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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08401 | CR8868 | 2025-06-29 | Stress | 247 | 822 | 5.2 | -1.5 | 2,998,404,570 | Energy:20.5;Financials:32.5;Tech:21.6;Industrials:25.4 | US:67.4;EU:5.7;APAC:11.4;EMEA:10.3;LATAM:5.2 | B:9.6;BB:19.6;AAA:18.8;A:20.4;BBB:31.6 | 2.86 | 50.6 | 393 | 389 | 8.3 | 4 | 30 | 35 | 30 | true | true | false | true | 1.64 | -0.13 | -0.09 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | 31 | ECN2 | Electronic | 12 | 85 | 295 | -174 | VAR>budget | Reduce | Portfolio VAR above budget | 104 | Rotate into defensive sectors |
C08402 | CR1227 | 2024-06-26 | Tightening | 123 | 457 | 4.1 | 0.8 | 2,177,063,973 | Financials:32.3;Consumer:32.8;Tech:14.6;Healthcare:20.4 | US:63.3;EU:12.8;APAC:9.8;EMEA:5.9;LATAM:8.2 | BBB:20.1;A:25.0;AA:21.6;AAA:33.3 | 4.23 | 33.6 | 82 | 138 | 17.3 | 3.5 | 30 | 55 | 25 | true | true | false | false | 0.5 | 1.42 | -0.21 | null | Hedge | SingleName_CDS: +199bps notional | -11 | 19 | DealerC | DealerAxed | 10 | 94 | 160 | -16 | Sector>limit | Reduce | Sector concentration above limit | 164 | Reviewed by risk; hedges staggered |
C08403 | CR2539 | 2024-03-27 | Calm | 89 | 364 | 3.8 | 2.3 | 1,877,364,492 | Comm:29.8;Tech:11.3;Utilities:22.1;Energy:16.6;Financials:20.2 | US:59.3;EU:13.0;APAC:13.3;EMEA:7.9;LATAM:6.5 | BBB:20.6;AA:21.9;B:15.5;CCC:26.6;BB:9.6;AAA:5.8 | 6.24 | 36.5 | 131 | 423 | 8.3 | 2 | 25 | 45 | 35 | true | true | true | false | 1.26 | 1.71 | -0.19 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | 28 | ECN1 | Electronic | 4 | 98 | -176 | -22 | HYCap>limit | Reduce | High-yield share above policy cap | 219 | Defer adds pending macro print |
C08404 | CR8398 | 2025-07-20 | Stress | 151 | 798 | 5 | -1.9 | 74,560,520 | Financials:14.0;Materials:7.6;RealEstate:17.4;Comm:34.4;Consumer:26.7 | US:67.6;EU:11.3;APAC:15.9;EMEA:3.7;LATAM:1.5 | AA:27.9;BBB:28.3;AAA:20.3;B:23.5 | 5.46 | 57.3 | 316 | 614 | 21 | 2 | 30 | 35 | 20 | true | true | true | true | 1.26 | -0.29 | 0.24 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | -15 | ECN2 | All2All | 7 | 94 | 72 | -47 | Region>limit | Reduce | Regional concentration above limit | 145 | Defer adds pending macro print |
C08405 | CR2927 | 2024-03-22 | Tightening | 146 | 375 | 3.8 | 1.5 | 1,768,915,813 | Industrials:30.0;Energy:32.5;Materials:37.5 | US:67.2;EU:8.4;APAC:14.3;EMEA:8.4;LATAM:1.7 | B:7.5;BB:4.5;AA:23.3;BBB:18.4;CCC:9.7;AAA:36.7 | 1.61 | 21.3 | 127 | 241 | 10.4 | 3 | 25 | 35 | 35 | true | true | false | false | 1.78 | 0.36 | -0.06 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 30 | ECN2 | DealerAxed | 5 | 94 | 247 | -256 | Sector>limit | PauseAdds | Sector concentration above limit | 166 | Escalate watchlist names |
C08406 | CR7579 | 2024-06-18 | Tightening | 141 | 432 | 4.9 | 0.7 | 1,039,638,581 | Healthcare:22.2;Energy:6.9;Comm:18.2;Consumer:25.2;RealEstate:16.4;Industrials:11.0 | US:72.5;EU:5.3;APAC:13.5;EMEA:6.8;LATAM:1.9 | AA:15.3;CCC:13.6;BBB:15.2;A:11.7;B:30.3;AAA:13.9 | 7.2 | 48.4 | 263 | 197 | 15.5 | 3.5 | 20 | 35 | 25 | true | true | true | true | 1.27 | 0.09 | 0.55 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | 4 | DealerB | All2All | 3 | 88 | 340 | 131 | Region>limit | Reduce | Regional concentration above limit | 192 | Reviewed by risk; hedges staggered |
C08407 | CR4125 | 2024-11-09 | Tightening | 101 | 385 | 4.9 | 0.9 | 1,122,269,972 | Industrials:11.5;Utilities:28.8;Comm:34.1;RealEstate:9.5;Energy:16.1 | US:64.4;EU:19.7;APAC:10.4;EMEA:4.8;LATAM:0.7 | BBB:27.6;BB:12.1;AAA:31.9;A:28.5 | 1.81 | 46.8 | 168 | 518 | 2.8 | 2.5 | 20 | 45 | 20 | true | true | false | false | 0.21 | 0.79 | 0 | null | Hedge | iTraxx_MAIN: +161bps notional | -29 | 43 | DealerA | RFQ | 12 | 90 | -118 | -424 | HYCap>limit | Rotate | High-yield share above policy cap | 92 | Defer adds pending macro print |
C08408 | CR9670 | 2025-07-04 | Recovery | 116 | 508 | 5.5 | 0.9 | 1,744,320,392 | Healthcare:27.6;Materials:7.9;Utilities:14.3;Financials:19.0;Tech:13.1;RealEstate:18.1 | US:60.8;EU:17.2;APAC:7.5;EMEA:8.4;LATAM:6.1 | CCC:12.8;BBB:25.9;AA:32.1;BB:29.2 | 4.8 | 31.6 | 248 | 323 | 8.5 | 2 | 35 | 45 | 35 | false | true | true | true | 0.08 | 0.01 | 0.19 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -38 | 7 | ECN2 | All2All | 7 | 85 | 115 | 145 | HYCap>limit | PauseAdds | High-yield share above policy cap | 215 | Reviewed by risk; hedges staggered |
C08409 | CR9725 | 2024-09-15 | Calm | 82 | 298 | 3.8 | 2.9 | 514,564,867 | Healthcare:13.9;Comm:22.7;Utilities:12.1;Consumer:16.5;Materials:28.3;RealEstate:6.5 | US:76.4;EU:7.1;APAC:8.3;EMEA:5.3;LATAM:2.8 | BB:11.5;AAA:19.1;A:13.4;AA:35.1;BBB:12.7;B:8.2 | 2.98 | 41.3 | 202 | 452 | 4.6 | 3 | 25 | 55 | 25 | true | true | false | true | 2.28 | 1.4 | -0.36 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | -22 | ECN1 | RFQ | 9 | 92 | -172 | -112 | Sector>limit | Hedge | Sector concentration above limit | 235 | Rotate into defensive sectors |
C08410 | CR3794 | 2024-11-06 | Calm | 109 | 366 | 3.4 | 3 | 2,860,202,950 | Financials:19.2;Industrials:16.7;Utilities:20.3;RealEstate:4.9;Energy:20.6;Comm:18.4 | US:64.6;EU:17.8;APAC:9.0;EMEA:3.8;LATAM:4.8 | AA:7.6;BBB:14.1;B:31.7;AAA:8.7;A:20.8;CCC:17.1 | 4.24 | 54.3 | 174 | 267 | 2.5 | 2 | 35 | 55 | 35 | false | true | true | false | 1.22 | 1 | 0.6 | Financials:EW;Comm:EW | Hedge | iTraxx_MAIN: +106bps notional | -22 | 43 | DealerA | Electronic | 1 | 88 | 214 | 46 | HYCap>limit | Hedge | High-yield share above policy cap | 189 | Reviewed by risk; hedges staggered |
C08411 | CR1293 | 2024-12-27 | Calm | 73 | 387 | 3.5 | 3 | 1,257,808,340 | RealEstate:38.5;Utilities:21.1;Industrials:11.4;Tech:29.0 | US:71.0;EU:8.0;APAC:8.6;EMEA:4.6;LATAM:7.8 | B:11.4;AAA:23.8;A:43.1;AA:21.7 | 6.89 | 20.5 | 274 | 346 | 17.8 | 3 | 20 | 45 | 25 | true | true | false | true | 1 | 1.4 | 0.34 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 21 | DealerB | Electronic | 9 | 97 | 428 | -4 | VAR>budget | Hedge | Portfolio VAR above budget | 130 | Tighten HY exposure bands |
C08412 | CR4884 | 2025-11-24 | Tightening | 117 | 426 | 4.6 | 1.6 | 1,450,700,921 | Energy:12.9;Financials:27.3;Utilities:18.1;Industrials:21.5;Consumer:20.1 | US:61.5;EU:17.0;APAC:12.2;EMEA:6.6;LATAM:2.8 | BB:10.8;AAA:12.3;CCC:17.2;B:7.4;A:24.3;BBB:28.0 | 2.05 | 61.2 | 169 | 279 | 13.9 | 3.5 | 25 | 35 | 35 | true | true | true | false | 1.38 | 1.03 | -0.14 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | -7 | DealerA | DealerAxed | 1 | 99 | 261 | -200 | Sector>limit | PauseAdds | Sector concentration above limit | 94 | Rotate into defensive sectors |
C08413 | CR0413 | 2024-03-12 | Tightening | 134 | 473 | 3.9 | 1.7 | 2,061,153,435 | Energy:20.2;Consumer:52.0;Healthcare:27.7 | US:72.3;EU:9.4;APAC:10.8;EMEA:5.3;LATAM:2.2 | BB:11.0;AA:17.5;BBB:14.9;CCC:27.0;B:11.0;AAA:18.6 | 2.17 | 38.4 | 98 | 195 | 5.2 | 3 | 25 | 45 | 25 | true | true | true | false | 1.57 | 0.82 | 0.1 | Tech:EW;Comm:EW | Hedge | CDX_IG: +118bps notional | -55 | -24 | DealerB | DealerAxed | 0 | 92 | 70 | -220 | HYCap>limit | Reduce | High-yield share above policy cap | 206 | Reviewed by risk; hedges staggered |
C08414 | CR7344 | 2025-08-13 | Calm | 101 | 377 | 3.4 | 1.8 | 2,865,966,839 | Comm:16.4;RealEstate:16.6;Materials:16.2;Industrials:7.1;Consumer:21.4;Energy:22.4 | US:64.5;EU:16.8;APAC:11.7;EMEA:5.4;LATAM:1.6 | AA:19.6;AAA:40.0;BB:11.8;A:28.6 | 2.24 | 61.9 | 130 | 442 | 5.9 | 3 | 30 | 55 | 35 | false | true | false | false | 1.62 | 0.98 | 0.13 | null | Hedge | CDX_HY: +51bps notional | -55 | 43 | ECN1 | RFQ | 8 | 96 | -112 | -138 | Region>limit | Hedge | Regional concentration above limit | 249 | Reviewed by risk; hedges staggered |
C08415 | CR4371 | 2024-08-14 | Recovery | 129 | 477 | 5.4 | 1.3 | 481,475,158 | Healthcare:47.7;Industrials:39.5;Materials:12.8 | US:58.0;EU:16.9;APAC:12.2;EMEA:11.5;LATAM:1.3 | BBB:41.5;BB:19.7;CCC:8.2;AA:30.7 | 6.9 | 58 | 141 | 444 | 13.6 | 3.5 | 35 | 35 | 30 | true | true | false | false | 1.92 | 0.25 | -0.31 | Consumer:EW;Materials:EW | Hedge | SingleName_CDS: +193bps notional | 19 | 1 | DealerC | All2All | 2 | 100 | -181 | -339 | HYCap>limit | Hedge | High-yield share above policy cap | 105 | Escalate watchlist names |
C08416 | CR0768 | 2024-11-02 | Calm | 97 | 420 | 3.6 | 1.6 | 2,844,985,727 | Materials:47.6;Industrials:18.1;Utilities:34.3 | US:56.3;EU:17.9;APAC:10.6;EMEA:8.2;LATAM:7.1 | A:12.2;AAA:24.6;BBB:15.6;AA:24.1;B:23.5 | 3.87 | 28.4 | 101 | 288 | 14.1 | 2.5 | 20 | 35 | 30 | true | true | false | false | 0.67 | 1.77 | 0.05 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | -9 | ECN1 | Electronic | 4 | 93 | 401 | -5 | HYCap>limit | Reduce | High-yield share above policy cap | 205 | Defer adds pending macro print |
C08417 | CR4610 | 2024-03-06 | Tightening | 100 | 444 | 4.8 | 1.2 | 2,149,302,769 | Materials:8.6;RealEstate:24.8;Tech:18.9;Consumer:10.6;Comm:17.3;Industrials:19.7 | US:61.7;EU:18.4;APAC:10.1;EMEA:5.8;LATAM:3.9 | B:6.1;BBB:17.5;CCC:20.6;A:29.8;AA:25.9 | 4.56 | 47 | 226 | 311 | 7.4 | 3 | 30 | 55 | 25 | false | true | true | true | 1.4 | 1.18 | 0.4 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -8 | DealerB | All2All | 1 | 87 | 49 | -363 | HYCap>limit | Reduce | High-yield share above policy cap | 259 | Rotate into defensive sectors |
C08418 | CR4583 | 2025-05-11 | Calm | 93 | 298 | 3.7 | 2.9 | 79,589,415 | Consumer:33.6;Healthcare:11.0;Materials:12.9;Industrials:12.5;RealEstate:30.0 | US:53.2;EU:19.5;APAC:12.7;EMEA:7.4;LATAM:7.3 | BB:8.4;B:8.0;AAA:35.1;CCC:10.1;BBB:27.9;AA:10.6 | 1.38 | 21.1 | 154 | 182 | 15.5 | 4 | 30 | 55 | 25 | true | false | true | false | 0.32 | 1.43 | 0.07 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 10 | ECN1 | DealerAxed | 6 | 88 | -51 | -13 | Region>limit | Hedge | Regional concentration above limit | 141 | Escalate watchlist names |
C08419 | CR4188 | 2024-11-25 | Recovery | 138 | 420 | 5.4 | 1.2 | 1,684,113,872 | Comm:26.1;Healthcare:16.6;Materials:12.9;Industrials:22.1;Utilities:22.3 | US:73.2;EU:9.7;APAC:7.5;EMEA:5.2;LATAM:4.4 | CCC:15.2;AA:20.4;B:31.8;BBB:14.9;AAA:17.8 | 4.11 | 32.6 | 268 | 268 | 14.1 | 3 | 25 | 35 | 35 | true | true | true | true | -0.05 | 0.76 | 0.38 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | -13 | DealerA | Electronic | 11 | 92 | -30 | 102 | HYCap>limit | Reduce | High-yield share above policy cap | 161 | Escalate watchlist names |
C08420 | CR0025 | 2024-02-21 | Recovery | 157 | 432 | 5.2 | 1.7 | 2,401,863,942 | Tech:12.0;RealEstate:26.0;Energy:22.4;Financials:13.2;Utilities:26.4 | US:67.2;EU:11.2;APAC:7.7;EMEA:10.3;LATAM:3.7 | A:33.5;CCC:7.6;AA:28.3;BBB:30.5 | 3.93 | 55.1 | 110 | 124 | 13.9 | 3.5 | 25 | 55 | 30 | true | true | false | false | 1.42 | 0.99 | 0.25 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | -25 | DealerB | DealerAxed | 8 | 91 | -191 | -119 | HYCap>limit | Hedge | High-yield share above policy cap | 207 | Reviewed by risk; hedges staggered |
C08421 | CR0896 | 2025-12-13 | Calm | 110 | 291 | 3.5 | 2.3 | 1,672,478,129 | Financials:24.7;Utilities:7.6;Healthcare:12.8;Materials:26.7;Energy:7.4;Tech:20.8 | US:60.8;EU:6.9;APAC:16.3;EMEA:9.0;LATAM:7.1 | B:21.8;CCC:15.8;AA:30.7;AAA:31.6 | 3.48 | 33.4 | 229 | 189 | 13.4 | 3.5 | 20 | 55 | 25 | true | true | true | true | 1.17 | 1.34 | 0.08 | Utilities:EW;Financials:EW;Comm:EW | Hedge | iTraxx_MAIN: +92bps notional | -30 | 14 | DealerA | All2All | 9 | 88 | 370 | -168 | HYCap>limit | Reduce | High-yield share above policy cap | 175 | Escalate watchlist names |
C08422 | CR1952 | 2024-07-29 | Calm | 115 | 400 | 4.4 | 1.5 | 956,365,638 | Industrials:37.0;Materials:24.4;RealEstate:24.0;Consumer:14.6 | US:67.0;EU:15.7;APAC:11.1;EMEA:2.8;LATAM:3.4 | CCC:13.4;A:42.6;BBB:30.6;AAA:13.3 | 2.08 | 20.7 | 80 | 346 | 14.9 | 2.5 | 25 | 35 | 20 | true | true | false | false | 2.18 | 1.13 | 0.16 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 28 | DealerA | All2All | 12 | 96 | 213 | -341 | Sector>limit | Reduce | Sector concentration above limit | 142 | Reviewed by risk; hedges staggered |
C08423 | CR0588 | 2024-03-03 | Tightening | 116 | 439 | 4.9 | 2 | 2,351,876,415 | RealEstate:22.4;Energy:23.0;Utilities:14.3;Consumer:29.1;Financials:11.2 | US:77.1;EU:10.6;APAC:5.6;EMEA:4.3;LATAM:2.4 | CCC:9.6;B:10.9;A:25.8;BBB:26.9;BB:12.9;AA:13.8 | 1.19 | 33 | 230 | 476 | 17.7 | 3 | 20 | 35 | 25 | true | true | true | true | 1.55 | 0.53 | 0.47 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 34 | DealerC | DealerAxed | 5 | 99 | -77 | -107 | Sector>limit | Reduce | Sector concentration above limit | 234 | Reviewed by risk; hedges staggered |
C08424 | CR1542 | 2024-06-29 | Calm | 77 | 329 | 4 | 2.9 | 159,708,773 | Industrials:19.1;Materials:22.4;Energy:15.7;Financials:15.7;Tech:27.1 | US:62.1;EU:13.0;APAC:8.9;EMEA:12.3;LATAM:3.7 | B:19.2;CCC:32.2;A:7.2;AAA:21.4;BBB:20.0 | 2.72 | 63.5 | 247 | 305 | 16.6 | 2.5 | 35 | 35 | 25 | false | true | true | true | 0.96 | -0.08 | 0.21 | Utilities:EW | Hedge | SingleName_CDS: +60bps notional | -15 | 36 | DealerA | All2All | 12 | 92 | 268 | -9 | HYCap>limit | Hedge | High-yield share above policy cap | 242 | Rotate into defensive sectors |
C08425 | CR5179 | 2025-06-22 | Calm | 67 | 324 | 3.5 | 2.9 | 1,262,410,246 | Tech:36.3;Energy:20.3;Comm:43.4 | US:66.7;EU:14.4;APAC:7.9;EMEA:4.9;LATAM:6.1 | BB:16.5;A:23.5;AA:22.6;B:16.4;BBB:21.0 | 3.41 | 29.2 | 126 | 245 | 11 | 3 | 20 | 45 | 20 | true | true | true | false | -0.43 | 0.37 | -0.19 | RealEstate:EW | Hedge | Options_Payer: +133bps notional | 8 | 14 | DealerC | All2All | 1 | 90 | 258 | -383 | VAR>budget | Hedge | Portfolio VAR above budget | 129 | Reviewed by risk; hedges staggered |
C08426 | CR1589 | 2024-02-01 | Calm | 109 | 418 | 4.4 | 1.8 | 1,080,619,856 | RealEstate:29.2;Materials:28.3;Comm:22.9;Financials:19.6 | US:66.6;EU:10.8;APAC:11.4;EMEA:8.0;LATAM:3.3 | BBB:12.7;AAA:28.3;CCC:7.9;B:7.1;BB:24.5;AA:19.6 | 6.66 | 61.1 | 180 | 410 | 11.9 | 4 | 20 | 55 | 25 | true | true | true | false | 2.18 | 1.65 | -0.04 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 33 | DealerC | All2All | 2 | 92 | 54 | -93 | Region>limit | Hedge | Regional concentration above limit | 159 | Rotate into defensive sectors |
C08427 | CR5990 | 2025-05-05 | Stress | 167 | 584 | 6.2 | 0.3 | 130,285,915 | Industrials:14.0;Healthcare:12.5;Materials:8.1;Comm:26.6;RealEstate:23.1;Tech:15.7 | US:55.5;EU:14.3;APAC:12.8;EMEA:9.3;LATAM:8.1 | BB:20.7;B:22.4;CCC:20.8;A:12.0;BBB:13.0;AA:11.1 | 4.75 | 55.2 | 243 | 526 | 19.4 | 3 | 25 | 35 | 25 | true | true | true | true | 0.54 | 1.06 | 0.15 | Financials:EW | Hedge | CDX_IG: +144bps notional | -32 | 21 | ECN2 | Electronic | 3 | 87 | -139 | 26 | VAR>budget | Reduce | Portfolio VAR above budget | 210 | Tighten HY exposure bands |
C08428 | CR3468 | 2025-08-29 | Stress | 258 | 735 | 7 | -0.7 | 505,083,836 | Comm:28.7;Tech:10.8;Financials:32.2;Utilities:28.3 | US:70.1;EU:11.0;APAC:6.6;EMEA:7.1;LATAM:5.2 | CCC:20.5;BB:15.1;BBB:30.8;A:33.6 | 5.21 | 35.9 | 266 | 503 | 12.8 | 3.5 | 35 | 55 | 30 | false | true | true | true | 2.06 | 0.85 | -0.31 | Energy:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 37 | ECN1 | DealerAxed | 11 | 89 | 128 | -176 | HYCap>limit | Hedge | High-yield share above policy cap | 136 | Reviewed by risk; hedges staggered |
C08429 | CR6218 | 2025-06-06 | Recovery | 165 | 443 | 4.7 | 1.1 | 2,659,704,508 | Healthcare:17.1;RealEstate:10.8;Energy:29.0;Materials:18.4;Utilities:24.7 | US:62.0;EU:9.8;APAC:12.5;EMEA:9.8;LATAM:5.9 | BB:19.7;A:19.6;BBB:29.6;AAA:31.1 | 2.74 | 35.6 | 154 | 206 | 2.3 | 4 | 35 | 55 | 25 | false | true | false | false | 2.18 | 0.55 | 0.06 | Comm:EW | Hedge | iTraxx_XOVER: +85bps notional | -1 | -3 | DealerC | DealerAxed | 9 | 97 | 198 | -431 | HYCap>limit | Reduce | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C08430 | CR1331 | 2025-11-01 | Calm | 79 | 285 | 3.7 | 2.5 | 1,139,040,505 | Comm:37.1;Financials:20.5;RealEstate:22.1;Materials:20.3 | US:63.2;EU:13.0;APAC:11.0;EMEA:10.3;LATAM:2.4 | BB:25.1;A:10.0;BBB:19.0;CCC:28.1;AAA:17.8 | 6.43 | 42.4 | 121 | 302 | 5.3 | 3 | 20 | 45 | 30 | true | true | true | false | 0.69 | -0.16 | -0.16 | null | Hedge | iTraxx_MAIN: +170bps notional | 12 | 23 | ECN1 | Electronic | 10 | 91 | 384 | -353 | HYCap>limit | Hedge | High-yield share above policy cap | 255 | Reviewed by risk; hedges staggered |
C08431 | CR4507 | 2024-06-23 | Tightening | 103 | 462 | 4.4 | 1.3 | 2,040,813,784 | Utilities:16.5;Energy:21.9;Healthcare:25.4;Tech:28.3;Comm:7.9 | US:61.6;EU:18.4;APAC:6.7;EMEA:12.5;LATAM:0.9 | BB:26.8;B:25.9;CCC:18.6;BBB:15.5;AA:13.3 | 3.52 | 41.3 | 93 | 486 | 4.3 | 4 | 20 | 45 | 20 | true | true | true | false | 1.03 | 1.69 | 0.44 | null | Hedge | CDX_IG: +191bps notional | -38 | 23 | ECN2 | RFQ | 2 | 95 | 92 | 28 | Sector>limit | Rotate | Sector concentration above limit | 146 | Rotate into defensive sectors |
C08432 | CR6536 | 2025-08-15 | Calm | 91 | 409 | 4.5 | 2.1 | 1,940,962,756 | Consumer:13.3;Tech:40.5;Financials:15.8;Materials:30.4 | US:65.6;EU:7.9;APAC:10.8;EMEA:10.3;LATAM:5.3 | BB:19.4;AAA:27.6;A:26.3;CCC:6.1;B:20.5 | 3.76 | 27.1 | 138 | 321 | 9.3 | 3.5 | 20 | 45 | 20 | true | true | true | false | 1.89 | 0.55 | 0.02 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 37 | DealerA | All2All | 11 | 91 | 276 | -380 | Region>limit | Hedge | Regional concentration above limit | 245 | Escalate watchlist names |
C08433 | CR8066 | 2025-05-14 | Calm | 119 | 366 | 4 | 1.6 | 2,659,127,625 | Comm:21.4;Financials:58.1;RealEstate:20.4 | US:76.5;EU:6.9;APAC:5.5;EMEA:6.9;LATAM:4.2 | BBB:18.7;B:28.1;AAA:32.1;CCC:21.2 | 7.26 | 58.7 | 217 | 261 | 2.9 | 4 | 20 | 35 | 35 | true | true | true | true | 1.43 | 1.35 | 0.53 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -7 | -16 | ECN2 | DealerAxed | 0 | 86 | -73 | -398 | HYCap>limit | Reduce | High-yield share above policy cap | 154 | Defer adds pending macro print |
C08434 | CR8130 | 2024-07-17 | Recovery | 134 | 512 | 5 | 0.2 | 1,239,010,826 | Consumer:16.6;RealEstate:9.9;Tech:33.4;Healthcare:31.2;Financials:8.9 | US:67.3;EU:6.1;APAC:7.6;EMEA:13.3;LATAM:5.7 | BB:22.2;AAA:13.7;BBB:20.3;A:6.7;CCC:37.0 | 5.69 | 56.5 | 102 | 231 | 11.8 | 3 | 20 | 35 | 35 | true | true | true | false | 0.05 | 0.88 | 0.06 | Comm:EW | Hedge | SingleName_CDS: +161bps notional | -26 | 38 | DealerB | All2All | 5 | 99 | -7 | 196 | HYCap>limit | Rotate | High-yield share above policy cap | 156 | Tighten HY exposure bands |
C08435 | CR9100 | 2024-12-06 | Stress | 181 | 792 | 7.4 | -1.2 | 1,350,536,977 | Healthcare:10.5;Energy:35.3;Financials:16.4;Industrials:15.4;Tech:22.4 | US:62.6;EU:15.1;APAC:5.9;EMEA:10.3;LATAM:6.1 | BB:30.6;AAA:25.2;B:15.8;CCC:28.4 | 6.13 | 63 | 282 | 529 | 23.5 | 3.5 | 35 | 55 | 25 | true | true | true | true | 0.93 | -0.19 | -0.07 | Materials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | -14 | DealerB | Electronic | 3 | 93 | 351 | -412 | Sector>limit | Hedge | Sector concentration above limit | 260 | Tighten HY exposure bands |
C08436 | CR9692 | 2025-03-17 | Calm | 113 | 285 | 3.6 | 2.4 | 471,945,225 | Energy:24.8;Consumer:15.1;Healthcare:30.0;Industrials:23.8;Materials:6.3 | US:67.7;EU:8.9;APAC:11.9;EMEA:10.6;LATAM:0.9 | A:11.2;BB:9.0;AAA:30.4;AA:32.0;BBB:17.4 | 6.41 | 62.6 | 260 | 514 | 6.9 | 3 | 35 | 45 | 20 | false | true | false | true | 1.1 | 0.96 | 0.32 | Consumer:EW | Hedge | CDX_IG: +195bps notional | -19 | 43 | ECN1 | RFQ | 4 | 95 | -27 | -379 | Sector>limit | Rotate | Sector concentration above limit | 134 | Escalate watchlist names |
C08437 | CR6975 | 2025-11-01 | Calm | 86 | 320 | 3.9 | 1.6 | 1,105,705,824 | Tech:28.2;Financials:26.7;Energy:35.5;Industrials:9.6 | US:66.4;EU:7.6;APAC:14.3;EMEA:8.4;LATAM:3.3 | AA:29.6;AAA:23.6;CCC:21.0;BB:25.8 | 4.03 | 30.4 | 84 | 405 | 17.3 | 2.5 | 30 | 35 | 35 | true | true | true | false | 0.02 | -0.22 | 0.59 | Materials:EW | Hedge | iTraxx_XOVER: +114bps notional | -5 | 11 | DealerC | DealerAxed | 5 | 89 | 161 | -324 | Sector>limit | Hedge | Sector concentration above limit | 214 | Escalate watchlist names |
C08438 | CR2493 | 2024-06-01 | Calm | 101 | 344 | 3.3 | 2.3 | 1,315,649,159 | Comm:20.1;Healthcare:57.6;Financials:22.2 | US:71.8;EU:11.0;APAC:9.1;EMEA:8.0;LATAM:0.1 | BBB:36.9;B:12.3;BB:12.4;AAA:32.8;CCC:5.5 | 3.27 | 44.8 | 222 | 342 | 8.2 | 4 | 20 | 55 | 20 | true | true | true | true | 2.08 | 0.56 | -0.35 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -32 | 4 | DealerA | Electronic | 0 | 96 | -32 | -49 | Region>limit | Hedge | Regional concentration above limit | 205 | Defer adds pending macro print |
C08439 | CR7032 | 2024-04-19 | Calm | 111 | 352 | 4 | 2.4 | 2,038,853,656 | Utilities:43.4;Comm:35.3;Energy:21.4 | US:67.0;EU:10.2;APAC:8.7;EMEA:9.9;LATAM:4.2 | AA:13.5;AAA:17.5;CCC:17.0;A:11.1;BBB:9.4;BB:31.6 | 5.28 | 57.6 | 277 | 335 | 16.9 | 4 | 30 | 35 | 30 | true | true | true | true | 1.25 | 0.95 | 0.3 | null | Hedge | SingleName_CDS: +69bps notional | -54 | 43 | DealerC | All2All | 4 | 97 | 218 | -163 | HYCap>limit | Rotate | High-yield share above policy cap | 133 | Tighten HY exposure bands |
C08440 | CR4582 | 2025-09-02 | Tightening | 98 | 515 | 4.9 | 1.9 | 1,225,096,469 | RealEstate:8.1;Materials:13.5;Comm:22.4;Industrials:20.9;Energy:13.3;Tech:21.7 | US:69.6;EU:16.4;APAC:7.1;EMEA:6.6;LATAM:0.4 | AAA:50.6;AA:34.8;CCC:7.8;BB:6.8 | 5.42 | 31.5 | 267 | 484 | 11.6 | 3 | 30 | 45 | 20 | false | true | false | true | 0.28 | 1.59 | -0.37 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | -19 | DealerB | All2All | 11 | 92 | -104 | 22 | Sector>limit | Hedge | Sector concentration above limit | 110 | Rotate into defensive sectors |
C08441 | CR9997 | 2025-12-09 | Tightening | 108 | 369 | 4.9 | 0.7 | 2,602,156,484 | Healthcare:19.2;Tech:41.1;Consumer:39.7 | US:70.0;EU:16.5;APAC:6.0;EMEA:7.5;LATAM:0.0 | B:24.9;BB:21.5;BBB:12.4;AA:6.3;AAA:16.8;CCC:18.1 | 7.26 | 29.1 | 113 | 196 | 16.2 | 3.5 | 25 | 45 | 35 | true | true | true | false | 1.17 | 0.03 | 0.54 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 43 | DealerC | All2All | 1 | 96 | 98 | -412 | VAR>budget | Reduce | Portfolio VAR above budget | 165 | Escalate watchlist names |
C08442 | CR0493 | 2025-04-18 | Tightening | 139 | 474 | 4.9 | 1 | 1,499,296,111 | Healthcare:21.4;Materials:20.0;Comm:18.3;Tech:14.9;Utilities:7.1;Consumer:18.4 | US:72.7;EU:5.8;APAC:13.4;EMEA:7.6;LATAM:0.6 | AAA:32.2;AA:12.1;BB:14.8;BBB:29.3;B:11.6 | 3.09 | 58.5 | 112 | 314 | 13.3 | 3.5 | 30 | 55 | 25 | false | true | true | false | 2.13 | 0.52 | 0.11 | Comm:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -54 | -12 | ECN2 | RFQ | 12 | 100 | 241 | -162 | HYCap>limit | Hedge | High-yield share above policy cap | 177 | Tighten HY exposure bands |
C08443 | CR3963 | 2024-12-06 | Tightening | 105 | 377 | 4.4 | 1.4 | 1,903,568,589 | Tech:37.3;RealEstate:37.3;Financials:25.4 | US:64.1;EU:15.2;APAC:11.3;EMEA:5.7;LATAM:3.7 | BB:25.5;B:37.6;BBB:16.8;AA:20.1 | 5.87 | 46.2 | 142 | 517 | 7 | 3.5 | 25 | 45 | 25 | true | true | true | false | 1.11 | 1.52 | 0.41 | Energy:EW;Comm:EW | Hedge | CDX_IG: +191bps notional | 0 | 30 | ECN1 | Electronic | 5 | 87 | -74 | 161 | Region>limit | Hedge | Regional concentration above limit | 125 | Reviewed by risk; hedges staggered |
C08444 | CR8395 | 2025-03-25 | Calm | 69 | 397 | 3.7 | 2.9 | 2,166,189,874 | RealEstate:14.0;Energy:29.2;Comm:56.7 | US:74.0;EU:6.0;APAC:5.5;EMEA:9.1;LATAM:5.4 | BB:5.5;BBB:37.4;B:5.7;AAA:13.7;AA:21.1;A:16.6 | 3.63 | 32.8 | 147 | 169 | 14.5 | 2 | 20 | 45 | 35 | true | true | false | false | 0.67 | 0.28 | 0.22 | Financials:EW;Utilities:EW;Materials:EW | Hedge | iTraxx_XOVER: +160bps notional | -50 | 4 | DealerA | All2All | 6 | 89 | 45 | -193 | Region>limit | Hedge | Regional concentration above limit | 229 | Escalate watchlist names |
C08445 | CR4213 | 2025-10-29 | Tightening | 125 | 461 | 5 | 2 | 2,889,802,530 | Consumer:13.9;Industrials:17.0;Comm:11.0;Tech:16.3;Materials:12.3;RealEstate:29.6 | US:60.2;EU:16.5;APAC:12.4;EMEA:9.5;LATAM:1.3 | BBB:14.0;AAA:34.9;B:5.2;BB:11.2;CCC:12.9;A:21.8 | 7.13 | 62.6 | 149 | 135 | 12.8 | 4 | 35 | 55 | 25 | false | true | true | false | 0.37 | 1.27 | -0.2 | null | Hedge | SingleName_CDS: +175bps notional | -9 | 15 | DealerA | RFQ | 10 | 97 | -156 | 42 | Region>limit | Reduce | Regional concentration above limit | 205 | Reviewed by risk; hedges staggered |
C08446 | CR7069 | 2025-04-04 | Tightening | 153 | 373 | 4.9 | 1.3 | 453,476,476 | Utilities:17.9;Materials:28.8;Industrials:18.6;RealEstate:19.9;Consumer:14.8 | US:64.0;EU:16.4;APAC:8.7;EMEA:9.7;LATAM:1.2 | AAA:38.9;A:10.2;CCC:21.1;AA:21.7;BB:8.1 | 5.93 | 47.1 | 215 | 237 | 6.5 | 3.5 | 30 | 55 | 30 | false | true | false | true | 2.01 | -0.1 | 0.19 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -19 | DealerC | RFQ | 1 | 97 | -152 | -210 | Sector>limit | Hedge | Sector concentration above limit | 107 | Reviewed by risk; hedges staggered |
C08447 | CR2282 | 2025-09-11 | Calm | 104 | 381 | 4.4 | 2.2 | 1,278,174,828 | Tech:7.1;Energy:14.8;Utilities:13.3;Healthcare:26.6;RealEstate:19.4;Consumer:18.7 | US:73.8;EU:9.6;APAC:7.2;EMEA:5.9;LATAM:3.5 | BB:16.4;AAA:39.5;B:13.2;BBB:30.9 | 5.55 | 22.7 | 169 | 136 | 7.9 | 2 | 25 | 55 | 30 | true | true | false | false | -0.42 | 0.98 | -0.36 | RealEstate:EW;Industrials:EW | Hedge | Treasury_Futures: +172bps notional | 1 | 7 | DealerC | Electronic | 3 | 99 | -25 | -275 | Region>limit | Rotate | Regional concentration above limit | 93 | Reviewed by risk; hedges staggered |
C08448 | CR1057 | 2024-12-20 | Tightening | 114 | 494 | 4.4 | 1.8 | 1,423,600,356 | RealEstate:24.4;Tech:14.7;Utilities:15.2;Materials:22.2;Comm:14.7;Financials:8.8 | US:64.3;EU:6.5;APAC:16.2;EMEA:5.1;LATAM:7.8 | BB:26.8;AAA:17.8;CCC:17.0;BBB:38.4 | 4.36 | 36.3 | 197 | 302 | 3.7 | 2.5 | 25 | 55 | 25 | false | true | true | false | 1.52 | 0.91 | 0.19 | Tech:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | -6 | ECN2 | RFQ | 0 | 95 | 339 | -457 | Sector>limit | Hedge | Sector concentration above limit | 233 | Escalate watchlist names |
C08449 | CR9589 | 2025-03-29 | Stress | 222 | 677 | 8.1 | -0.2 | 2,922,098,401 | Industrials:19.0;Comm:63.7;Healthcare:17.4 | US:61.7;EU:11.5;APAC:15.7;EMEA:10.8;LATAM:0.4 | BB:5.4;BBB:32.6;A:12.0;AAA:32.5;CCC:12.8;B:4.7 | 2.32 | 35.7 | 328 | 523 | 18.1 | 3 | 30 | 55 | 30 | true | true | false | true | -0.33 | 1.71 | 0.38 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -53 | 0 | ECN1 | RFQ | 10 | 92 | -40 | -138 | HYCap>limit | Hedge | High-yield share above policy cap | 183 | Defer adds pending macro print |
C08450 | CR5602 | 2025-03-28 | Recovery | 154 | 420 | 4.8 | 1.6 | 2,427,449,180 | Materials:42.4;Tech:19.7;Consumer:37.9 | US:61.7;EU:9.1;APAC:13.4;EMEA:10.1;LATAM:5.7 | B:14.7;BB:23.8;CCC:15.9;AA:18.2;A:27.4 | 7.09 | 44.3 | 262 | 372 | 14.6 | 4 | 35 | 55 | 30 | true | true | true | true | 1.95 | 0.28 | 0.31 | Materials:EW | Hedge | Treasury_Futures: +183bps notional | -36 | -22 | ECN1 | All2All | 10 | 100 | 53 | -352 | Sector>limit | Reduce | Sector concentration above limit | 135 | Defer adds pending macro print |
C08451 | CR9038 | 2024-12-06 | Stress | 160 | 562 | 7.2 | -0.4 | 2,818,472,494 | Energy:27.7;Healthcare:9.9;Financials:12.3;Tech:20.4;Industrials:9.1;RealEstate:20.7 | US:66.6;EU:12.8;APAC:9.6;EMEA:10.4;LATAM:0.6 | B:6.6;AA:36.0;A:23.1;BB:14.9;AAA:19.4 | 3.62 | 58.5 | 294 | 447 | 14.4 | 3 | 20 | 55 | 25 | true | true | false | true | 0.52 | 1.14 | -0.29 | Tech:EW | Hedge | CDX_IG: +153bps notional | -4 | -24 | DealerB | RFQ | 9 | 90 | 9 | -399 | Region>limit | Hedge | Regional concentration above limit | 166 | Defer adds pending macro print |
C08452 | CR0397 | 2024-06-20 | Tightening | 118 | 381 | 4.9 | 1.5 | 1,480,446,026 | Materials:18.7;Consumer:16.9;Healthcare:30.2;RealEstate:8.6;Tech:13.1;Utilities:12.5 | US:78.5;EU:6.1;APAC:7.9;EMEA:4.8;LATAM:2.6 | A:35.2;BBB:32.1;CCC:18.4;AAA:14.3 | 5.97 | 52.9 | 188 | 365 | 12.7 | 2.5 | 35 | 55 | 25 | false | true | false | false | 1.46 | 1.07 | 0.15 | null | Hedge | CDX_HY: +149bps notional | 17 | -6 | DealerB | DealerAxed | 5 | 99 | 228 | 58 | Sector>limit | Hedge | Sector concentration above limit | 196 | Defer adds pending macro print |
C08453 | CR7863 | 2025-07-15 | Stress | 161 | 848 | 6.3 | 0 | 2,864,015,186 | Financials:10.0;Energy:28.3;Utilities:26.3;Healthcare:15.5;Industrials:20.0 | US:71.8;EU:5.7;APAC:13.1;EMEA:3.8;LATAM:5.6 | A:12.4;AAA:23.9;CCC:16.0;AA:30.9;B:17.0 | 5.4 | 28.6 | 179 | 605 | 4.8 | 2.5 | 25 | 35 | 30 | true | true | true | false | -0.03 | 1.57 | 0.31 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | 21 | ECN1 | Electronic | 2 | 99 | 206 | 61 | Sector>limit | Reduce | Sector concentration above limit | 243 | Rotate into defensive sectors |
C08454 | CR9503 | 2025-09-07 | Recovery | 128 | 530 | 4.6 | -0.4 | 2,849,866,502 | Consumer:11.9;Materials:12.9;Healthcare:9.4;Industrials:14.9;RealEstate:26.9;Comm:24.0 | US:67.7;EU:8.6;APAC:8.7;EMEA:6.5;LATAM:8.5 | B:18.0;AA:16.3;A:19.1;AAA:21.4;BBB:25.3 | 1.98 | 20.4 | 197 | 251 | 16.2 | 2 | 25 | 45 | 30 | true | true | false | false | 1.54 | 1.51 | 0.51 | Energy:EW;Utilities:EW | Hedge | iTraxx_XOVER: +103bps notional | -37 | -24 | DealerA | RFQ | 4 | 96 | 64 | 10 | HYCap>limit | Reduce | High-yield share above policy cap | 111 | Rotate into defensive sectors |
C08455 | CR5612 | 2024-01-16 | Recovery | 158 | 488 | 5 | -0.3 | 1,449,571,637 | Consumer:30.2;Tech:8.1;Materials:17.8;Industrials:14.4;Utilities:29.6 | US:60.4;EU:6.9;APAC:14.1;EMEA:11.1;LATAM:7.6 | CCC:4.8;BB:9.0;BBB:16.5;AAA:16.0;A:27.4;AA:26.3 | 2.84 | 64.9 | 135 | 403 | 9.7 | 3.5 | 20 | 55 | 35 | true | true | false | false | 2.32 | 0.74 | 0.15 | Consumer:EW | Hedge | iTraxx_XOVER: +197bps notional | -18 | -16 | DealerB | RFQ | 0 | 98 | 249 | -226 | Sector>limit | Rotate | Sector concentration above limit | 167 | Tighten HY exposure bands |
C08456 | CR5969 | 2025-10-28 | Tightening | 141 | 510 | 4.3 | 1.7 | 2,210,706,128 | Energy:7.6;Utilities:25.1;Consumer:6.1;Healthcare:23.3;Tech:17.3;Materials:20.7 | US:64.5;EU:11.4;APAC:8.9;EMEA:10.1;LATAM:5.2 | A:12.8;AA:25.3;AAA:19.3;B:27.3;BBB:15.4 | 3.27 | 61.1 | 119 | 215 | 17 | 3 | 20 | 45 | 35 | true | true | false | false | 0.19 | 0.71 | -0.14 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | -18 | ECN2 | Electronic | 7 | 89 | 339 | -89 | VAR>budget | Reduce | Portfolio VAR above budget | 213 | Rotate into defensive sectors |
C08457 | CR1417 | 2025-02-20 | Tightening | 152 | 518 | 4.8 | 0.8 | 735,069,452 | Materials:13.0;RealEstate:9.7;Financials:21.8;Utilities:21.8;Tech:16.0;Energy:17.7 | US:69.1;EU:6.1;APAC:6.8;EMEA:11.8;LATAM:6.2 | BBB:23.7;BB:23.2;CCC:25.3;AAA:27.8 | 5.16 | 44.3 | 152 | 130 | 12.5 | 3.5 | 20 | 45 | 35 | true | true | true | false | 0.44 | 1.25 | 0.09 | Industrials:EW | Hedge | CDX_HY: +146bps notional | -3 | 22 | DealerB | DealerAxed | 7 | 96 | 333 | -89 | Region>limit | Hedge | Regional concentration above limit | 145 | Defer adds pending macro print |
C08458 | CR3503 | 2025-12-14 | Calm | 79 | 332 | 4.1 | 2.4 | 2,152,207,505 | Utilities:24.5;Healthcare:28.4;RealEstate:18.3;Financials:28.8 | US:69.8;EU:9.5;APAC:9.6;EMEA:7.0;LATAM:4.0 | BB:9.5;B:10.9;CCC:10.0;AA:43.0;BBB:26.6 | 1.03 | 63.9 | 94 | 187 | 15.4 | 2.5 | 30 | 45 | 35 | false | true | false | false | 0.42 | 1.51 | 0.49 | Healthcare:EW | Hedge | SingleName_CDS: +52bps notional | -56 | 4 | DealerB | Electronic | 8 | 89 | 350 | -193 | Sector>limit | Hedge | Sector concentration above limit | 171 | Escalate watchlist names |
C08459 | CR1714 | 2024-08-26 | Calm | 78 | 380 | 4.3 | 2.3 | 1,789,659,679 | Tech:37.0;Utilities:8.9;Materials:16.1;Financials:38.0 | US:76.3;EU:9.7;APAC:6.1;EMEA:6.1;LATAM:1.8 | AA:32.2;A:11.7;CCC:25.5;BBB:30.6 | 0.55 | 56.7 | 254 | 121 | 9 | 4 | 25 | 35 | 30 | true | true | false | true | 0.73 | 0.59 | -0.26 | Tech:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | 31 | DealerA | Electronic | 7 | 100 | 353 | 70 | HYCap>limit | Hedge | High-yield share above policy cap | 141 | Escalate watchlist names |
C08460 | CR2407 | 2024-08-15 | Calm | 104 | 369 | 3.4 | 3 | 177,628,921 | Comm:14.0;RealEstate:23.5;Materials:5.4;Industrials:20.4;Energy:11.9;Healthcare:24.8 | US:62.8;EU:8.9;APAC:11.2;EMEA:10.0;LATAM:7.1 | A:15.2;BB:13.3;B:8.5;CCC:12.4;BBB:21.9;AAA:28.7 | 5.02 | 39.2 | 160 | 485 | 2.2 | 4 | 35 | 35 | 35 | false | true | false | false | 2.08 | 0.91 | 0.52 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 20 | DealerC | All2All | 8 | 86 | 393 | -333 | HYCap>limit | Rotate | High-yield share above policy cap | 168 | Escalate watchlist names |
C08461 | CR1018 | 2025-03-08 | Recovery | 144 | 621 | 6.1 | -0.5 | 2,478,473,908 | Utilities:29.8;Materials:15.4;Tech:27.1;Healthcare:13.3;Industrials:14.3 | US:68.4;EU:10.3;APAC:16.1;EMEA:4.5;LATAM:0.7 | CCC:11.8;BB:15.9;B:11.1;BBB:18.4;AA:42.7 | 2.67 | 39.8 | 260 | 230 | 7.9 | 3 | 35 | 55 | 20 | false | true | true | true | 0.81 | 0.01 | 0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 39 | ECN1 | RFQ | 3 | 85 | -133 | -311 | Sector>limit | Reduce | Sector concentration above limit | 202 | Reviewed by risk; hedges staggered |
C08462 | CR2058 | 2024-07-30 | Tightening | 145 | 500 | 4.2 | 1.9 | 2,873,632,366 | Healthcare:33.3;Materials:34.5;Utilities:32.2 | US:64.9;EU:14.1;APAC:12.4;EMEA:3.0;LATAM:5.5 | BB:5.5;BBB:18.2;B:10.2;AA:21.0;A:27.4;AAA:17.7 | 0.46 | 61.9 | 132 | 173 | 16.5 | 2.5 | 20 | 55 | 25 | true | true | false | false | 2.15 | 1.06 | -0.04 | null | Hedge | Options_Payer: +199bps notional | -56 | -12 | DealerB | RFQ | 7 | 96 | 78 | -252 | VAR>budget | Hedge | Portfolio VAR above budget | 232 | Defer adds pending macro print |
C08463 | CR3799 | 2025-09-28 | Recovery | 138 | 564 | 4.6 | 1 | 1,061,978,119 | Utilities:35.9;RealEstate:10.6;Energy:14.7;Comm:38.8 | US:61.6;EU:9.4;APAC:7.3;EMEA:13.0;LATAM:8.7 | BBB:29.3;CCC:8.2;AAA:19.0;AA:32.1;A:11.4 | 2.79 | 63.9 | 268 | 433 | 7.4 | 3.5 | 35 | 35 | 35 | true | true | false | true | -0 | 1.63 | -0.03 | Comm:EW | Hedge | CDX_IG: +71bps notional | -7 | 37 | DealerA | All2All | 11 | 86 | 201 | -64 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Escalate watchlist names |
C08464 | CR8705 | 2024-01-21 | Recovery | 169 | 464 | 6.4 | -0.3 | 1,603,415,153 | Energy:31.3;Financials:13.6;RealEstate:20.0;Utilities:23.6;Consumer:11.5 | US:64.7;EU:15.0;APAC:8.7;EMEA:9.2;LATAM:2.4 | BB:8.2;AAA:21.4;A:11.5;BBB:28.3;AA:14.6;B:16.1 | 5.74 | 29.4 | 239 | 504 | 8.3 | 4 | 20 | 35 | 25 | true | true | false | true | -0.37 | 1.11 | 0.07 | Tech:EW | Hedge | iTraxx_MAIN: +113bps notional | -48 | -17 | ECN1 | DealerAxed | 4 | 90 | -163 | -157 | Sector>limit | Hedge | Sector concentration above limit | 260 | Rotate into defensive sectors |
C08465 | CR2455 | 2025-01-27 | Stress | 194 | 747 | 5.6 | -1 | 488,903,185 | Materials:34.2;Healthcare:24.3;Industrials:33.0;Tech:8.5 | US:72.2;EU:11.6;APAC:7.1;EMEA:2.9;LATAM:6.1 | A:22.2;CCC:34.3;B:13.8;AA:19.3;AAA:10.4 | 2.87 | 64.3 | 146 | 373 | 18.1 | 2.5 | 25 | 55 | 25 | true | true | true | false | 0.95 | 0.14 | -0.13 | Tech:EW | Hedge | iTraxx_XOVER: +168bps notional | -48 | -25 | ECN2 | Electronic | 1 | 100 | -218 | -297 | VAR>budget | Rotate | Portfolio VAR above budget | 181 | Defer adds pending macro print |
C08466 | CR1804 | 2024-08-13 | Recovery | 117 | 481 | 5.5 | 0 | 970,273,599 | Materials:7.6;Energy:15.4;Industrials:11.9;Consumer:26.6;Tech:14.7;RealEstate:23.8 | US:72.1;EU:7.7;APAC:9.7;EMEA:6.0;LATAM:4.6 | CCC:18.5;BB:12.0;BBB:20.1;B:14.2;AAA:19.9;AA:15.4 | 3.48 | 25.2 | 155 | 314 | 13.2 | 2 | 35 | 45 | 35 | false | true | true | false | 1.6 | 0.85 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | 8 | DealerA | RFQ | 12 | 99 | 10 | 130 | VAR>budget | Reduce | Portfolio VAR above budget | 184 | Defer adds pending macro print |
C08467 | CR0569 | 2024-06-29 | Stress | 160 | 655 | 7 | -0.9 | 213,986,891 | RealEstate:26.2;Comm:19.7;Financials:14.5;Energy:24.7;Healthcare:14.9 | US:63.8;EU:17.2;APAC:8.4;EMEA:7.0;LATAM:3.7 | A:20.1;AA:23.5;BBB:22.6;CCC:33.8 | 6.59 | 43.7 | 346 | 360 | 16.9 | 3.5 | 30 | 45 | 25 | false | true | true | true | 0.08 | 0.33 | 0.09 | Healthcare:EW;Energy:EW | Hedge | CDX_HY: +118bps notional | -60 | 19 | ECN2 | DealerAxed | 8 | 86 | 137 | 84 | Sector>limit | Hedge | Sector concentration above limit | 149 | Rotate into defensive sectors |
C08468 | CR8028 | 2025-06-15 | Tightening | 152 | 520 | 4.8 | 1.2 | 1,941,725,199 | Utilities:15.7;Energy:15.9;RealEstate:21.7;Industrials:21.5;Consumer:16.1;Financials:9.2 | US:70.8;EU:9.9;APAC:9.6;EMEA:6.9;LATAM:2.8 | AAA:16.6;CCC:18.9;BBB:39.6;B:18.6;BB:6.2 | 1.43 | 26.3 | 270 | 141 | 17.5 | 2.5 | 30 | 55 | 30 | false | true | true | true | 1.26 | 1.79 | 0.25 | Materials:EW | Hedge | CDX_IG: +198bps notional | -53 | 4 | DealerB | Electronic | 9 | 88 | 380 | -415 | Sector>limit | Reduce | Sector concentration above limit | 120 | Tighten HY exposure bands |
C08469 | CR5773 | 2024-10-17 | Tightening | 138 | 368 | 4.5 | 1.3 | 446,800,785 | Comm:12.5;Utilities:21.8;Energy:22.0;Industrials:24.8;RealEstate:9.4;Financials:9.5 | US:65.6;EU:16.8;APAC:6.9;EMEA:3.3;LATAM:7.4 | BB:16.2;B:12.4;A:23.3;AAA:18.9;AA:29.2 | 4.82 | 36.5 | 173 | 404 | 10.9 | 2.5 | 25 | 55 | 25 | false | true | true | false | 2.29 | 1.27 | -0.13 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | -20 | DealerC | RFQ | 2 | 94 | -26 | -473 | HYCap>limit | Rotate | High-yield share above policy cap | 110 | Tighten HY exposure bands |
C08470 | CR0659 | 2025-12-19 | Stress | 210 | 718 | 6.5 | -1.5 | 810,692,445 | Consumer:5.9;Energy:19.5;RealEstate:18.7;Utilities:21.3;Industrials:18.4;Comm:16.2 | US:71.5;EU:7.4;APAC:12.8;EMEA:6.9;LATAM:1.4 | B:9.7;A:20.0;CCC:6.1;AAA:16.5;BBB:34.2;BB:13.5 | 6.81 | 61 | 360 | 674 | 17.7 | 2 | 35 | 35 | 30 | false | true | false | true | 1.1 | 1.13 | 0.45 | Tech:EW;Consumer:EW | Hedge | CDX_IG: +81bps notional | 14 | 34 | DealerB | DealerAxed | 4 | 86 | -77 | -40 | VAR>budget | Reduce | Portfolio VAR above budget | 215 | Reviewed by risk; hedges staggered |
C08471 | CR2468 | 2025-02-27 | Tightening | 124 | 469 | 4 | 1.7 | 680,622,583 | Materials:16.2;Industrials:11.0;Tech:15.5;Utilities:38.4;Energy:19.0 | US:65.7;EU:12.6;APAC:8.9;EMEA:7.3;LATAM:5.5 | A:14.6;B:23.7;AA:27.4;BBB:21.7;BB:12.6 | 2.13 | 56.4 | 214 | 374 | 7.7 | 4 | 20 | 35 | 30 | true | true | true | true | -0.29 | 1.45 | 0.47 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 28 | ECN1 | All2All | 9 | 86 | 336 | -366 | Sector>limit | Hedge | Sector concentration above limit | 184 | Defer adds pending macro print |
C08472 | CR0393 | 2025-08-13 | Calm | 114 | 301 | 4.4 | 2.8 | 1,387,261,846 | Financials:23.4;Utilities:11.7;Industrials:9.6;Tech:28.8;Materials:26.4 | US:56.7;EU:13.3;APAC:15.7;EMEA:8.5;LATAM:5.7 | CCC:5.7;B:25.9;BBB:40.0;AA:28.4 | 1.92 | 43.3 | 233 | 286 | 9.9 | 2.5 | 25 | 55 | 25 | true | true | true | true | 1.79 | -0.24 | -0.39 | RealEstate:EW | Hedge | Treasury_Futures: +175bps notional | 19 | 3 | DealerA | DealerAxed | 2 | 97 | 21 | -109 | Sector>limit | Hedge | Sector concentration above limit | 169 | Reviewed by risk; hedges staggered |
C08473 | CR1470 | 2025-03-07 | Tightening | 111 | 402 | 4.9 | 1.8 | 1,157,388,615 | RealEstate:27.6;Materials:50.9;Comm:21.6 | US:68.9;EU:11.2;APAC:11.0;EMEA:6.3;LATAM:2.6 | B:9.2;AA:17.0;BBB:22.1;BB:3.3;AAA:20.7;A:27.6 | 6.34 | 55.5 | 202 | 290 | 12 | 3 | 25 | 35 | 25 | true | true | false | true | 1.46 | 0.93 | -0.21 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 15 | ECN1 | DealerAxed | 4 | 85 | 341 | 131 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Rotate into defensive sectors |
C08474 | CR5932 | 2024-06-18 | Recovery | 144 | 521 | 4.6 | 0.3 | 354,449,563 | Comm:17.5;Consumer:18.4;Energy:31.0;RealEstate:17.7;Tech:15.4 | US:60.5;EU:15.9;APAC:11.4;EMEA:8.3;LATAM:3.9 | AA:14.2;AAA:33.5;A:13.9;CCC:5.7;BBB:27.0;B:5.8 | 4.69 | 63.2 | 118 | 350 | 10.9 | 3.5 | 20 | 55 | 30 | true | true | false | false | -0.24 | 1.13 | -0.38 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | 36 | DealerA | DealerAxed | 8 | 95 | 167 | -467 | Sector>limit | Hedge | Sector concentration above limit | 244 | Defer adds pending macro print |
C08475 | CR1644 | 2025-01-18 | Recovery | 140 | 452 | 5.8 | 1.8 | 159,961,947 | Utilities:17.6;Materials:50.8;Industrials:12.5;Financials:19.1 | US:67.4;EU:7.5;APAC:7.8;EMEA:10.4;LATAM:6.8 | B:5.7;CCC:24.8;AAA:16.1;AA:43.4;BB:10.1 | 2.81 | 44.7 | 171 | 302 | 5.3 | 2 | 20 | 45 | 35 | true | true | true | false | 0.47 | 0.26 | -0.05 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | -14 | ECN1 | RFQ | 4 | 92 | -12 | -144 | HYCap>limit | Reduce | High-yield share above policy cap | 216 | Defer adds pending macro print |
C08476 | CR4495 | 2024-11-04 | Calm | 107 | 370 | 4.4 | 2.2 | 126,656,955 | Consumer:33.7;Comm:39.8;Healthcare:11.1;Industrials:15.3 | US:61.7;EU:7.0;APAC:16.8;EMEA:6.6;LATAM:7.9 | CCC:26.2;B:26.2;AA:23.0;AAA:24.6 | 6.76 | 49.9 | 275 | 311 | 17.2 | 3 | 20 | 45 | 25 | true | true | true | true | 1.24 | 0.41 | 0.04 | Comm:EW;Energy:EW;Utilities:EW | Hedge | Options_Payer: +182bps notional | -15 | 30 | ECN1 | DealerAxed | 3 | 90 | -98 | -121 | HYCap>limit | Hedge | High-yield share above policy cap | 146 | Rotate into defensive sectors |
C08477 | CR4171 | 2024-12-17 | Tightening | 152 | 408 | 4.5 | 1.6 | 1,196,368,248 | Industrials:9.7;Financials:21.9;Healthcare:27.3;Utilities:12.0;Energy:12.9;Consumer:16.2 | US:63.8;EU:12.3;APAC:13.3;EMEA:9.1;LATAM:1.5 | CCC:9.0;AA:12.5;AAA:25.4;BBB:32.3;BB:14.7;B:6.1 | 6.93 | 27 | 198 | 311 | 10 | 2 | 30 | 55 | 35 | false | true | false | false | 0.08 | 0.7 | 0.03 | Financials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -15 | -14 | DealerA | RFQ | 4 | 85 | -127 | -336 | HYCap>limit | Hedge | High-yield share above policy cap | 162 | Tighten HY exposure bands |
C08478 | CR8048 | 2025-02-26 | Calm | 96 | 294 | 3.8 | 1.6 | 730,544,228 | Healthcare:31.4;RealEstate:32.0;Industrials:36.6 | US:66.4;EU:11.7;APAC:11.9;EMEA:6.0;LATAM:4.0 | AAA:13.2;A:23.4;AA:26.2;BBB:7.7;CCC:29.4 | 1.98 | 50.3 | 155 | 428 | 9.1 | 3.5 | 30 | 45 | 25 | true | true | true | false | 0.57 | 0.69 | -0.01 | Healthcare:EW;Financials:EW | Hedge | Treasury_Futures: +197bps notional | -45 | 26 | DealerB | RFQ | 7 | 100 | 245 | 73 | HYCap>limit | Hedge | High-yield share above policy cap | 187 | Defer adds pending macro print |
C08479 | CR8886 | 2025-10-19 | Calm | 90 | 300 | 4 | 2.4 | 1,560,125,569 | Energy:21.7;Financials:14.9;Industrials:6.0;RealEstate:18.6;Materials:13.6;Consumer:25.3 | US:68.5;EU:10.1;APAC:8.8;EMEA:10.1;LATAM:2.6 | BBB:24.6;B:4.3;CCC:14.1;AA:20.5;A:16.9;AAA:19.5 | 3.32 | 42.8 | 270 | 127 | 6.9 | 2 | 30 | 35 | 25 | false | true | false | true | 0.83 | 1.55 | -0.33 | Energy:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | -7 | ECN2 | RFQ | 6 | 92 | 299 | 70 | Region>limit | Hedge | Regional concentration above limit | 238 | Reviewed by risk; hedges staggered |
C08480 | CR9953 | 2024-03-14 | Recovery | 151 | 544 | 5.3 | 0.4 | 1,649,352,134 | Industrials:16.9;Materials:17.9;Utilities:17.3;Comm:12.1;RealEstate:14.7;Financials:21.0 | US:68.0;EU:10.3;APAC:11.7;EMEA:4.6;LATAM:5.4 | AA:24.9;BB:34.9;AAA:15.2;B:24.9 | 1.86 | 25.9 | 193 | 187 | 13.4 | 2.5 | 20 | 55 | 20 | true | true | true | false | 1.8 | -0.22 | 0.05 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | -25 | ECN2 | DealerAxed | 2 | 91 | 339 | -139 | HYCap>limit | Reduce | High-yield share above policy cap | 153 | Defer adds pending macro print |
C08481 | CR0351 | 2024-06-07 | Calm | 100 | 283 | 4.1 | 2.7 | 989,272,304 | Utilities:20.5;Consumer:12.2;Energy:11.9;Comm:34.9;Healthcare:20.6 | US:68.1;EU:13.7;APAC:6.7;EMEA:9.4;LATAM:2.1 | BBB:13.2;AA:36.2;BB:25.4;A:25.1 | 6.62 | 48.8 | 255 | 331 | 3 | 3 | 25 | 55 | 35 | true | true | false | true | 0.69 | 1.09 | -0.36 | Utilities:EW | Hedge | Options_Payer: +110bps notional | -10 | -6 | DealerC | DealerAxed | 7 | 86 | -152 | -436 | Region>limit | Reduce | Regional concentration above limit | 175 | Defer adds pending macro print |
C08482 | CR7252 | 2025-11-11 | Stress | 250 | 636 | 5.5 | -0.9 | 1,880,191,539 | Energy:22.7;Financials:15.2;Industrials:30.7;Utilities:31.4 | US:69.1;EU:6.5;APAC:12.2;EMEA:7.1;LATAM:5.1 | CCC:29.4;BB:15.5;AAA:16.5;B:30.5;BBB:8.2 | 1.63 | 34.7 | 231 | 332 | 8.7 | 3 | 35 | 45 | 30 | false | true | true | true | 0.17 | 0.01 | -0.32 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | 9 | DealerB | RFQ | 5 | 100 | 303 | -327 | Region>limit | Hedge | Regional concentration above limit | 219 | Rotate into defensive sectors |
C08483 | CR6699 | 2025-06-25 | Stress | 219 | 634 | 6.5 | -1.2 | 628,176,955 | Consumer:16.4;RealEstate:20.6;Utilities:15.8;Materials:21.0;Financials:15.7;Healthcare:10.6 | US:61.8;EU:18.4;APAC:9.9;EMEA:9.6;LATAM:0.2 | A:10.7;AA:16.5;CCC:39.6;B:17.5;AAA:15.7 | 2.16 | 59.8 | 222 | 396 | 6.6 | 2 | 25 | 35 | 20 | false | true | true | true | 0.16 | 1.17 | -0.26 | Financials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | 22 | DealerA | RFQ | 3 | 98 | 187 | -424 | Sector>limit | Hedge | Sector concentration above limit | 220 | Rotate into defensive sectors |
C08484 | CR4448 | 2024-08-18 | Stress | 238 | 834 | 5.4 | 0.3 | 1,179,902,889 | Consumer:22.0;Utilities:23.8;RealEstate:10.9;Industrials:10.8;Healthcare:19.8;Tech:12.7 | US:60.1;EU:12.4;APAC:13.0;EMEA:9.6;LATAM:5.0 | AAA:36.4;AA:24.7;B:13.0;BB:8.6;BBB:17.3 | 3.91 | 33.7 | 345 | 490 | 17.7 | 4 | 25 | 35 | 20 | false | true | true | true | 1.06 | -0.06 | 0.2 | null | Hedge | iTraxx_MAIN: +176bps notional | -60 | 23 | DealerA | DealerAxed | 1 | 94 | 350 | -313 | Sector>limit | Rotate | Sector concentration above limit | 156 | Reviewed by risk; hedges staggered |
C08485 | CR0037 | 2025-06-16 | Stress | 155 | 660 | 5 | -1.2 | 1,478,983,082 | Materials:30.0;Energy:11.1;RealEstate:17.6;Comm:41.3 | US:61.6;EU:10.4;APAC:15.3;EMEA:4.1;LATAM:8.7 | CCC:33.6;B:29.2;BBB:27.4;AAA:9.8 | 2.72 | 64.5 | 318 | 647 | 7.7 | 3 | 25 | 45 | 35 | true | true | true | true | 0.34 | 0.07 | 0.04 | Healthcare:EW;Comm:EW | Hedge | CDX_HY: +100bps notional | -22 | -19 | DealerC | Electronic | 12 | 96 | 99 | -335 | Sector>limit | Hedge | Sector concentration above limit | 166 | Rotate into defensive sectors |
C08486 | CR1010 | 2025-05-25 | Stress | 211 | 692 | 5.5 | 0.6 | 2,489,651,314 | Energy:23.3;Comm:7.5;Industrials:20.5;Consumer:13.3;Financials:21.0;Utilities:14.4 | US:65.9;EU:15.7;APAC:8.9;EMEA:8.2;LATAM:1.4 | AA:23.4;CCC:10.8;B:16.2;A:22.9;BBB:20.8;BB:5.8 | 4.86 | 34.8 | 211 | 628 | 9.8 | 2.5 | 25 | 55 | 35 | false | true | false | true | -0 | 0.49 | -0.25 | RealEstate:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 23 | DealerB | RFQ | 5 | 90 | 200 | -386 | Sector>limit | Reduce | Sector concentration above limit | 228 | Defer adds pending macro print |
C08487 | CR7710 | 2024-01-16 | Recovery | 132 | 469 | 5.5 | -0 | 2,326,533,907 | Consumer:32.2;RealEstate:21.3;Tech:46.5 | US:65.3;EU:11.0;APAC:12.3;EMEA:6.2;LATAM:5.2 | A:20.7;AAA:17.0;BBB:13.8;CCC:29.6;AA:18.9 | 1.44 | 39.1 | 187 | 397 | 12.4 | 4 | 20 | 55 | 25 | true | true | true | false | 1.1 | 1.59 | -0.06 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -25 | DealerC | DealerAxed | 1 | 97 | 118 | -336 | VAR>budget | Hedge | Portfolio VAR above budget | 260 | Reviewed by risk; hedges staggered |
C08488 | CR3471 | 2024-01-25 | Stress | 204 | 684 | 6 | -1.8 | 50,966,020 | Materials:31.3;Consumer:39.0;Healthcare:15.4;RealEstate:14.3 | US:74.2;EU:10.1;APAC:7.6;EMEA:6.4;LATAM:1.7 | AAA:20.8;CCC:7.6;A:36.3;B:14.9;BBB:20.5 | 1.08 | 61.2 | 192 | 547 | 17 | 3 | 30 | 45 | 35 | true | true | false | false | 0.89 | 0.5 | -0.13 | Tech:EW | Hedge | Options_Payer: +117bps notional | -57 | 2 | ECN2 | RFQ | 5 | 89 | 138 | -450 | Sector>limit | Reduce | Sector concentration above limit | 186 | Reviewed by risk; hedges staggered |
C08489 | CR0860 | 2025-09-19 | Tightening | 128 | 460 | 4.4 | 2 | 1,032,869,827 | Tech:16.5;Financials:61.7;Industrials:21.8 | US:64.5;EU:15.1;APAC:8.8;EMEA:4.2;LATAM:7.4 | AA:17.4;A:17.7;BBB:33.1;AAA:20.2;B:2.7;BB:9.0 | 4.96 | 56.8 | 179 | 348 | 12.6 | 3 | 25 | 55 | 35 | true | true | false | false | -0.13 | 1.38 | -0.03 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | -4 | ECN2 | Electronic | 11 | 89 | 19 | -424 | HYCap>limit | Reduce | High-yield share above policy cap | 122 | Reviewed by risk; hedges staggered |
C08490 | CR8006 | 2024-01-16 | Tightening | 117 | 477 | 4.7 | 1.8 | 436,713,529 | Materials:11.6;Tech:37.3;Utilities:31.7;Energy:19.4 | US:61.5;EU:10.7;APAC:13.5;EMEA:10.5;LATAM:3.7 | BB:13.4;AAA:5.5;B:27.5;A:13.9;AA:15.9;CCC:23.8 | 4.85 | 47.7 | 200 | 378 | 10.5 | 4 | 30 | 35 | 20 | true | true | true | false | 1.35 | 1.72 | 0.57 | RealEstate:EW;Industrials:EW;Comm:EW | Hedge | Options_Payer: +69bps notional | -38 | -19 | ECN2 | Electronic | 7 | 97 | 111 | 102 | Region>limit | Reduce | Regional concentration above limit | 105 | Rotate into defensive sectors |
C08491 | CR3735 | 2024-10-26 | Calm | 70 | 345 | 3.7 | 3 | 1,577,875,260 | Energy:21.5;Comm:15.5;Consumer:16.6;Industrials:25.4;Tech:21.0 | US:65.6;EU:16.7;APAC:5.1;EMEA:10.6;LATAM:2.0 | CCC:6.5;BB:12.9;A:47.1;AA:33.6 | 3.74 | 63.3 | 113 | 400 | 15.8 | 4 | 35 | 55 | 30 | false | true | false | false | 2.23 | 1.17 | 0.06 | Energy:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 31 | DealerA | RFQ | 7 | 94 | -109 | 67 | HYCap>limit | Rotate | High-yield share above policy cap | 248 | Rotate into defensive sectors |
C08492 | CR2986 | 2025-05-30 | Recovery | 107 | 518 | 4.7 | 0.2 | 2,278,449,681 | Energy:18.0;Tech:46.3;Utilities:35.6 | US:68.1;EU:11.9;APAC:12.7;EMEA:4.1;LATAM:3.1 | A:23.1;CCC:16.7;BB:10.9;BBB:49.2 | 2.31 | 58.4 | 89 | 385 | 15.5 | 3.5 | 20 | 55 | 30 | true | true | false | false | 0.8 | 0.26 | 0.45 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | 45 | ECN1 | Electronic | 9 | 87 | 247 | -243 | HYCap>limit | Hedge | High-yield share above policy cap | 100 | Escalate watchlist names |
C08493 | CR9772 | 2024-10-04 | Recovery | 143 | 600 | 6.1 | 1.6 | 162,975,601 | Comm:23.9;Industrials:18.2;Financials:23.6;Energy:22.9;Tech:11.5 | US:57.1;EU:17.4;APAC:14.2;EMEA:6.1;LATAM:5.2 | AA:14.1;AAA:21.1;CCC:27.1;BB:9.2;BBB:13.3;A:15.2 | 3.53 | 46.4 | 126 | 449 | 9.9 | 2.5 | 20 | 55 | 20 | true | true | true | false | -0.42 | -0.29 | 0.37 | Financials:EW | Hedge | CDX_IG: +112bps notional | -8 | -14 | DealerC | DealerAxed | 10 | 95 | 198 | 54 | Sector>limit | Reduce | Sector concentration above limit | 215 | Defer adds pending macro print |
C08494 | CR1573 | 2025-10-13 | Tightening | 160 | 465 | 5.2 | 0.8 | 142,930,815 | Energy:26.6;Industrials:28.8;Utilities:32.3;Financials:12.4 | US:65.5;EU:14.7;APAC:6.6;EMEA:4.9;LATAM:8.3 | BBB:21.9;B:29.1;AA:26.3;BB:22.7 | 5.88 | 61.2 | 107 | 482 | 5.5 | 3 | 30 | 55 | 25 | true | true | true | false | 0.56 | 0.3 | 0.1 | null | Hedge | SingleName_CDS: +198bps notional | 16 | 16 | DealerA | RFQ | 2 | 91 | 259 | 22 | HYCap>limit | Hedge | High-yield share above policy cap | 146 | Reviewed by risk; hedges staggered |
C08495 | CR6722 | 2024-11-25 | Calm | 101 | 374 | 3.5 | 2.6 | 1,521,280,608 | Materials:16.4;Financials:24.0;RealEstate:59.6 | US:57.0;EU:16.4;APAC:13.5;EMEA:9.3;LATAM:3.8 | BB:12.3;B:16.4;CCC:7.3;BBB:64.0 | 2.42 | 24.7 | 274 | 462 | 6.5 | 3 | 20 | 45 | 35 | true | true | true | true | 2.25 | 0.63 | -0.14 | RealEstate:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 11 | DealerB | All2All | 7 | 87 | -143 | 10 | Sector>limit | Reduce | Sector concentration above limit | 92 | Escalate watchlist names |
C08496 | CR1879 | 2024-07-30 | Calm | 83 | 396 | 4.2 | 2.9 | 1,100,339,649 | Comm:20.1;Consumer:22.7;Materials:19.2;Utilities:10.6;RealEstate:9.7;Tech:17.7 | US:67.8;EU:6.9;APAC:12.2;EMEA:8.9;LATAM:4.3 | A:17.7;BB:26.7;AA:19.8;CCC:16.4;B:19.4 | 7.23 | 23.9 | 270 | 425 | 7 | 2.5 | 25 | 45 | 20 | false | true | true | true | 0.98 | 0.52 | 0.44 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | -3 | DealerA | DealerAxed | 8 | 85 | 27 | 30 | Region>limit | Hedge | Regional concentration above limit | 103 | Tighten HY exposure bands |
C08497 | CR0027 | 2024-12-07 | Calm | 103 | 308 | 4 | 2.2 | 851,524,503 | Industrials:32.3;Financials:28.3;Materials:22.9;Comm:16.4 | US:63.7;EU:18.1;APAC:5.7;EMEA:11.5;LATAM:1.0 | AA:26.9;B:11.1;A:43.9;AAA:18.1 | 0.69 | 28.8 | 133 | 379 | 8.4 | 2.5 | 25 | 35 | 20 | true | true | false | false | 1 | 0.73 | -0.11 | Comm:EW;Financials:EW | Hedge | SingleName_CDS: +194bps notional | -54 | -14 | DealerA | Electronic | 7 | 95 | 248 | 68 | HYCap>limit | Hedge | High-yield share above policy cap | 218 | Reviewed by risk; hedges staggered |
C08498 | CR6161 | 2025-07-25 | Tightening | 92 | 396 | 4.3 | 1.5 | 767,082,735 | Financials:19.1;Industrials:16.4;Consumer:34.7;Healthcare:29.7 | US:53.4;EU:14.7;APAC:14.4;EMEA:9.6;LATAM:7.9 | A:29.0;BB:22.3;AAA:23.6;B:25.1 | 5.31 | 46.6 | 214 | 328 | 12.7 | 2 | 30 | 35 | 25 | true | true | true | true | -0.09 | 1.07 | -0.16 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 8 | DealerC | DealerAxed | 10 | 86 | 57 | -448 | HYCap>limit | Rotate | High-yield share above policy cap | 120 | Escalate watchlist names |
C08499 | CR7012 | 2024-09-26 | Tightening | 128 | 518 | 4.9 | 1.7 | 660,015,684 | RealEstate:12.6;Utilities:20.1;Healthcare:11.1;Comm:20.7;Financials:27.8;Tech:7.6 | US:69.8;EU:8.9;APAC:14.6;EMEA:3.4;LATAM:3.3 | A:40.0;BBB:19.1;B:9.4;AAA:31.5 | 5.95 | 21.4 | 141 | 401 | 7.8 | 2 | 30 | 55 | 25 | false | true | false | false | 1.35 | 0.12 | -0.16 | Utilities:EW;Comm:EW | Hedge | Treasury_Futures: +80bps notional | 1 | 39 | DealerB | RFQ | 1 | 89 | 396 | -368 | HYCap>limit | Reduce | High-yield share above policy cap | 116 | Defer adds pending macro print |
C08500 | CR7642 | 2024-11-17 | Tightening | 160 | 502 | 3.9 | 1.8 | 272,697,936 | Industrials:12.4;Energy:25.2;Comm:21.1;Healthcare:8.9;Utilities:24.1;Financials:8.3 | US:64.5;EU:17.4;APAC:5.7;EMEA:6.7;LATAM:5.7 | CCC:18.1;BB:25.4;A:13.2;AA:9.5;AAA:9.6;B:24.2 | 5.51 | 25.5 | 156 | 498 | 6.8 | 2 | 25 | 55 | 30 | true | true | true | false | 1.31 | 1.54 | 0.47 | null | Hedge | iTraxx_MAIN: +69bps notional | -9 | 18 | DealerB | DealerAxed | 8 | 94 | -7 | -170 | Sector>limit | Reduce | Sector concentration above limit | 137 | Tighten HY exposure bands |
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