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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08301 | CR2416 | 2025-07-25 | Tightening | 155 | 393 | 4.4 | 0.9 | 440,024,615 | Comm:16.0;Financials:17.7;Industrials:19.6;Healthcare:11.6;Materials:13.6;Utilities:21.5 | US:66.5;EU:5.7;APAC:13.9;EMEA:8.9;LATAM:5.0 | BBB:36.5;B:10.7;CCC:20.6;AAA:32.2 | 5.76 | 42.1 | 239 | 388 | 16.9 | 3 | 35 | 55 | 25 | false | true | true | true | 0.45 | 0.48 | 0.59 | Financials:EW;Energy:EW | Hedge | iTraxx_MAIN: +117bps notional | -13 | 27 | ECN2 | All2All | 3 | 87 | -95 | -43 | Region>limit | Reduce | Regional concentration above limit | 126 | Rotate into defensive sectors |
C08302 | CR9934 | 2024-08-25 | Stress | 207 | 723 | 6.4 | 0.3 | 1,047,615,706 | Comm:23.5;Utilities:20.8;Tech:14.6;Materials:11.8;Energy:29.4 | US:55.1;EU:17.6;APAC:11.9;EMEA:8.7;LATAM:6.7 | AA:19.7;AAA:27.3;A:28.8;BBB:20.6;BB:3.7 | 3.26 | 51.6 | 331 | 346 | 19.1 | 3.5 | 30 | 35 | 30 | false | true | false | true | 1.01 | 0.28 | -0.12 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | -6 | DealerC | Electronic | 6 | 99 | 253 | 32 | VAR>budget | Hedge | Portfolio VAR above budget | 104 | Tighten HY exposure bands |
C08303 | CR5527 | 2024-05-14 | Calm | 94 | 361 | 3.8 | 2.8 | 525,623,525 | Energy:26.6;Utilities:24.9;Consumer:27.9;RealEstate:20.7 | US:71.0;EU:11.2;APAC:6.5;EMEA:11.1;LATAM:0.3 | BB:16.4;BBB:18.3;AAA:26.1;CCC:39.1 | 2.66 | 57.2 | 196 | 437 | 9.5 | 2.5 | 35 | 55 | 20 | false | true | true | false | 1.51 | 0.06 | 0.34 | Tech:EW;Healthcare:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 6 | DealerB | RFQ | 9 | 90 | -11 | -291 | Sector>limit | Reduce | Sector concentration above limit | 223 | Rotate into defensive sectors |
C08304 | CR4975 | 2025-08-26 | Recovery | 111 | 565 | 5.2 | 1 | 1,138,904,084 | Energy:52.3;RealEstate:16.9;Materials:30.7 | US:64.4;EU:6.9;APAC:6.4;EMEA:14.2;LATAM:8.2 | AAA:23.4;AA:20.9;A:34.2;CCC:21.5 | 6.93 | 23.9 | 245 | 266 | 8 | 4 | 25 | 55 | 20 | true | true | true | true | -0.44 | 1.14 | 0.5 | Healthcare:EW | Hedge | iTraxx_XOVER: +60bps notional | 8 | -9 | DealerC | DealerAxed | 5 | 98 | 153 | 158 | HYCap>limit | Rotate | High-yield share above policy cap | 143 | Rotate into defensive sectors |
C08305 | CR1352 | 2025-04-02 | Recovery | 157 | 529 | 4.5 | 0.5 | 505,142,042 | Tech:35.6;Comm:19.3;Energy:15.1;Financials:29.9 | US:61.3;EU:16.4;APAC:8.5;EMEA:11.4;LATAM:2.4 | B:10.0;CCC:10.4;AAA:29.1;A:20.4;BBB:18.5;BB:11.6 | 0.62 | 20.9 | 212 | 130 | 13.7 | 2.5 | 20 | 35 | 35 | true | true | false | true | 1.75 | 1.65 | -0.34 | Healthcare:EW | Hedge | CDX_IG: +188bps notional | -1 | 40 | DealerC | All2All | 0 | 96 | 141 | -113 | Sector>limit | Reduce | Sector concentration above limit | 97 | Rotate into defensive sectors |
C08306 | CR8305 | 2024-03-14 | Calm | 74 | 396 | 3.3 | 2.6 | 2,176,053,146 | Tech:36.5;Consumer:34.4;Healthcare:29.1 | US:61.2;EU:9.8;APAC:12.3;EMEA:13.6;LATAM:3.0 | A:23.6;BBB:25.2;AA:9.8;B:14.3;AAA:16.6;CCC:10.5 | 1.76 | 43.3 | 160 | 483 | 14.2 | 2 | 25 | 35 | 30 | true | true | false | false | -0.18 | 1.79 | 0.22 | null | Hedge | iTraxx_MAIN: +94bps notional | -18 | -10 | DealerC | Electronic | 8 | 93 | 243 | 24 | HYCap>limit | Hedge | High-yield share above policy cap | 171 | Defer adds pending macro print |
C08307 | CR4568 | 2024-07-25 | Calm | 78 | 369 | 4.4 | 2.6 | 1,212,984,071 | RealEstate:22.9;Materials:19.8;Comm:17.6;Healthcare:5.2;Consumer:21.1;Utilities:13.4 | US:66.1;EU:20.3;APAC:6.5;EMEA:3.8;LATAM:3.3 | CCC:16.7;A:24.3;AA:16.9;AAA:28.1;BBB:14.0 | 3.14 | 64.3 | 205 | 248 | 2.2 | 2.5 | 20 | 35 | 30 | true | true | false | true | -0.19 | 0.65 | -0.27 | Healthcare:EW | Hedge | Options_Payer: +99bps notional | 3 | 40 | DealerA | All2All | 4 | 96 | 219 | -126 | HYCap>limit | Hedge | High-yield share above policy cap | 245 | Tighten HY exposure bands |
C08308 | CR2583 | 2025-07-14 | Stress | 171 | 596 | 7 | -0.7 | 1,169,208,008 | Industrials:28.5;Energy:51.5;Utilities:20.0 | US:64.6;EU:14.1;APAC:9.5;EMEA:7.6;LATAM:4.2 | A:26.2;BBB:35.1;AA:19.2;B:7.5;BB:12.0 | 4.48 | 22.3 | 266 | 376 | 6.9 | 2.5 | 25 | 45 | 20 | true | true | false | true | 1.8 | -0.09 | -0.01 | RealEstate:EW | Hedge | iTraxx_XOVER: +174bps notional | -32 | 14 | ECN2 | DealerAxed | 11 | 87 | 374 | -223 | Region>limit | Rotate | Regional concentration above limit | 90 | Defer adds pending macro print |
C08309 | CR7984 | 2024-11-02 | Recovery | 104 | 507 | 5.6 | 2 | 2,339,768,101 | Tech:18.6;Financials:27.4;Energy:17.6;Consumer:18.4;RealEstate:18.0 | US:71.9;EU:11.2;APAC:8.5;EMEA:8.3;LATAM:0.1 | BBB:16.4;AAA:17.1;AA:11.7;B:12.7;CCC:42.1 | 2.29 | 36.7 | 227 | 356 | 4.6 | 4 | 20 | 35 | 30 | true | true | true | true | 1.01 | -0.01 | 0.12 | Healthcare:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -44 | -6 | DealerB | All2All | 7 | 91 | 63 | 33 | HYCap>limit | Hedge | High-yield share above policy cap | 91 | Escalate watchlist names |
C08310 | CR0470 | 2025-02-19 | Tightening | 91 | 492 | 4.8 | 1.8 | 2,753,898,184 | Tech:20.9;Industrials:40.8;Healthcare:38.3 | US:76.0;EU:6.8;APAC:11.7;EMEA:3.7;LATAM:1.8 | CCC:19.9;A:48.1;BB:14.4;B:17.6 | 1.27 | 30.2 | 149 | 495 | 7.3 | 2 | 35 | 55 | 35 | true | true | true | false | -0.1 | 0.17 | 0.54 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | -11 | DealerA | DealerAxed | 12 | 94 | -146 | -95 | HYCap>limit | Rotate | High-yield share above policy cap | 247 | Tighten HY exposure bands |
C08311 | CR5536 | 2024-02-13 | Stress | 205 | 655 | 5.4 | -0.9 | 1,314,653,247 | Utilities:21.5;Energy:59.8;Tech:18.8 | US:62.2;EU:13.6;APAC:12.4;EMEA:6.7;LATAM:5.0 | B:13.8;AA:39.3;BB:3.2;AAA:43.6 | 6.2 | 42 | 325 | 528 | 20 | 2.5 | 35 | 45 | 25 | true | true | false | true | -0.43 | 1.69 | -0.08 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | -9 | DealerC | All2All | 8 | 88 | -127 | -120 | Sector>limit | Reduce | Sector concentration above limit | 232 | Rotate into defensive sectors |
C08312 | CR0466 | 2024-02-10 | Tightening | 96 | 495 | 4.9 | 1.9 | 398,043,355 | RealEstate:12.1;Industrials:7.0;Comm:18.6;Utilities:28.1;Energy:25.0;Materials:9.3 | US:66.5;EU:7.4;APAC:11.8;EMEA:7.9;LATAM:6.5 | B:9.7;AA:26.5;BB:11.6;CCC:6.7;AAA:45.5 | 1.07 | 49.2 | 155 | 498 | 9.1 | 2.5 | 30 | 45 | 20 | false | true | true | false | -0.24 | -0.11 | 0.22 | Financials:EW | Hedge | SingleName_CDS: +136bps notional | -35 | 37 | DealerB | RFQ | 7 | 95 | -177 | -18 | Sector>limit | Reduce | Sector concentration above limit | 174 | Reviewed by risk; hedges staggered |
C08313 | CR3290 | 2024-03-19 | Recovery | 142 | 478 | 6.5 | 0.3 | 1,273,895,810 | Industrials:8.9;Financials:10.2;Consumer:36.2;Tech:20.6;Healthcare:7.8;Materials:16.2 | US:60.9;EU:16.2;APAC:8.1;EMEA:9.7;LATAM:5.1 | BBB:18.4;A:25.4;B:5.1;AA:37.9;BB:13.3 | 1.56 | 32.5 | 266 | 451 | 9 | 3 | 25 | 35 | 20 | true | true | false | true | 1.23 | 0.97 | -0.37 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | 25 | DealerB | DealerAxed | 12 | 91 | 89 | 28 | Sector>limit | Hedge | Sector concentration above limit | 164 | Defer adds pending macro print |
C08314 | CR5184 | 2025-08-29 | Tightening | 93 | 353 | 5 | 0.6 | 2,704,852,207 | Materials:10.0;Comm:30.7;Healthcare:25.9;Industrials:33.3 | US:62.6;EU:16.8;APAC:10.2;EMEA:9.2;LATAM:1.2 | CCC:7.0;AAA:15.7;AA:32.6;A:21.1;BBB:16.8;B:6.9 | 4.83 | 31.6 | 215 | 410 | 7 | 3 | 30 | 45 | 35 | true | true | false | true | 0.72 | 0.69 | 0.16 | Financials:EW;Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -50 | -15 | DealerA | DealerAxed | 4 | 97 | 358 | -81 | HYCap>limit | Rotate | High-yield share above policy cap | 139 | Rotate into defensive sectors |
C08315 | CR4116 | 2025-04-02 | Tightening | 152 | 484 | 5 | 1.6 | 2,891,153,921 | Healthcare:15.0;Industrials:25.6;Tech:13.8;Financials:26.0;Energy:19.7 | US:73.2;EU:11.8;APAC:8.2;EMEA:4.4;LATAM:2.4 | AAA:13.0;BBB:27.8;CCC:11.2;AA:16.1;A:32.0 | 3.91 | 49.9 | 110 | 204 | 2.1 | 3 | 35 | 35 | 35 | false | true | false | false | 0.42 | 0.05 | 0.02 | null | Hedge | SingleName_CDS: +147bps notional | 2 | 8 | ECN1 | RFQ | 5 | 85 | 208 | -79 | HYCap>limit | Reduce | High-yield share above policy cap | 245 | Reviewed by risk; hedges staggered |
C08316 | CR0297 | 2024-03-24 | Calm | 99 | 310 | 4.4 | 1.9 | 2,058,305,195 | Comm:18.2;Consumer:28.7;Financials:15.5;Healthcare:37.6 | US:62.9;EU:11.4;APAC:8.4;EMEA:10.8;LATAM:6.5 | B:15.2;AA:22.4;BBB:12.4;AAA:22.2;CCC:13.2;A:14.6 | 1.05 | 43.5 | 143 | 183 | 17.7 | 2 | 30 | 45 | 20 | true | true | true | false | 2.38 | 0.83 | -0.21 | Materials:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -1 | 17 | DealerC | DealerAxed | 0 | 98 | 232 | -309 | Region>limit | Hedge | Regional concentration above limit | 255 | Escalate watchlist names |
C08317 | CR8381 | 2024-06-21 | Calm | 113 | 351 | 3.6 | 2.8 | 1,223,853,126 | Comm:22.9;Financials:20.8;Materials:23.2;RealEstate:12.4;Utilities:20.8 | US:62.0;EU:15.2;APAC:8.6;EMEA:9.2;LATAM:5.0 | BBB:19.0;AA:13.4;B:13.4;BB:20.1;CCC:34.1 | 1.83 | 50 | 121 | 247 | 4.6 | 2 | 20 | 45 | 25 | true | true | true | false | 2.4 | 1.28 | -0.36 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | -2 | ECN2 | All2All | 6 | 93 | 129 | -56 | HYCap>limit | Reduce | High-yield share above policy cap | 148 | Reviewed by risk; hedges staggered |
C08318 | CR1520 | 2025-10-07 | Calm | 115 | 295 | 3.5 | 2.9 | 2,933,856,400 | Consumer:35.4;Healthcare:39.6;Materials:25.1 | US:68.4;EU:17.4;APAC:8.5;EMEA:4.0;LATAM:1.7 | B:24.2;CCC:21.0;BBB:10.8;BB:20.2;AA:13.4;A:10.4 | 3.12 | 61.7 | 246 | 423 | 11.7 | 3 | 25 | 55 | 20 | true | true | true | true | -0.12 | -0.15 | 0.12 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | -19 | ECN1 | All2All | 10 | 94 | 228 | -398 | HYCap>limit | Reduce | High-yield share above policy cap | 131 | Tighten HY exposure bands |
C08319 | CR2755 | 2025-08-08 | Calm | 99 | 402 | 3.7 | 2.6 | 1,646,099,442 | RealEstate:26.9;Industrials:9.0;Utilities:20.8;Healthcare:9.3;Energy:11.5;Materials:22.5 | US:70.1;EU:6.9;APAC:6.6;EMEA:10.5;LATAM:5.8 | B:20.7;BB:17.3;A:23.0;BBB:38.9 | 4.85 | 61.7 | 129 | 258 | 17 | 4 | 20 | 55 | 30 | true | true | true | false | 0.22 | 1.31 | -0.25 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 12 | DealerA | DealerAxed | 7 | 91 | 275 | 64 | Region>limit | Hedge | Regional concentration above limit | 182 | Tighten HY exposure bands |
C08320 | CR1338 | 2024-06-15 | Calm | 84 | 293 | 4.2 | 1.9 | 1,945,519,325 | Comm:13.6;Healthcare:21.8;Consumer:17.6;Materials:21.1;Utilities:17.7;Industrials:8.2 | US:64.4;EU:11.6;APAC:7.8;EMEA:8.4;LATAM:7.7 | AA:22.9;A:12.2;BBB:7.6;CCC:33.2;AAA:14.9;B:9.2 | 5.46 | 40.8 | 82 | 200 | 18 | 3 | 30 | 35 | 30 | false | true | true | false | 0.74 | 1.01 | -0.3 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | 25 | ECN2 | Electronic | 9 | 86 | 198 | -299 | HYCap>limit | Rotate | High-yield share above policy cap | 184 | Reviewed by risk; hedges staggered |
C08321 | CR4360 | 2025-08-22 | Stress | 188 | 713 | 5.4 | -1.5 | 202,441,161 | Consumer:15.8;Energy:27.0;Healthcare:8.5;Comm:22.6;RealEstate:14.7;Tech:11.5 | US:65.9;EU:13.9;APAC:11.9;EMEA:5.9;LATAM:2.4 | B:10.8;A:29.6;CCC:15.1;AA:44.5 | 3.9 | 22.3 | 317 | 279 | 11.6 | 3.5 | 25 | 35 | 30 | true | true | false | true | 0.52 | 0.07 | 0.41 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | -4 | DealerB | RFQ | 12 | 99 | 410 | -99 | VAR>budget | Hedge | Portfolio VAR above budget | 217 | Rotate into defensive sectors |
C08322 | CR6414 | 2025-05-18 | Calm | 69 | 385 | 4.4 | 2.3 | 1,290,880,147 | Comm:30.1;Energy:27.5;Materials:16.4;RealEstate:26.0 | US:64.1;EU:12.1;APAC:15.6;EMEA:4.9;LATAM:3.3 | AA:41.0;AAA:22.0;CCC:25.2;B:11.8 | 0.75 | 50.1 | 186 | 383 | 2.2 | 3 | 20 | 45 | 25 | true | true | true | false | 1.78 | 0.1 | 0.02 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -31 | -20 | DealerB | All2All | 3 | 93 | 291 | -136 | Region>limit | Reduce | Regional concentration above limit | 101 | Defer adds pending macro print |
C08323 | CR8523 | 2025-04-02 | Stress | 242 | 657 | 5.3 | -1.1 | 464,391,702 | Energy:41.2;Industrials:26.4;Utilities:32.4 | US:57.0;EU:16.4;APAC:13.1;EMEA:8.6;LATAM:4.9 | BB:25.4;AAA:23.6;CCC:14.2;AA:13.2;B:23.6 | 7.13 | 57.5 | 307 | 409 | 18 | 4 | 25 | 35 | 25 | true | true | true | true | -0.3 | -0.02 | 0.59 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | 9 | ECN1 | RFQ | 9 | 99 | 201 | -400 | HYCap>limit | Hedge | High-yield share above policy cap | 226 | Escalate watchlist names |
C08324 | CR4450 | 2025-03-19 | Tightening | 149 | 437 | 4.2 | 0.9 | 1,386,014,730 | Materials:11.9;Energy:12.2;Financials:20.2;Industrials:17.6;Consumer:16.3;Utilities:21.8 | US:64.1;EU:18.0;APAC:6.3;EMEA:11.5;LATAM:0.1 | B:19.3;AAA:23.9;BBB:11.4;CCC:35.5;A:10.0 | 3.42 | 51.8 | 137 | 290 | 9.5 | 3.5 | 25 | 55 | 20 | false | true | true | false | 1.41 | 0.62 | 0.37 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -2 | -5 | ECN2 | Electronic | 5 | 92 | 117 | 157 | Sector>limit | Hedge | Sector concentration above limit | 242 | Reviewed by risk; hedges staggered |
C08325 | CR0405 | 2025-11-06 | Recovery | 166 | 591 | 5.5 | 0.1 | 464,006,086 | Comm:21.1;Healthcare:15.7;Tech:8.6;Industrials:22.0;Financials:23.0;Utilities:9.6 | US:69.0;EU:5.3;APAC:11.1;EMEA:8.8;LATAM:5.8 | AAA:20.2;A:24.5;B:10.1;AA:15.4;CCC:29.8 | 0.84 | 40.8 | 113 | 393 | 15.4 | 4 | 25 | 35 | 35 | false | true | true | false | 0.21 | -0.17 | 0.18 | null | Hedge | CDX_HY: +179bps notional | -32 | 9 | ECN1 | DealerAxed | 3 | 91 | -69 | -405 | HYCap>limit | Reduce | High-yield share above policy cap | 203 | Escalate watchlist names |
C08326 | CR8249 | 2025-11-30 | Calm | 116 | 320 | 3.7 | 2 | 2,235,898,618 | RealEstate:62.4;Materials:19.9;Comm:17.7 | US:69.0;EU:11.4;APAC:9.5;EMEA:6.6;LATAM:3.5 | AA:48.5;A:16.3;CCC:19.0;AAA:16.2 | 0.57 | 30.6 | 85 | 222 | 9.6 | 2 | 30 | 45 | 20 | true | true | false | false | -0.31 | 0.9 | 0.48 | Materials:EW | Hedge | SingleName_CDS: +101bps notional | 4 | -17 | DealerC | All2All | 7 | 100 | 66 | -113 | Sector>limit | Reduce | Sector concentration above limit | 126 | Reviewed by risk; hedges staggered |
C08327 | CR4976 | 2024-12-13 | Tightening | 141 | 406 | 4.5 | 1.8 | 1,872,067,863 | Tech:16.8;Energy:23.6;Industrials:17.0;Consumer:14.2;Utilities:8.1;RealEstate:20.3 | US:62.9;EU:16.0;APAC:6.1;EMEA:9.2;LATAM:5.9 | B:27.6;CCC:25.2;BB:25.5;A:21.7 | 5.68 | 26.7 | 100 | 275 | 10.6 | 3 | 35 | 35 | 25 | false | true | true | false | 1.01 | 0.38 | 0.14 | Healthcare:EW | Hedge | SingleName_CDS: +200bps notional | -27 | 10 | DealerA | RFQ | 10 | 85 | -53 | -266 | HYCap>limit | PauseAdds | High-yield share above policy cap | 210 | Rotate into defensive sectors |
C08328 | CR9240 | 2024-01-24 | Calm | 86 | 384 | 3.8 | 2.7 | 2,307,545,863 | Financials:26.2;Comm:24.6;Materials:49.1 | US:70.7;EU:5.0;APAC:11.0;EMEA:10.2;LATAM:3.1 | CCC:15.0;A:21.6;AA:19.2;BB:9.1;B:13.2;AAA:21.9 | 6.92 | 31.1 | 81 | 445 | 16 | 2.5 | 20 | 55 | 30 | true | true | true | false | 2.37 | -0.15 | -0.14 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 27 | ECN1 | RFQ | 8 | 96 | -39 | -293 | Sector>limit | Reduce | Sector concentration above limit | 184 | Defer adds pending macro print |
C08329 | CR6452 | 2025-12-13 | Tightening | 135 | 373 | 4.5 | 0.6 | 414,170,927 | Industrials:7.3;Energy:12.9;Tech:22.7;Healthcare:20.7;Financials:19.7;Utilities:16.7 | US:71.3;EU:8.2;APAC:10.2;EMEA:9.1;LATAM:1.1 | AAA:33.8;BBB:12.9;A:15.5;B:8.9;CCC:13.1;AA:15.9 | 1 | 41.8 | 119 | 164 | 16.3 | 4 | 25 | 45 | 20 | false | true | true | false | 0.26 | 1.53 | 0.31 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 4 | DealerC | RFQ | 3 | 97 | -115 | -406 | Sector>limit | Reduce | Sector concentration above limit | 245 | Rotate into defensive sectors |
C08330 | CR7656 | 2025-01-17 | Calm | 118 | 291 | 3.9 | 2.5 | 1,477,884,806 | Materials:26.3;Healthcare:7.5;Tech:17.9;Comm:27.4;Energy:20.9 | US:60.8;EU:8.9;APAC:15.8;EMEA:10.5;LATAM:4.0 | B:11.0;AAA:7.2;BBB:18.2;AA:21.5;CCC:26.3;BB:15.8 | 6.77 | 62.7 | 152 | 275 | 17.4 | 3.5 | 25 | 55 | 25 | true | true | true | false | 1.2 | 0.17 | -0.13 | Energy:EW | Hedge | iTraxx_MAIN: +133bps notional | 14 | 21 | DealerA | Electronic | 6 | 88 | 7 | -456 | VAR>budget | Reduce | Portfolio VAR above budget | 165 | Rotate into defensive sectors |
C08331 | CR7184 | 2024-12-25 | Calm | 114 | 326 | 4.2 | 2.3 | 456,649,307 | Financials:26.5;Comm:18.5;RealEstate:12.5;Consumer:42.5 | US:73.9;EU:6.0;APAC:7.8;EMEA:5.9;LATAM:6.3 | BB:18.8;AA:17.9;CCC:14.5;AAA:12.3;BBB:18.8;A:17.7 | 1.13 | 46.8 | 251 | 519 | 7.6 | 2 | 30 | 35 | 30 | true | true | true | true | 0.46 | 0.84 | -0.29 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 3 | -20 | DealerA | DealerAxed | 1 | 95 | 437 | -346 | HYCap>limit | Reduce | High-yield share above policy cap | 206 | Defer adds pending macro print |
C08332 | CR8198 | 2025-08-07 | Recovery | 145 | 500 | 5.5 | 1.1 | 1,740,563,057 | RealEstate:30.3;Consumer:19.4;Industrials:27.7;Financials:22.7 | US:57.7;EU:15.1;APAC:16.9;EMEA:6.8;LATAM:3.6 | AAA:11.6;CCC:13.9;BB:14.7;BBB:33.1;B:10.9;A:15.7 | 5.11 | 22.7 | 250 | 453 | 7.6 | 2 | 30 | 45 | 20 | true | true | true | true | 2.11 | 1.06 | 0.06 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | -8 | DealerB | RFQ | 12 | 90 | -61 | 168 | HYCap>limit | Reduce | High-yield share above policy cap | 166 | Rotate into defensive sectors |
C08333 | CR8863 | 2025-11-08 | Calm | 110 | 297 | 3.6 | 2.2 | 2,645,651,202 | Industrials:13.0;Consumer:13.9;Financials:14.5;Healthcare:30.1;Utilities:28.4 | US:70.4;EU:10.2;APAC:8.5;EMEA:7.3;LATAM:3.7 | A:33.1;AA:13.1;B:33.7;CCC:20.1 | 5.22 | 25.3 | 92 | 121 | 13.7 | 2.5 | 35 | 35 | 20 | false | true | true | false | 2.09 | 0.5 | 0.44 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 44 | DealerA | Electronic | 8 | 96 | -6 | 6 | Sector>limit | Reduce | Sector concentration above limit | 158 | Tighten HY exposure bands |
C08334 | CR6138 | 2024-09-04 | Stress | 227 | 717 | 7.1 | -0.4 | 672,831,029 | Utilities:15.1;RealEstate:29.6;Energy:8.7;Tech:12.8;Materials:33.8 | US:69.1;EU:8.8;APAC:8.2;EMEA:13.6;LATAM:0.3 | AA:38.8;BB:16.2;BBB:21.6;AAA:23.4 | 3.98 | 37.6 | 361 | 335 | 13.3 | 3.5 | 25 | 55 | 30 | true | true | false | true | -0.49 | 0.77 | -0.37 | Utilities:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 35 | ECN1 | Electronic | 10 | 86 | 359 | -69 | HYCap>limit | Hedge | High-yield share above policy cap | 174 | Defer adds pending macro print |
C08335 | CR9229 | 2025-04-23 | Tightening | 115 | 480 | 4.4 | 1.3 | 1,764,515,144 | Healthcare:9.0;Utilities:19.6;Energy:15.5;RealEstate:19.4;Consumer:18.0;Comm:18.4 | US:57.8;EU:20.2;APAC:7.6;EMEA:13.4;LATAM:1.0 | B:10.5;AAA:32.0;BBB:38.8;BB:18.6 | 6.47 | 47.1 | 218 | 501 | 7.2 | 3.5 | 20 | 35 | 20 | false | true | true | true | 1.5 | 0.48 | -0.19 | null | Hedge | iTraxx_MAIN: +189bps notional | -57 | -11 | ECN2 | DealerAxed | 2 | 96 | 3 | 10 | HYCap>limit | Hedge | High-yield share above policy cap | 201 | Defer adds pending macro print |
C08336 | CR1350 | 2025-02-01 | Tightening | 120 | 402 | 4.3 | 1.5 | 1,097,030,885 | RealEstate:23.5;Healthcare:23.4;Financials:27.0;Comm:11.7;Utilities:14.4 | US:60.5;EU:16.1;APAC:7.1;EMEA:8.9;LATAM:7.4 | AAA:45.0;B:7.2;A:24.8;CCC:23.1 | 1 | 20.9 | 125 | 486 | 15.8 | 2 | 20 | 45 | 20 | true | true | true | false | -0.3 | 0.86 | 0.05 | Healthcare:EW | Hedge | CDX_IG: +76bps notional | -40 | -21 | ECN1 | Electronic | 6 | 85 | 52 | 103 | VAR>budget | Reduce | Portfolio VAR above budget | 181 | Tighten HY exposure bands |
C08337 | CR4293 | 2025-05-08 | Stress | 233 | 624 | 5.3 | -0.1 | 2,183,573,851 | Energy:18.5;Healthcare:15.4;Tech:21.6;Comm:16.7;Financials:19.8;Industrials:8.0 | US:67.1;EU:15.3;APAC:6.5;EMEA:6.1;LATAM:5.0 | AA:27.4;BB:13.0;AAA:46.6;CCC:13.0 | 4.64 | 26.6 | 179 | 467 | 20.6 | 4 | 20 | 45 | 35 | true | true | false | false | 1.65 | 1.37 | 0.36 | RealEstate:EW;Healthcare:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | 28 | DealerC | Electronic | 6 | 100 | 70 | -384 | Region>limit | Reduce | Regional concentration above limit | 121 | Rotate into defensive sectors |
C08338 | CR5523 | 2024-10-23 | Tightening | 158 | 474 | 4 | 1.4 | 224,482,040 | Comm:24.4;Tech:11.0;Energy:28.7;Materials:13.4;Consumer:12.2;Healthcare:10.3 | US:64.6;EU:9.2;APAC:11.0;EMEA:9.1;LATAM:6.1 | CCC:23.6;AAA:16.1;BB:21.5;AA:19.9;A:12.9;BBB:5.9 | 7.06 | 54.6 | 143 | 370 | 11.5 | 3.5 | 35 | 35 | 35 | false | true | true | false | 1.33 | 1.5 | -0.09 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | -21 | DealerC | DealerAxed | 8 | 92 | 410 | 77 | HYCap>limit | Rotate | High-yield share above policy cap | 205 | Reviewed by risk; hedges staggered |
C08339 | CR3933 | 2024-04-11 | Calm | 68 | 335 | 3.4 | 2.3 | 2,160,951,691 | Energy:20.5;RealEstate:10.6;Financials:27.7;Tech:22.2;Utilities:19.0 | US:57.0;EU:12.6;APAC:12.6;EMEA:11.3;LATAM:6.6 | AA:25.3;A:28.6;CCC:23.1;BBB:23.1 | 5.04 | 57.2 | 224 | 289 | 3.5 | 2 | 35 | 35 | 35 | false | true | false | true | 0.5 | 0.62 | -0.06 | Materials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -43 | -6 | DealerC | RFQ | 10 | 90 | 388 | -90 | HYCap>limit | Reduce | High-yield share above policy cap | 184 | Reviewed by risk; hedges staggered |
C08340 | CR5214 | 2024-09-11 | Recovery | 161 | 628 | 6.2 | 1.2 | 2,963,822,069 | Financials:15.0;RealEstate:18.0;Energy:6.2;Tech:18.7;Industrials:20.5;Comm:21.6 | US:74.9;EU:6.2;APAC:11.8;EMEA:7.0;LATAM:0.1 | BBB:11.9;AAA:10.3;BB:24.9;AA:17.1;B:35.9 | 7.24 | 60.5 | 234 | 411 | 7.6 | 2.5 | 35 | 45 | 35 | false | true | true | true | 2.04 | -0.29 | 0.23 | Comm:EW;Healthcare:EW | Hedge | iTraxx_XOVER: +130bps notional | -53 | 40 | ECN2 | Electronic | 4 | 85 | 238 | -162 | Sector>limit | Rotate | Sector concentration above limit | 194 | Escalate watchlist names |
C08341 | CR0033 | 2025-08-03 | Tightening | 137 | 517 | 4.4 | 1.1 | 1,964,642,558 | Comm:25.6;RealEstate:28.0;Healthcare:38.0;Materials:8.4 | US:62.0;EU:17.4;APAC:12.0;EMEA:6.6;LATAM:2.0 | CCC:15.3;BBB:15.8;A:19.6;AAA:15.2;B:18.2;AA:15.8 | 6.88 | 48.7 | 102 | 519 | 10.5 | 3.5 | 25 | 55 | 20 | true | true | true | false | -0.21 | 1.37 | -0.35 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | -1 | ECN2 | DealerAxed | 5 | 88 | 311 | -43 | HYCap>limit | Rotate | High-yield share above policy cap | 110 | Rotate into defensive sectors |
C08342 | CR9819 | 2024-11-17 | Stress | 172 | 750 | 7.4 | -1 | 343,346,180 | Healthcare:33.3;Comm:50.1;Financials:16.6 | US:73.5;EU:6.8;APAC:10.3;EMEA:8.1;LATAM:1.3 | AAA:22.4;B:11.4;A:26.0;CCC:21.6;AA:12.2;BB:6.3 | 6.76 | 51.5 | 325 | 378 | 16.5 | 4 | 35 | 55 | 35 | true | true | true | true | -0 | 1.04 | 0.23 | null | Hedge | CDX_HY: +181bps notional | -50 | 43 | DealerC | Electronic | 3 | 98 | 366 | 168 | VAR>budget | Reduce | Portfolio VAR above budget | 160 | Defer adds pending macro print |
C08343 | CR8928 | 2025-11-03 | Recovery | 155 | 528 | 4.7 | 0.2 | 2,960,259,928 | Tech:37.8;Industrials:14.4;RealEstate:19.0;Healthcare:28.9 | US:65.7;EU:8.1;APAC:10.3;EMEA:6.3;LATAM:9.5 | CCC:26.1;BB:19.8;A:24.4;BBB:10.0;AAA:11.8;AA:7.8 | 2.76 | 45.3 | 206 | 325 | 15.1 | 3.5 | 35 | 55 | 20 | true | true | true | true | -0.03 | 0.95 | -0.16 | Healthcare:EW;Industrials:EW | Hedge | iTraxx_XOVER: +184bps notional | -8 | -20 | ECN2 | All2All | 11 | 99 | 322 | -47 | Sector>limit | Rotate | Sector concentration above limit | 90 | Escalate watchlist names |
C08344 | CR6907 | 2024-08-26 | Tightening | 96 | 425 | 4 | 1.9 | 1,234,506,909 | Financials:46.9;Consumer:23.2;Tech:29.9 | US:67.8;EU:11.7;APAC:8.5;EMEA:10.4;LATAM:1.7 | BB:23.1;CCC:16.2;B:6.3;BBB:13.8;A:30.8;AA:9.8 | 3.76 | 29.4 | 235 | 266 | 3 | 3 | 30 | 35 | 20 | true | true | true | true | 0.1 | 0.58 | 0.41 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 18 | DealerB | DealerAxed | 6 | 98 | 181 | -59 | Sector>limit | Reduce | Sector concentration above limit | 212 | Escalate watchlist names |
C08345 | CR5753 | 2025-02-03 | Stress | 248 | 674 | 8 | -1.4 | 759,170,032 | RealEstate:12.1;Healthcare:46.1;Industrials:29.1;Comm:12.7 | US:72.4;EU:10.8;APAC:9.0;EMEA:7.7;LATAM:0.2 | AA:21.3;B:25.7;CCC:15.9;A:37.2 | 3.8 | 41.7 | 257 | 238 | 17.3 | 4 | 30 | 35 | 30 | true | true | true | true | 2.08 | 1.77 | 0.59 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | -9 | DealerA | All2All | 7 | 89 | 306 | -37 | VAR>budget | Hedge | Portfolio VAR above budget | 256 | Defer adds pending macro print |
C08346 | CR0816 | 2025-02-09 | Recovery | 125 | 431 | 4.6 | -0 | 1,031,524,469 | Industrials:7.8;Financials:11.1;Utilities:11.5;RealEstate:23.6;Materials:21.0;Healthcare:25.1 | US:59.7;EU:18.7;APAC:8.0;EMEA:9.1;LATAM:4.6 | BBB:31.5;AA:20.1;A:17.9;B:30.5 | 5.75 | 20.6 | 85 | 132 | 12.8 | 4 | 25 | 55 | 35 | true | true | false | false | 2.35 | 0.38 | -0.34 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | -4 | DealerB | DealerAxed | 2 | 89 | -28 | -353 | Sector>limit | Reduce | Sector concentration above limit | 165 | Tighten HY exposure bands |
C08347 | CR8856 | 2024-10-24 | Stress | 146 | 756 | 5.6 | 0 | 2,039,496,154 | Comm:64.2;Healthcare:20.7;Energy:15.1 | US:59.7;EU:21.2;APAC:5.9;EMEA:9.5;LATAM:3.6 | BB:9.2;A:29.1;B:7.4;CCC:2.5;AAA:12.2;AA:39.6 | 1.29 | 40.8 | 338 | 296 | 15.2 | 2.5 | 25 | 45 | 35 | true | true | false | true | 0.83 | 1.62 | 0.6 | Industrials:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 33 | ECN1 | RFQ | 8 | 98 | 116 | -66 | VAR>budget | Rotate | Portfolio VAR above budget | 107 | Defer adds pending macro print |
C08348 | CR2007 | 2025-07-24 | Calm | 75 | 390 | 4 | 1.6 | 523,929,102 | RealEstate:51.1;Financials:31.0;Comm:17.9 | US:76.7;EU:6.6;APAC:6.1;EMEA:10.0;LATAM:0.6 | B:8.2;AAA:28.5;BBB:29.0;BB:12.0;A:22.3 | 5.63 | 29.5 | 115 | 122 | 14.9 | 2.5 | 20 | 55 | 20 | true | true | true | false | 0.2 | 0.55 | 0.11 | Healthcare:EW | Hedge | SingleName_CDS: +167bps notional | -44 | -10 | DealerB | All2All | 0 | 88 | 244 | -244 | Region>limit | Hedge | Regional concentration above limit | 228 | Tighten HY exposure bands |
C08349 | CR8283 | 2025-04-30 | Recovery | 120 | 478 | 5.9 | 2 | 2,573,889,007 | Tech:12.7;RealEstate:17.7;Comm:24.4;Utilities:33.0;Industrials:12.2 | US:74.2;EU:8.5;APAC:10.7;EMEA:6.0;LATAM:0.6 | BB:28.4;AAA:40.7;BBB:20.9;B:10.0 | 4.63 | 20.3 | 182 | 319 | 13.2 | 4 | 25 | 45 | 30 | true | true | true | false | 2.37 | 0.85 | 0.1 | Healthcare:EW;Industrials:EW | Hedge | Treasury_Futures: +61bps notional | -7 | -18 | DealerB | All2All | 10 | 89 | 201 | 127 | VAR>budget | Hedge | Portfolio VAR above budget | 216 | Tighten HY exposure bands |
C08350 | CR7314 | 2025-11-28 | Stress | 198 | 747 | 6.7 | -1 | 835,695,368 | Healthcare:17.0;Materials:15.8;Tech:14.5;Financials:10.3;Energy:22.7;Consumer:19.8 | US:72.1;EU:5.0;APAC:12.9;EMEA:8.3;LATAM:1.7 | BB:10.6;AAA:13.1;BBB:38.3;A:38.0 | 1.43 | 44.2 | 297 | 597 | 14.5 | 2.5 | 20 | 45 | 20 | true | true | false | true | 1.8 | 1.3 | 0.53 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 20 | DealerA | Electronic | 8 | 98 | 203 | 125 | VAR>budget | Hedge | Portfolio VAR above budget | 185 | Rotate into defensive sectors |
C08351 | CR3338 | 2024-09-10 | Recovery | 163 | 523 | 6.1 | 0.9 | 89,965,436 | Consumer:19.1;Energy:39.3;Healthcare:13.2;Utilities:28.4 | US:67.1;EU:6.4;APAC:16.5;EMEA:6.0;LATAM:4.0 | A:39.9;B:19.0;BBB:26.8;AAA:14.3 | 0.53 | 40.8 | 86 | 332 | 2.8 | 3.5 | 30 | 55 | 30 | true | true | false | false | 0.79 | 1.37 | 0.06 | Consumer:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 32 | ECN1 | All2All | 9 | 96 | -101 | -350 | VAR>budget | Reduce | Portfolio VAR above budget | 237 | Defer adds pending macro print |
C08352 | CR3934 | 2025-12-20 | Recovery | 161 | 452 | 5.7 | 1.5 | 2,327,854,368 | Consumer:9.4;Tech:35.1;Utilities:17.1;Comm:38.4 | US:65.0;EU:15.7;APAC:6.5;EMEA:6.8;LATAM:6.0 | BB:12.5;CCC:17.4;B:16.9;A:11.4;BBB:13.6;AA:28.2 | 1.24 | 20.5 | 159 | 397 | 12.5 | 4 | 20 | 55 | 25 | true | true | true | false | 1 | 0.77 | -0.34 | Utilities:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 17 | DealerA | RFQ | 8 | 98 | 334 | -346 | VAR>budget | Hedge | Portfolio VAR above budget | 182 | Tighten HY exposure bands |
C08353 | CR3667 | 2024-02-22 | Calm | 78 | 396 | 3.8 | 1.5 | 724,962,682 | Tech:23.8;Materials:24.9;Energy:11.6;Industrials:22.6;Financials:17.1 | US:72.6;EU:13.6;APAC:8.4;EMEA:2.9;LATAM:2.5 | BBB:15.9;A:20.5;B:14.9;CCC:8.6;AA:23.6;AAA:16.4 | 0.82 | 26.9 | 102 | 158 | 2.6 | 3.5 | 20 | 35 | 35 | true | true | false | false | 1.79 | -0.3 | 0.01 | Consumer:EW | Hedge | Treasury_Futures: +94bps notional | 14 | -15 | DealerC | Electronic | 5 | 98 | -68 | -420 | VAR>budget | Hedge | Portfolio VAR above budget | 150 | Tighten HY exposure bands |
C08354 | CR6953 | 2025-01-25 | Recovery | 110 | 640 | 6 | 1.2 | 918,207,120 | Materials:29.0;RealEstate:32.2;Consumer:10.3;Healthcare:28.5 | US:58.8;EU:18.1;APAC:5.5;EMEA:11.4;LATAM:6.2 | B:7.9;AAA:40.3;A:23.5;CCC:9.8;BBB:18.5 | 1.36 | 25.7 | 168 | 381 | 3 | 2.5 | 20 | 35 | 35 | true | true | false | false | 1.58 | 0.82 | -0.06 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 22 | ECN1 | DealerAxed | 1 | 98 | 265 | -174 | VAR>budget | Rotate | Portfolio VAR above budget | 107 | Defer adds pending macro print |
C08355 | CR8216 | 2025-11-18 | Recovery | 147 | 549 | 5.8 | 0.7 | 632,338,901 | Energy:19.1;RealEstate:17.8;Comm:13.9;Utilities:11.3;Healthcare:19.5;Materials:18.5 | US:58.1;EU:14.7;APAC:13.8;EMEA:6.0;LATAM:7.4 | AAA:21.3;B:37.9;A:13.2;AA:12.6;CCC:15.1 | 1.74 | 46.9 | 257 | 406 | 17.4 | 3.5 | 35 | 35 | 25 | false | true | true | true | 0.44 | 1.53 | 0.34 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | -3 | ECN2 | DealerAxed | 9 | 91 | 286 | -95 | Region>limit | Rotate | Regional concentration above limit | 237 | Escalate watchlist names |
C08356 | CR4509 | 2025-08-06 | Calm | 95 | 406 | 4.4 | 1.8 | 221,341,902 | Comm:51.6;Consumer:14.4;Utilities:34.0 | US:63.3;EU:13.1;APAC:12.6;EMEA:9.9;LATAM:1.1 | AAA:16.6;BB:27.5;BBB:5.8;AA:17.0;A:17.9;CCC:15.2 | 5.44 | 23.3 | 171 | 339 | 16.8 | 2 | 30 | 45 | 20 | true | true | true | false | 0.51 | 1.62 | 0.12 | null | Hedge | SingleName_CDS: +60bps notional | -39 | 42 | ECN1 | RFQ | 5 | 89 | 192 | -229 | Sector>limit | PauseAdds | Sector concentration above limit | 192 | Escalate watchlist names |
C08357 | CR9706 | 2024-10-01 | Recovery | 132 | 510 | 5.7 | 0.3 | 2,130,578,684 | Consumer:23.4;RealEstate:38.7;Industrials:23.9;Comm:14.0 | US:62.7;EU:13.5;APAC:10.5;EMEA:11.0;LATAM:2.3 | AAA:14.0;AA:17.0;CCC:32.1;B:13.3;BBB:23.7 | 2.63 | 22 | 107 | 419 | 4.9 | 2 | 30 | 45 | 35 | true | true | true | false | 0.24 | 0.16 | 0.32 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 28 | ECN1 | Electronic | 0 | 91 | 87 | -136 | VAR>budget | Reduce | Portfolio VAR above budget | 237 | Defer adds pending macro print |
C08358 | CR6166 | 2024-02-14 | Stress | 162 | 606 | 7.2 | -0.7 | 2,497,235,270 | Comm:49.6;Industrials:29.9;Consumer:20.6 | US:67.8;EU:8.8;APAC:11.7;EMEA:6.8;LATAM:4.9 | BBB:12.7;CCC:6.7;BB:16.0;AAA:9.8;AA:32.1;A:22.7 | 0.42 | 61.7 | 160 | 489 | 12.3 | 2.5 | 20 | 45 | 30 | true | true | false | false | -0.49 | 1.43 | -0.2 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | 32 | DealerA | All2All | 10 | 99 | 210 | 92 | Region>limit | Hedge | Regional concentration above limit | 174 | Escalate watchlist names |
C08359 | CR7526 | 2024-09-16 | Recovery | 164 | 485 | 5.1 | 1.3 | 705,931,758 | Energy:25.8;Tech:19.6;RealEstate:31.6;Consumer:23.1 | US:62.0;EU:15.4;APAC:6.6;EMEA:9.0;LATAM:7.0 | BBB:20.1;B:24.7;BB:30.1;CCC:6.5;A:18.6 | 4.38 | 48.8 | 275 | 431 | 16.7 | 2 | 25 | 45 | 30 | true | true | true | true | 1.99 | 0.85 | 0.22 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 11 | -24 | ECN2 | RFQ | 6 | 89 | -68 | -254 | Sector>limit | Hedge | Sector concentration above limit | 141 | Rotate into defensive sectors |
C08360 | CR8316 | 2025-06-29 | Tightening | 107 | 397 | 3.8 | 1.7 | 839,918,279 | Utilities:40.9;Consumer:12.1;RealEstate:24.9;Energy:22.2 | US:77.6;EU:5.6;APAC:12.6;EMEA:4.3;LATAM:0.0 | CCC:10.4;AAA:29.0;BBB:28.1;BB:8.1;AA:24.4 | 1.32 | 52.9 | 134 | 481 | 9.2 | 2.5 | 20 | 45 | 25 | true | true | false | false | 0.43 | 1.15 | -0.02 | Tech:EW | Hedge | iTraxx_MAIN: +160bps notional | -51 | -1 | DealerC | All2All | 1 | 96 | 201 | 98 | Sector>limit | Hedge | Sector concentration above limit | 95 | Reviewed by risk; hedges staggered |
C08361 | CR5627 | 2024-10-22 | Calm | 113 | 364 | 4.2 | 2.8 | 286,591,523 | RealEstate:25.8;Tech:30.9;Comm:21.8;Utilities:21.5 | US:67.7;EU:9.9;APAC:11.3;EMEA:8.6;LATAM:2.5 | A:16.2;B:24.0;AAA:30.5;CCC:9.0;AA:20.2 | 1.16 | 39.1 | 248 | 198 | 10.3 | 2.5 | 20 | 35 | 25 | true | true | true | true | 1.31 | 0.55 | -0.15 | Industrials:EW;Tech:EW | Hedge | iTraxx_MAIN: +121bps notional | -54 | 37 | DealerB | All2All | 4 | 98 | -150 | 85 | Region>limit | Hedge | Regional concentration above limit | 198 | Defer adds pending macro print |
C08362 | CR8528 | 2024-10-27 | Calm | 85 | 410 | 4.3 | 1.8 | 2,007,720,962 | RealEstate:25.0;Industrials:20.1;Consumer:28.3;Energy:8.5;Utilities:18.2 | US:59.3;EU:11.5;APAC:12.3;EMEA:9.4;LATAM:7.4 | BBB:40.5;AAA:12.3;CCC:20.3;A:26.9 | 3.9 | 47.1 | 236 | 218 | 3.1 | 3.5 | 30 | 45 | 25 | false | true | false | true | 1.18 | 0.67 | -0.38 | Tech:EW | Hedge | SingleName_CDS: +129bps notional | -14 | 8 | ECN1 | Electronic | 11 | 91 | 297 | -389 | Sector>limit | Reduce | Sector concentration above limit | 242 | Escalate watchlist names |
C08363 | CR1392 | 2025-07-20 | Recovery | 136 | 537 | 5.5 | 1.4 | 2,681,704,808 | Energy:17.0;Tech:16.1;Industrials:37.9;Comm:29.0 | US:75.8;EU:8.3;APAC:8.9;EMEA:5.8;LATAM:1.2 | BBB:35.8;B:12.2;BB:2.6;AAA:11.5;AA:37.9 | 2.47 | 27.5 | 130 | 327 | 11.2 | 3 | 25 | 45 | 35 | true | true | false | false | 0.51 | -0.17 | 0.28 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 0 | ECN1 | RFQ | 2 | 90 | 275 | -352 | Sector>limit | Reduce | Sector concentration above limit | 100 | Escalate watchlist names |
C08364 | CR3518 | 2025-04-16 | Recovery | 146 | 564 | 6.4 | 1.4 | 1,998,697,457 | Healthcare:21.9;Industrials:11.1;Comm:9.0;Energy:31.3;RealEstate:12.8;Tech:13.8 | US:59.5;EU:16.9;APAC:7.9;EMEA:10.0;LATAM:5.7 | AAA:16.9;B:16.6;A:22.8;BB:27.4;BBB:16.3 | 0.82 | 43.4 | 129 | 366 | 13.5 | 2.5 | 35 | 55 | 35 | false | true | true | false | 0.33 | 1.3 | 0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -24 | ECN1 | RFQ | 10 | 91 | -169 | 56 | Sector>limit | Hedge | Sector concentration above limit | 131 | Tighten HY exposure bands |
C08365 | CR7223 | 2024-01-09 | Calm | 85 | 351 | 4.1 | 2.1 | 1,467,123,244 | Energy:14.5;Materials:13.0;Healthcare:28.8;Comm:11.5;Utilities:23.4;Tech:8.8 | US:64.6;EU:16.6;APAC:7.6;EMEA:7.4;LATAM:3.9 | CCC:6.1;BBB:32.5;AA:16.9;AAA:32.7;BB:6.0;B:5.9 | 5.33 | 62.6 | 250 | 430 | 16.7 | 2.5 | 30 | 45 | 30 | false | true | false | true | 1.17 | 1.7 | -0.18 | Energy:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 41 | DealerA | Electronic | 4 | 93 | 314 | -300 | VAR>budget | Hedge | Portfolio VAR above budget | 129 | Tighten HY exposure bands |
C08366 | CR1798 | 2025-03-23 | Recovery | 118 | 650 | 4.6 | 1.1 | 2,912,823,525 | Industrials:18.7;Financials:11.3;Utilities:8.9;Tech:21.7;Materials:18.4;Comm:20.9 | US:58.8;EU:13.3;APAC:13.0;EMEA:11.4;LATAM:3.5 | AA:14.2;BB:25.5;BBB:14.1;CCC:35.1;A:11.0 | 1.86 | 27.2 | 90 | 432 | 7.8 | 3 | 30 | 35 | 20 | false | true | true | false | 0.27 | 1.16 | 0.12 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 6 | 19 | ECN1 | All2All | 10 | 89 | -14 | 90 | Region>limit | Rotate | Regional concentration above limit | 157 | Tighten HY exposure bands |
C08367 | CR3828 | 2025-07-23 | Calm | 67 | 326 | 4.4 | 3 | 76,487,056 | Comm:17.2;Healthcare:24.4;RealEstate:7.7;Utilities:16.9;Tech:20.6;Energy:13.2 | US:67.9;EU:6.7;APAC:8.3;EMEA:9.8;LATAM:7.2 | AAA:18.4;BBB:16.6;BB:21.5;AA:11.3;A:19.6;B:12.7 | 6.38 | 52.6 | 226 | 389 | 11.5 | 3 | 20 | 35 | 30 | true | true | true | true | 2.3 | 0.71 | 0.15 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 31 | ECN2 | RFQ | 2 | 86 | 419 | -232 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Tighten HY exposure bands |
C08368 | CR5197 | 2025-10-05 | Stress | 161 | 830 | 5.2 | -0.2 | 1,212,710,702 | Utilities:16.8;Comm:18.1;Industrials:23.7;Consumer:21.3;RealEstate:12.8;Tech:7.4 | US:67.6;EU:11.7;APAC:6.5;EMEA:9.5;LATAM:4.7 | AA:29.7;B:23.3;A:33.1;CCC:5.8;BB:8.1 | 3.17 | 35.4 | 318 | 533 | 17.6 | 2 | 25 | 35 | 20 | false | true | true | true | 2.48 | 0.87 | 0.26 | Energy:EW;Materials:EW;Comm:EW | Hedge | Options_Payer: +168bps notional | 13 | -23 | DealerC | Electronic | 0 | 96 | -17 | -197 | Region>limit | Hedge | Regional concentration above limit | 186 | Reviewed by risk; hedges staggered |
C08369 | CR4250 | 2024-11-11 | Stress | 199 | 731 | 8.2 | 0.7 | 2,059,102,380 | RealEstate:24.9;Industrials:26.5;Utilities:20.1;Consumer:28.6 | US:61.5;EU:14.6;APAC:9.7;EMEA:8.6;LATAM:5.6 | A:18.0;AA:26.2;CCC:15.5;AAA:40.3 | 4.63 | 29.3 | 347 | 465 | 11.4 | 2.5 | 20 | 35 | 25 | true | true | false | true | 0.92 | 0.34 | -0.13 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 41 | DealerA | RFQ | 6 | 98 | 140 | -275 | HYCap>limit | Hedge | High-yield share above policy cap | 154 | Tighten HY exposure bands |
C08370 | CR9441 | 2024-02-25 | Recovery | 112 | 421 | 5.3 | 0.5 | 2,266,222,552 | RealEstate:16.3;Tech:21.5;Consumer:8.3;Industrials:26.7;Comm:27.2 | US:67.1;EU:20.9;APAC:6.3;EMEA:3.7;LATAM:2.0 | A:52.0;CCC:13.3;AA:18.3;B:16.4 | 6.96 | 47.5 | 135 | 368 | 5.2 | 2 | 20 | 35 | 35 | true | true | false | false | 0.14 | 1.16 | 0.32 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 39 | DealerC | All2All | 6 | 100 | 307 | -263 | HYCap>limit | Hedge | High-yield share above policy cap | 124 | Reviewed by risk; hedges staggered |
C08371 | CR5320 | 2024-10-28 | Tightening | 113 | 457 | 4.5 | 0.8 | 1,573,573,722 | Comm:12.0;Tech:31.5;Financials:18.5;Materials:37.9 | US:69.3;EU:12.6;APAC:5.0;EMEA:10.7;LATAM:2.4 | CCC:22.6;BB:25.3;B:24.0;AAA:12.3;AA:15.8 | 5.89 | 21.4 | 192 | 278 | 2.9 | 3 | 25 | 45 | 25 | true | true | true | false | 2.34 | 0.37 | -0.21 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 3 | -13 | DealerB | Electronic | 12 | 90 | 172 | -335 | HYCap>limit | Hedge | High-yield share above policy cap | 136 | Tighten HY exposure bands |
C08372 | CR3582 | 2025-08-24 | Tightening | 95 | 393 | 4.4 | 0.7 | 2,409,227,774 | Tech:22.8;Industrials:43.8;Materials:22.4;Financials:11.0 | US:66.6;EU:8.0;APAC:7.6;EMEA:10.8;LATAM:7.1 | CCC:7.7;A:8.8;B:18.8;BB:33.1;AA:21.1;AAA:10.5 | 3.65 | 37.6 | 113 | 376 | 15.1 | 3 | 30 | 35 | 30 | true | true | true | false | 1.02 | 1.06 | 0.32 | Utilities:EW | Hedge | Options_Payer: +132bps notional | -49 | 20 | DealerA | RFQ | 3 | 87 | -71 | 49 | HYCap>limit | Reduce | High-yield share above policy cap | 174 | Defer adds pending macro print |
C08373 | CR2345 | 2025-11-27 | Calm | 91 | 289 | 3.2 | 1.7 | 1,983,411,863 | Financials:31.9;Utilities:27.8;Healthcare:40.2 | US:73.5;EU:8.1;APAC:6.5;EMEA:8.2;LATAM:3.7 | A:24.3;B:40.1;CCC:17.6;AAA:18.0 | 2.03 | 61.5 | 219 | 341 | 16.2 | 3 | 35 | 55 | 20 | true | true | true | true | 2 | 1.16 | -0.15 | Comm:EW;Tech:EW | Hedge | iTraxx_MAIN: +55bps notional | -20 | 38 | DealerC | DealerAxed | 9 | 90 | 88 | -80 | HYCap>limit | Rotate | High-yield share above policy cap | 177 | Reviewed by risk; hedges staggered |
C08374 | CR6884 | 2024-06-22 | Stress | 254 | 588 | 5.6 | -1.9 | 681,645,592 | Industrials:12.4;Consumer:21.9;Utilities:16.0;Energy:7.3;RealEstate:22.2;Tech:20.2 | US:58.5;EU:16.6;APAC:12.5;EMEA:8.6;LATAM:3.7 | BB:33.8;AAA:29.8;AA:17.6;CCC:18.8 | 2.57 | 60.3 | 166 | 349 | 14.2 | 2 | 35 | 35 | 35 | false | true | true | false | 0.34 | 0.97 | 0.23 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | -2 | DealerC | DealerAxed | 0 | 85 | -47 | -367 | VAR>budget | Reduce | Portfolio VAR above budget | 118 | Tighten HY exposure bands |
C08375 | CR5817 | 2024-01-29 | Stress | 247 | 792 | 6.1 | 0.8 | 2,431,703,392 | Materials:15.5;Comm:27.0;Healthcare:7.6;Industrials:30.4;Financials:19.6 | US:70.6;EU:14.5;APAC:6.7;EMEA:6.8;LATAM:1.3 | BBB:25.9;AA:19.7;BB:18.3;CCC:10.2;A:11.0;AAA:14.9 | 7.36 | 51.1 | 245 | 436 | 10 | 4 | 20 | 55 | 20 | true | true | true | true | 0.66 | 0.94 | -0.19 | Materials:EW | Hedge | Treasury_Futures: +158bps notional | 8 | 9 | ECN2 | All2All | 7 | 86 | 347 | -75 | Region>limit | Rotate | Regional concentration above limit | 134 | Rotate into defensive sectors |
C08376 | CR8316 | 2025-10-28 | Stress | 251 | 802 | 7.1 | -1.9 | 164,780,852 | Industrials:9.9;Energy:19.8;Consumer:35.3;Materials:35.0 | US:73.6;EU:7.5;APAC:8.7;EMEA:5.3;LATAM:5.0 | AA:26.9;A:36.2;CCC:15.0;BBB:21.9 | 4.4 | 61.6 | 250 | 238 | 17.7 | 3.5 | 20 | 55 | 20 | true | true | false | true | 1.57 | 0.26 | 0.41 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 14 | DealerA | DealerAxed | 9 | 95 | 299 | 186 | VAR>budget | Reduce | Portfolio VAR above budget | 240 | Reviewed by risk; hedges staggered |
C08377 | CR1043 | 2024-07-21 | Calm | 110 | 375 | 3.3 | 2.9 | 1,917,141,987 | Tech:38.0;Industrials:40.9;Utilities:21.1 | US:73.6;EU:8.0;APAC:5.0;EMEA:9.7;LATAM:3.6 | CCC:6.6;A:14.2;AA:16.0;AAA:6.7;B:25.2;BB:31.3 | 2.45 | 22.9 | 264 | 124 | 10.2 | 3 | 35 | 35 | 30 | true | true | true | true | 1.1 | -0.11 | -0.1 | Utilities:EW | Hedge | CDX_HY: +102bps notional | 8 | 36 | ECN2 | DealerAxed | 5 | 97 | 97 | 144 | HYCap>limit | Reduce | High-yield share above policy cap | 133 | Defer adds pending macro print |
C08378 | CR2984 | 2025-05-03 | Calm | 94 | 403 | 3.4 | 2.9 | 1,727,798,503 | Materials:36.0;RealEstate:36.5;Comm:27.5 | US:62.8;EU:15.7;APAC:8.8;EMEA:8.2;LATAM:4.5 | AAA:16.8;BB:27.3;CCC:27.5;B:17.4;AA:10.9 | 4.7 | 35.5 | 225 | 308 | 15.7 | 4 | 30 | 45 | 20 | true | true | true | true | 1.2 | 0.09 | -0.36 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -60 | -23 | DealerA | Electronic | 3 | 97 | 170 | -101 | Sector>limit | Reduce | Sector concentration above limit | 258 | Reviewed by risk; hedges staggered |
C08379 | CR1527 | 2024-11-01 | Stress | 241 | 716 | 7.7 | -0.6 | 128,471,204 | Comm:22.0;Consumer:13.0;Tech:19.0;RealEstate:7.4;Energy:22.0;Financials:16.5 | US:70.9;EU:14.3;APAC:8.6;EMEA:4.7;LATAM:1.5 | BBB:27.2;B:7.3;A:13.6;AAA:23.0;BB:2.4;AA:26.5 | 5.31 | 32.9 | 321 | 508 | 14.1 | 2.5 | 25 | 55 | 20 | false | true | false | true | 0.95 | 0.63 | 0.26 | RealEstate:EW | Hedge | iTraxx_XOVER: +80bps notional | -51 | -6 | ECN1 | Electronic | 12 | 95 | -21 | 98 | VAR>budget | Reduce | Portfolio VAR above budget | 110 | Reviewed by risk; hedges staggered |
C08380 | CR8376 | 2025-02-04 | Calm | 109 | 361 | 3.5 | 1.8 | 98,209,193 | Financials:11.9;Comm:21.2;Industrials:36.2;Utilities:30.8 | US:72.7;EU:8.4;APAC:10.6;EMEA:4.7;LATAM:3.7 | B:6.2;AA:30.4;CCC:7.6;AAA:12.9;A:43.0 | 5.36 | 27.5 | 99 | 186 | 5.2 | 4 | 25 | 45 | 25 | true | true | false | false | 0.49 | 0.83 | 0.56 | Industrials:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | -7 | ECN2 | All2All | 9 | 98 | 11 | -295 | VAR>budget | Hedge | Portfolio VAR above budget | 202 | Rotate into defensive sectors |
C08381 | CR2366 | 2024-05-15 | Recovery | 102 | 540 | 6.5 | -0.1 | 57,175,741 | Consumer:22.1;Energy:17.1;Tech:16.8;Healthcare:18.8;Materials:15.2;Utilities:10.0 | US:70.9;EU:14.0;APAC:7.5;EMEA:5.6;LATAM:2.0 | CCC:10.6;B:13.7;A:21.2;AAA:54.5 | 1.29 | 33.7 | 191 | 354 | 4.6 | 3 | 35 | 45 | 35 | false | true | false | false | 0.61 | 1.28 | -0.26 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | -19 | DealerC | Electronic | 4 | 87 | 154 | -213 | Region>limit | Hedge | Regional concentration above limit | 249 | Rotate into defensive sectors |
C08382 | CR8914 | 2024-03-28 | Tightening | 129 | 500 | 3.9 | 1.4 | 2,721,454,142 | Industrials:29.3;Comm:27.8;Healthcare:9.3;Financials:21.1;Materials:12.5 | US:64.1;EU:18.5;APAC:12.4;EMEA:3.3;LATAM:1.7 | AAA:48.5;BB:8.4;B:6.6;AA:36.5 | 3.98 | 23.2 | 115 | 367 | 16.1 | 3 | 35 | 55 | 30 | false | true | false | false | 0.69 | 1.61 | -0.37 | Industrials:EW | Hedge | Options_Payer: +152bps notional | -31 | 40 | ECN2 | RFQ | 12 | 88 | -4 | -283 | VAR>budget | Hedge | Portfolio VAR above budget | 163 | Escalate watchlist names |
C08383 | CR1004 | 2025-08-17 | Recovery | 166 | 509 | 4.8 | 1.8 | 1,106,837,562 | Energy:17.9;Financials:24.8;Utilities:23.7;Healthcare:22.0;Materials:11.6 | US:66.7;EU:10.4;APAC:11.2;EMEA:8.5;LATAM:3.2 | BB:12.5;AA:21.7;CCC:33.4;A:32.4 | 1.95 | 54.1 | 122 | 274 | 7.4 | 3.5 | 35 | 55 | 30 | false | true | true | false | 1.9 | 1.07 | -0.15 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | 37 | DealerA | All2All | 10 | 90 | -98 | -419 | HYCap>limit | Hedge | High-yield share above policy cap | 208 | Reviewed by risk; hedges staggered |
C08384 | CR0449 | 2024-11-10 | Recovery | 148 | 435 | 4.7 | 0.4 | 1,879,282,162 | Materials:8.6;RealEstate:25.6;Healthcare:9.2;Energy:31.1;Consumer:25.5 | US:62.4;EU:13.2;APAC:12.5;EMEA:8.0;LATAM:3.9 | AA:14.0;BBB:36.0;BB:25.7;B:14.3;CCC:9.9 | 6.35 | 30.3 | 264 | 189 | 7.8 | 2.5 | 20 | 45 | 30 | true | true | true | true | 1.69 | -0.26 | 0.13 | Comm:EW | Hedge | Options_Payer: +184bps notional | -22 | 0 | DealerB | RFQ | 9 | 93 | 106 | -142 | Region>limit | Hedge | Regional concentration above limit | 234 | Tighten HY exposure bands |
C08385 | CR6097 | 2024-09-17 | Tightening | 107 | 492 | 5 | 1.2 | 2,486,098,593 | Financials:14.2;RealEstate:15.4;Tech:13.8;Industrials:13.7;Consumer:28.9;Healthcare:14.0 | US:67.5;EU:8.1;APAC:10.5;EMEA:8.3;LATAM:5.6 | BB:22.3;AA:25.2;BBB:18.9;B:8.5;A:25.0 | 3.53 | 39.6 | 94 | 265 | 16.1 | 2 | 25 | 35 | 25 | true | true | true | false | 0.52 | 0.01 | -0.33 | Energy:EW | Hedge | Treasury_Futures: +85bps notional | 13 | 36 | ECN1 | DealerAxed | 8 | 87 | 199 | -331 | Region>limit | Reduce | Regional concentration above limit | 130 | Reviewed by risk; hedges staggered |
C08386 | CR0237 | 2025-04-19 | Recovery | 130 | 623 | 5.3 | 1 | 2,674,496,315 | Energy:24.4;Materials:28.4;RealEstate:11.7;Financials:9.6;Tech:25.8 | US:60.8;EU:14.3;APAC:10.7;EMEA:7.9;LATAM:6.4 | B:36.4;BB:24.5;BBB:16.4;A:10.2;AA:12.5 | 2.58 | 40.2 | 205 | 382 | 8.1 | 4 | 30 | 45 | 25 | false | true | true | true | 0.22 | 1.32 | 0.03 | Industrials:EW;RealEstate:EW | Hedge | Treasury_Futures: +123bps notional | 5 | 21 | ECN1 | Electronic | 11 | 97 | 385 | -313 | Region>limit | Hedge | Regional concentration above limit | 248 | Defer adds pending macro print |
C08387 | CR7109 | 2025-03-03 | Stress | 194 | 774 | 7.5 | -0.3 | 2,480,220,439 | Healthcare:27.6;RealEstate:39.5;Comm:32.9 | US:68.4;EU:5.0;APAC:12.2;EMEA:7.4;LATAM:7.0 | B:18.2;A:22.4;AAA:18.2;BBB:41.1 | 1.39 | 57.7 | 227 | 314 | 13.6 | 4 | 35 | 55 | 35 | true | true | false | true | 1.5 | 1.07 | 0.47 | null | Hedge | CDX_HY: +84bps notional | 5 | -20 | ECN1 | All2All | 12 | 90 | 219 | -238 | Sector>limit | Reduce | Sector concentration above limit | 135 | Escalate watchlist names |
C08388 | CR3997 | 2024-02-11 | Stress | 209 | 729 | 8.1 | -0.1 | 298,730,023 | Financials:33.2;Comm:21.1;Consumer:11.5;Utilities:34.2 | US:65.3;EU:8.1;APAC:8.1;EMEA:12.7;LATAM:5.8 | B:14.7;BB:26.3;AAA:41.3;A:17.7 | 5.84 | 60.2 | 225 | 226 | 11.3 | 4 | 30 | 35 | 35 | true | true | true | true | 0.62 | 0.95 | 0.52 | Healthcare:EW | Hedge | Options_Payer: +173bps notional | -15 | 26 | ECN2 | DealerAxed | 7 | 98 | 301 | 35 | VAR>budget | Reduce | Portfolio VAR above budget | 170 | Escalate watchlist names |
C08389 | CR0032 | 2024-01-22 | Tightening | 146 | 362 | 4.2 | 1.6 | 539,587,855 | Consumer:15.9;Industrials:31.5;Financials:35.2;Tech:17.4 | US:69.9;EU:14.7;APAC:10.6;EMEA:3.4;LATAM:1.4 | AA:22.8;BB:43.1;BBB:14.7;B:19.4 | 4.46 | 22.4 | 268 | 347 | 8.5 | 4 | 25 | 55 | 35 | true | true | true | true | 0.19 | 0.18 | 0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | 34 | DealerA | Electronic | 4 | 95 | 221 | 146 | VAR>budget | Reduce | Portfolio VAR above budget | 192 | Escalate watchlist names |
C08390 | CR8675 | 2024-08-21 | Recovery | 102 | 502 | 6.3 | 1.1 | 2,439,911,628 | Consumer:36.2;Materials:31.7;Healthcare:32.1 | US:71.3;EU:10.1;APAC:9.5;EMEA:6.9;LATAM:2.3 | BBB:34.4;BB:13.4;A:14.7;B:10.1;AA:17.1;CCC:10.3 | 4.25 | 64.5 | 147 | 185 | 6.2 | 2.5 | 35 | 45 | 20 | true | true | true | false | 1.23 | 0.3 | -0.19 | Consumer:EW | Hedge | iTraxx_XOVER: +148bps notional | -20 | 27 | DealerC | All2All | 8 | 95 | 20 | -151 | Sector>limit | Hedge | Sector concentration above limit | 143 | Escalate watchlist names |
C08391 | CR7742 | 2025-10-01 | Calm | 88 | 292 | 3.8 | 2.9 | 1,168,032,553 | Comm:27.7;Consumer:39.4;Industrials:32.9 | US:62.8;EU:13.0;APAC:12.9;EMEA:7.0;LATAM:4.3 | AA:19.0;CCC:23.6;B:6.0;BBB:9.2;BB:25.9;A:16.3 | 3.28 | 42 | 211 | 292 | 16.2 | 3 | 35 | 55 | 20 | true | true | true | true | 2.29 | 1.03 | 0.3 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 20 | DealerA | DealerAxed | 11 | 92 | 27 | -89 | VAR>budget | Reduce | Portfolio VAR above budget | 213 | Escalate watchlist names |
C08392 | CR3249 | 2024-02-26 | Recovery | 174 | 594 | 6 | -0.4 | 1,087,753,301 | RealEstate:21.2;Comm:7.7;Tech:18.1;Materials:17.4;Utilities:25.7;Healthcare:9.9 | US:68.8;EU:11.3;APAC:10.2;EMEA:6.4;LATAM:3.3 | BB:30.9;B:9.1;AAA:14.7;AA:21.2;BBB:24.2 | 5.69 | 34.3 | 247 | 157 | 14.7 | 4 | 30 | 55 | 20 | false | true | true | true | 2.26 | 0.47 | -0.21 | null | Hedge | iTraxx_XOVER: +105bps notional | 5 | -7 | DealerC | RFQ | 12 | 98 | 68 | 45 | Sector>limit | Hedge | Sector concentration above limit | 135 | Defer adds pending macro print |
C08393 | CR5979 | 2024-04-26 | Tightening | 141 | 407 | 5 | 0.5 | 1,648,001,952 | Energy:8.5;Comm:16.7;Healthcare:17.8;Tech:14.1;Materials:15.0;RealEstate:27.8 | US:68.2;EU:18.3;APAC:8.4;EMEA:4.0;LATAM:1.1 | AAA:16.3;B:34.9;AA:11.6;CCC:14.6;A:5.4;BBB:17.2 | 1.27 | 41.3 | 232 | 433 | 16.4 | 2.5 | 25 | 35 | 35 | true | true | true | true | 1.6 | -0.19 | 0.37 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 15 | DealerC | DealerAxed | 1 | 91 | 234 | -217 | HYCap>limit | Reduce | High-yield share above policy cap | 177 | Escalate watchlist names |
C08394 | CR7725 | 2024-05-26 | Tightening | 99 | 469 | 4.9 | 0.6 | 1,589,178,346 | Comm:10.9;Financials:20.7;Tech:13.1;Industrials:22.7;RealEstate:32.7 | US:70.9;EU:11.8;APAC:9.7;EMEA:5.8;LATAM:1.7 | B:15.5;BB:5.7;A:37.0;BBB:24.4;CCC:17.3 | 2.47 | 56.1 | 161 | 470 | 14.3 | 3.5 | 30 | 45 | 30 | true | true | true | false | 0.81 | 1.14 | -0.24 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 2 | ECN2 | All2All | 12 | 100 | -50 | -130 | Sector>limit | Hedge | Sector concentration above limit | 113 | Escalate watchlist names |
C08395 | CR3165 | 2024-01-25 | Tightening | 121 | 388 | 5 | 1.6 | 1,022,655,729 | RealEstate:42.1;Energy:32.8;Comm:25.2 | US:57.3;EU:13.6;APAC:9.1;EMEA:12.2;LATAM:7.8 | BBB:22.6;B:23.1;CCC:8.5;BB:14.0;A:16.0;AA:16.0 | 7.01 | 60.9 | 201 | 424 | 10 | 2 | 30 | 55 | 30 | true | true | true | true | 0.47 | 1.58 | 0.19 | null | Hedge | iTraxx_XOVER: +68bps notional | -30 | 44 | DealerB | RFQ | 4 | 95 | 203 | -310 | Sector>limit | Reduce | Sector concentration above limit | 206 | Tighten HY exposure bands |
C08396 | CR7690 | 2024-05-07 | Stress | 199 | 768 | 8.4 | -0.4 | 2,350,716,948 | Energy:23.1;Utilities:17.8;Tech:25.2;Materials:33.8 | US:69.1;EU:7.8;APAC:13.4;EMEA:9.2;LATAM:0.6 | AAA:19.0;AA:25.5;CCC:7.4;A:48.1 | 3.32 | 37.2 | 207 | 563 | 19.8 | 2.5 | 25 | 55 | 25 | true | true | false | true | 1.93 | 0.78 | -0.36 | Financials:EW;Utilities:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 37 | ECN2 | Electronic | 0 | 93 | 215 | 20 | VAR>budget | Hedge | Portfolio VAR above budget | 248 | Defer adds pending macro print |
C08397 | CR3899 | 2024-11-20 | Recovery | 128 | 615 | 6.1 | -0.4 | 2,760,636,211 | Tech:21.6;Industrials:25.7;Comm:18.2;Energy:34.5 | US:60.2;EU:16.9;APAC:12.2;EMEA:4.2;LATAM:6.4 | B:27.0;CCC:17.2;A:16.2;AA:18.7;BBB:20.9 | 0.65 | 30.8 | 209 | 321 | 3.2 | 4 | 35 | 35 | 25 | false | true | true | true | 2.49 | 0.05 | 0.37 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | 39 | DealerC | RFQ | 9 | 86 | -119 | -237 | Sector>limit | Hedge | Sector concentration above limit | 174 | Escalate watchlist names |
C08398 | CR1337 | 2024-04-26 | Stress | 241 | 682 | 6.8 | -0.9 | 1,524,172,045 | Consumer:9.7;Comm:23.7;Materials:23.2;Tech:13.4;Industrials:16.8;Financials:13.2 | US:67.0;EU:14.0;APAC:14.1;EMEA:4.2;LATAM:0.8 | B:23.7;BB:28.0;BBB:35.2;AA:13.2 | 6.69 | 61.3 | 164 | 550 | 19 | 3.5 | 35 | 35 | 30 | false | true | true | false | 1.41 | 0.74 | 0.47 | Utilities:EW | Hedge | Treasury_Futures: +196bps notional | 16 | -10 | DealerB | All2All | 5 | 93 | 376 | -271 | Sector>limit | Hedge | Sector concentration above limit | 253 | Defer adds pending macro print |
C08399 | CR2349 | 2025-03-18 | Recovery | 173 | 423 | 5.8 | 0.3 | 1,685,958,786 | Materials:44.6;Healthcare:29.6;Energy:25.7 | US:67.6;EU:18.2;APAC:5.0;EMEA:6.4;LATAM:2.8 | B:8.0;AAA:34.5;CCC:8.1;BB:5.3;A:30.3;BBB:13.8 | 0.56 | 64.1 | 130 | 440 | 10.7 | 4 | 35 | 55 | 30 | true | true | false | false | 1.7 | 0.75 | -0.33 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | -7 | ECN1 | RFQ | 12 | 95 | -121 | -333 | Sector>limit | Hedge | Sector concentration above limit | 133 | Tighten HY exposure bands |
C08400 | CR3904 | 2025-10-07 | Calm | 77 | 408 | 3.2 | 1.8 | 2,171,064,689 | Materials:9.8;Tech:26.8;Healthcare:21.5;Utilities:24.2;Financials:17.7 | US:70.9;EU:8.0;APAC:10.0;EMEA:7.8;LATAM:3.4 | A:21.5;B:14.9;CCC:9.7;BB:27.9;AA:26.1 | 6.68 | 27.8 | 90 | 426 | 9.9 | 3 | 20 | 55 | 25 | true | true | true | false | 1.99 | 0.15 | 0.55 | Comm:EW | Hedge | Options_Payer: +179bps notional | 7 | 15 | DealerC | DealerAxed | 2 | 94 | 288 | -175 | Sector>limit | Hedge | Sector concentration above limit | 225 | Reviewed by risk; hedges staggered |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.