healthcare:10.9;Energy:18.4;Financials:22.8;Utilities:23.0;Industrials:24.9 | US:66.8;EU:15.3;APAC:12.6;EMEA:3.9;LATAM:1.4 | BBB:27.7;CCC:9.1;B:8.4;AAA:14.6;AA:40.2 | 7.18 | 31.6 | 334 | 432 | 19 | 4 | 20 | 55 | 30 | true | true | false | true | 0.17 | 0.24 | 0.34 | Industrials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | -8 | DealerC | DealerAxed | 1 | 95 | -53 | -383 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C08283 | CR0162 | 2024-02-20 | Calm | 98 | 420 | 3.5 | 2.5 | 2,845,852,829 | Financials:14.2;Industrials:33.7;Utilities:16.4;Consumer:35.7 | US:65.3;EU:12.8;APAC:7.0;EMEA:7.9;LATAM:7.0 | AA:23.6;BB:11.8;CCC:9.6;B:15.9;A:23.6;BBB:15.6 | 4.94 | 49.3 | 161 | 393 | 18 | 3.5 | 30 | 35 | 30 | true | true | true | false | 0.89 | 1.44 | 0.21 | RealEstate:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | 22 | ECN2 | Electronic | 3 | 100 | 380 | -268 | HYCap>limit | Hedge | High-yield share above policy cap | 141 | Escalate watchlist names |
C08284 | CR8352 | 2024-12-03 | Calm | 77 | 384 | 3.3 | 2.9 | 2,854,030,606 | Healthcare:26.6;Financials:39.1;Energy:34.3 | US:73.9;EU:10.0;APAC:7.9;EMEA:6.7;LATAM:1.5 | A:18.6;BBB:20.7;AAA:18.5;AA:8.2;CCC:10.1;B:24.0 | 4.35 | 23.9 | 134 | 213 | 7 | 3.5 | 35 | 45 | 25 | true | true | true | false | 2.16 | 1.27 | -0.24 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 8 | 45 | ECN1 | Electronic | 0 | 92 | 300 | -421 | HYCap>limit | Rotate | High-yield share above policy cap | 239 | Rotate into defensive sectors |
C08285 | CR1051 | 2024-09-04 | Stress | 209 | 811 | 6.2 | -1.1 | 1,054,601,294 | Industrials:20.6;Healthcare:12.5;Financials:17.1;RealEstate:26.5;Utilities:13.8;Comm:9.5 | US:57.5;EU:9.7;APAC:12.2;EMEA:12.1;LATAM:8.5 | BB:8.2;AA:45.8;B:21.4;AAA:24.6 | 4.24 | 40 | 239 | 385 | 8.3 | 4 | 30 | 45 | 30 | false | true | false | true | 0.23 | 0.23 | 0.49 | null | Hedge | SingleName_CDS: +152bps notional | -53 | 31 | ECN2 | DealerAxed | 7 | 95 | 340 | -266 | HYCap>limit | Hedge | High-yield share above policy cap | 161 | Tighten HY exposure bands |
C08286 | CR2520 | 2025-02-16 | Stress | 240 | 610 | 6.5 | 0.2 | 2,166,371,905 | Healthcare:19.6;Financials:26.9;Industrials:21.2;Comm:32.3 | US:66.3;EU:10.1;APAC:12.2;EMEA:7.9;LATAM:3.5 | AAA:26.7;BBB:15.7;AA:25.8;BB:24.4;B:7.4 | 2.02 | 55.4 | 270 | 553 | 21.2 | 2.5 | 25 | 35 | 35 | true | true | false | true | -0.2 | 1.75 | -0.15 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 2 | DealerA | RFQ | 10 | 98 | -87 | 5 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Escalate watchlist names |
C08287 | CR0823 | 2025-03-24 | Recovery | 109 | 507 | 5.8 | 0.1 | 178,116,810 | Consumer:34.2;Materials:28.5;RealEstate:37.3 | US:70.5;EU:11.0;APAC:9.6;EMEA:7.4;LATAM:1.4 | B:15.4;BBB:6.8;AAA:18.7;A:17.1;BB:16.2;AA:25.9 | 7.02 | 26 | 267 | 166 | 7.3 | 3.5 | 30 | 35 | 25 | true | true | true | true | 1.01 | 0.49 | -0.29 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 33 | ECN1 | All2All | 10 | 100 | -3 | -228 | Region>limit | Hedge | Regional concentration above limit | 169 | Defer adds pending macro print |
C08288 | CR8488 | 2024-03-05 | Calm | 76 | 370 | 3.5 | 2.1 | 2,843,864,226 | Tech:16.1;Financials:41.0;Industrials:18.3;Consumer:24.7 | US:74.6;EU:7.3;APAC:8.6;EMEA:4.7;LATAM:4.8 | CCC:10.9;AAA:14.9;A:18.1;BB:17.9;AA:12.8;B:25.4 | 2.31 | 24.4 | 129 | 307 | 6.1 | 2.5 | 35 | 55 | 30 | true | true | true | false | 0.46 | 1.31 | -0.19 | RealEstate:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -18 | 20 | ECN1 | Electronic | 2 | 95 | 211 | -218 | HYCap>limit | Rotate | High-yield share above policy cap | 254 | Escalate watchlist names |
C08289 | CR6266 | 2025-04-27 | Calm | 82 | 284 | 4.2 | 2.7 | 1,762,002,754 | Consumer:26.9;Energy:8.2;Healthcare:27.0;Financials:26.9;Industrials:11.0 | US:68.0;EU:11.7;APAC:10.9;EMEA:7.6;LATAM:1.8 | AA:33.6;BB:4.0;A:35.6;CCC:8.9;B:18.0 | 5.2 | 23.5 | 127 | 364 | 2.4 | 3 | 20 | 55 | 30 | true | true | true | false | -0.45 | 0.72 | 0.52 | Tech:EW | Hedge | CDX_HY: +183bps notional | -26 | -16 | ECN1 | Electronic | 0 | 88 | -6 | -219 | Region>limit | Hedge | Regional concentration above limit | 120 | Rotate into defensive sectors |
C08290 | CR9148 | 2025-04-09 | Recovery | 110 | 428 | 5.9 | 2 | 833,633,530 | Utilities:39.5;Industrials:15.2;RealEstate:28.5;Financials:16.8 | US:64.0;EU:13.1;APAC:7.6;EMEA:10.8;LATAM:4.6 | BBB:15.0;B:44.9;AAA:13.0;A:27.0 | 7.34 | 44 | 270 | 144 | 4.7 | 3.5 | 25 | 35 | 35 | true | true | true | true | 1.46 | 0.43 | -0.24 | Industrials:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -21 | 34 | DealerA | All2All | 8 | 89 | 307 | 6 | VAR>budget | Reduce | Portfolio VAR above budget | 213 | Rotate into defensive sectors |
C08291 | CR7287 | 2025-12-16 | Calm | 77 | 309 | 4.1 | 1.8 | 502,656,596 | Industrials:15.8;RealEstate:13.1;Financials:15.2;Tech:19.7;Comm:21.7;Healthcare:14.5 | US:73.8;EU:10.1;APAC:8.2;EMEA:4.3;LATAM:3.5 | A:27.3;CCC:10.3;AAA:18.2;BBB:36.5;B:7.6 | 6.57 | 62.2 | 85 | 492 | 7.8 | 2.5 | 25 | 35 | 30 | false | true | false | false | 0.13 | 1.62 | 0.43 | Financials:EW;Energy:EW | Hedge | CDX_HY: +77bps notional | 3 | 19 | ECN2 | All2All | 3 | 93 | -97 | -385 | VAR>budget | Hedge | Portfolio VAR above budget | 90 | Rotate into defensive sectors |
C08292 | CR9728 | 2025-11-17 | Stress | 252 | 827 | 6.2 | -0 | 2,314,458,462 | Energy:18.5;Materials:20.3;Healthcare:14.1;Utilities:28.7;Financials:18.4 | US:68.3;EU:9.3;APAC:9.0;EMEA:9.9;LATAM:3.5 | AA:28.5;A:28.5;AAA:15.4;BB:27.6 | 2.43 | 22.3 | 182 | 478 | 20.3 | 3.5 | 25 | 35 | 25 | true | true | true | false | 1.18 | 0.17 | -0.29 | Utilities:EW;Healthcare:EW | Hedge | CDX_IG: +177bps notional | -25 | 21 | ECN1 | All2All | 1 | 99 | 187 | -177 | Sector>limit | Reduce | Sector concentration above limit | 222 | Rotate into defensive sectors |
C08293 | CR3923 | 2025-05-15 | Calm | 66 | 287 | 3.3 | 1.9 | 55,706,209 | Tech:27.0;Financials:17.5;Utilities:19.3;Consumer:27.0;Comm:9.1 | US:60.5;EU:20.5;APAC:10.7;EMEA:7.2;LATAM:1.0 | A:15.2;BB:17.0;AA:16.8;AAA:17.7;B:25.2;BBB:8.0 | 3.55 | 44 | 223 | 436 | 14.3 | 2 | 30 | 35 | 25 | false | true | true | true | 1.6 | 1.75 | -0.27 | Tech:EW | Hedge | iTraxx_MAIN: +94bps notional | -13 | -1 | DealerC | Electronic | 1 | 90 | 45 | -108 | Region>limit | Reduce | Regional concentration above limit | 133 | Escalate watchlist names |
C08294 | CR9159 | 2025-03-03 | Calm | 119 | 329 | 3.5 | 2.4 | 2,410,768,771 | Energy:46.1;Utilities:13.8;Financials:40.1 | US:64.7;EU:16.7;APAC:4.7;EMEA:8.7;LATAM:5.3 | AA:12.6;BBB:34.3;AAA:31.8;BB:21.3 | 4.66 | 64.4 | 150 | 458 | 9.4 | 3 | 35 | 35 | 30 | true | true | false | false | -0.09 | -0.28 | 0.43 | RealEstate:EW | Hedge | Options_Payer: +76bps notional | -22 | -11 | DealerB | Electronic | 12 | 93 | 244 | -185 | HYCap>limit | Rotate | High-yield share above policy cap | 194 | Defer adds pending macro print |
C08295 | CR9740 | 2024-04-25 | Tightening | 119 | 503 | 4.7 | 0.9 | 2,526,486,296 | Energy:22.4;Financials:13.4;Industrials:9.9;Comm:20.4;RealEstate:21.4;Utilities:12.5 | US:59.3;EU:18.7;APAC:10.6;EMEA:8.3;LATAM:3.1 | A:28.5;CCC:13.0;B:18.8;BB:8.5;AAA:31.2 | 6.45 | 54.9 | 250 | 465 | 2.3 | 2 | 20 | 35 | 30 | true | true | true | true | 1.58 | 0.77 | 0.4 | Financials:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -39 | 15 | DealerC | All2All | 12 | 90 | 125 | -92 | Region>limit | Hedge | Regional concentration above limit | 182 | Tighten HY exposure bands |
C08296 | CR7224 | 2025-06-24 | Tightening | 119 | 466 | 4 | 1.1 | 2,238,516,589 | Financials:35.6;Industrials:29.3;Consumer:35.1 | US:65.9;EU:13.5;APAC:8.4;EMEA:7.2;LATAM:5.0 | CCC:22.7;B:22.7;BB:27.0;BBB:27.6 | 4.41 | 50.5 | 82 | 360 | 5.9 | 4 | 30 | 45 | 20 | true | true | true | false | 0.24 | 0.2 | 0.11 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 18 | DealerB | DealerAxed | 1 | 85 | -114 | -434 | Sector>limit | Reduce | Sector concentration above limit | 250 | Escalate watchlist names |
C08297 | CR8935 | 2024-01-21 | Recovery | 154 | 429 | 5.3 | 0.3 | 2,231,782,219 | Industrials:15.2;Consumer:24.2;RealEstate:33.3;Energy:27.3 | US:69.0;EU:16.1;APAC:8.9;EMEA:3.7;LATAM:2.3 | BB:21.0;BBB:22.2;CCC:33.4;A:23.4 | 1.35 | 30.5 | 114 | 257 | 16.9 | 4 | 20 | 45 | 35 | true | true | true | false | 1.61 | 0.59 | 0.15 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 41 | DealerA | RFQ | 12 | 87 | 187 | 97 | HYCap>limit | Hedge | High-yield share above policy cap | 200 | Escalate watchlist names |
C08298 | CR4041 | 2025-10-07 | Calm | 117 | 280 | 3.3 | 2.5 | 605,469,517 | RealEstate:22.5;Comm:16.2;Financials:24.3;Consumer:24.9;Tech:12.1 | US:68.6;EU:7.2;APAC:9.9;EMEA:8.2;LATAM:6.0 | BBB:16.7;CCC:5.9;AA:21.1;AAA:14.9;B:17.6;BB:23.9 | 6.8 | 55 | 277 | 252 | 7.8 | 3.5 | 20 | 55 | 35 | true | true | true | true | 2.18 | -0.11 | 0.12 | Tech:EW | Hedge | SingleName_CDS: +133bps notional | -39 | -3 | DealerC | Electronic | 2 | 92 | -205 | -3 | Sector>limit | Reduce | Sector concentration above limit | 253 | Defer adds pending macro print |
C08299 | CR7453 | 2024-09-15 | Stress | 163 | 771 | 7.5 | -0.7 | 2,086,816,438 | Consumer:13.1;Industrials:11.6;Utilities:45.7;Comm:29.6 | US:63.2;EU:17.7;APAC:12.0;EMEA:6.3;LATAM:0.9 | A:9.9;CCC:20.7;BBB:16.1;AAA:20.5;BB:14.3;B:18.5 | 4.97 | 50 | 153 | 637 | 13.7 | 3.5 | 30 | 55 | 30 | true | true | true | false | 1.59 | -0.15 | 0.57 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | -15 | ECN2 | Electronic | 2 | 90 | 283 | 63 | Region>limit | Hedge | Regional concentration above limit | 108 | Defer adds pending macro print |
C08300 | CR9798 | 2024-03-18 | Calm | 90 | 407 | 4.2 | 2.3 | 2,113,630,915 | Consumer:17.8;Industrials:16.1;RealEstate:10.4;Energy:27.2;Healthcare:28.5 | US:67.7;EU:5.8;APAC:8.1;EMEA:11.8;LATAM:6.6 | CCC:18.4;B:17.4;BB:27.0;AA:37.2 | 6.94 | 24.4 | 224 | 414 | 16.2 | 3.5 | 20 | 45 | 35 | true | true | true | true | -0.26 | 1.49 | -0.01 | RealEstate:EW | Hedge | Treasury_Futures: +142bps notional | -57 | -12 | ECN2 | All2All | 9 | 89 | -203 | -64 | VAR>budget | Reduce | Portfolio VAR above budget | 197 | Rotate into defensive sectors |
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