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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08501 | CR7860 | 2024-07-20 | Calm | 100 | 364 | 4 | 2.8 | 1,055,276,931 | RealEstate:30.1;Industrials:13.9;Financials:23.1;Comm:33.0 | US:59.1;EU:10.9;APAC:13.4;EMEA:10.9;LATAM:5.7 | CCC:15.0;AAA:9.4;BBB:28.8;A:22.6;AA:12.6;BB:11.6 | 2.47 | 46.9 | 141 | 158 | 11.5 | 2 | 20 | 45 | 35 | true | true | false | false | 0.07 | 1.51 | -0.21 | null | Hedge | Treasury_Futures: +166bps notional | -19 | 2 | DealerA | DealerAxed | 0 | 86 | -79 | -97 | Region>limit | Rotate | Regional concentration above limit | 202 | Escalate watchlist names |
C08502 | CR5899 | 2024-03-04 | Stress | 194 | 706 | 6.6 | -0.4 | 2,129,326,857 | Tech:20.5;Utilities:16.4;RealEstate:17.7;Consumer:23.7;Energy:14.8;Industrials:7.0 | US:68.9;EU:17.2;APAC:7.3;EMEA:4.1;LATAM:2.4 | CCC:16.5;B:10.4;A:38.1;AA:35.0 | 6.94 | 28.8 | 301 | 638 | 22.1 | 4 | 25 | 55 | 25 | false | true | true | true | 0.38 | 0.65 | 0.08 | Utilities:EW;Industrials:EW;Tech:EW | Hedge | SingleName_CDS: +91bps notional | 5 | 19 | ECN2 | Electronic | 5 | 89 | -180 | -259 | Sector>limit | Rotate | Sector concentration above limit | 260 | Tighten HY exposure bands |
C08503 | CR6750 | 2024-09-27 | Tightening | 95 | 483 | 4.1 | 1.6 | 344,278,717 | Comm:7.9;Industrials:27.2;Healthcare:19.3;RealEstate:28.3;Energy:17.3 | US:63.5;EU:13.1;APAC:9.6;EMEA:7.6;LATAM:6.2 | B:7.1;CCC:20.9;AA:12.3;A:14.1;BBB:24.4;BB:21.2 | 4.62 | 22.7 | 139 | 435 | 10.8 | 3 | 35 | 35 | 20 | false | true | true | false | 0.09 | 1.56 | -0.35 | RealEstate:EW;Tech:EW | Hedge | Options_Payer: +59bps notional | -5 | 42 | DealerC | Electronic | 11 | 100 | -133 | 32 | VAR>budget | Rotate | Portfolio VAR above budget | 193 | Reviewed by risk; hedges staggered |
C08504 | CR3156 | 2024-03-11 | Calm | 91 | 415 | 4.5 | 2.6 | 2,140,823,711 | Utilities:10.2;Industrials:10.8;Tech:31.6;Consumer:10.1;Financials:28.9;Materials:8.5 | US:66.6;EU:17.1;APAC:6.7;EMEA:4.0;LATAM:5.7 | BB:11.2;CCC:6.3;B:4.1;A:44.8;AA:18.4;AAA:15.2 | 3.94 | 52.3 | 229 | 308 | 14 | 4 | 20 | 45 | 25 | true | true | false | true | 0.82 | 1.7 | 0.53 | Industrials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | -21 | DealerB | DealerAxed | 4 | 98 | 220 | -112 | HYCap>limit | Reduce | High-yield share above policy cap | 141 | Tighten HY exposure bands |
C08505 | CR3763 | 2024-11-30 | Calm | 100 | 313 | 3.4 | 2 | 2,437,514,003 | Financials:12.2;Materials:28.8;Utilities:31.5;Consumer:27.5 | US:67.7;EU:8.9;APAC:8.9;EMEA:8.1;LATAM:6.3 | B:16.3;A:30.1;AAA:17.7;BBB:23.2;AA:12.8 | 1.31 | 58.2 | 229 | 484 | 6.3 | 3 | 25 | 35 | 20 | true | true | false | true | 1.73 | 1.63 | -0.14 | Comm:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 21 | DealerA | DealerAxed | 10 | 95 | 423 | -440 | Sector>limit | Reduce | Sector concentration above limit | 249 | Tighten HY exposure bands |
C08506 | CR2998 | 2025-01-19 | Calm | 120 | 336 | 3.4 | 2.1 | 1,235,239,574 | Comm:6.6;Utilities:17.4;RealEstate:14.3;Industrials:25.7;Energy:14.3;Healthcare:21.7 | US:67.4;EU:10.8;APAC:7.3;EMEA:10.8;LATAM:3.7 | AA:23.4;CCC:32.0;B:22.3;BBB:22.3 | 5.25 | 20.6 | 168 | 239 | 8.7 | 2 | 30 | 35 | 35 | false | true | true | false | 0.38 | 1.17 | -0.11 | RealEstate:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | -3 | ECN1 | DealerAxed | 0 | 93 | 172 | 135 | VAR>budget | Rotate | Portfolio VAR above budget | 177 | Tighten HY exposure bands |
C08507 | CR5511 | 2024-06-30 | Stress | 203 | 631 | 6.7 | -1.5 | 1,101,469,480 | Industrials:21.5;Materials:41.2;Tech:19.7;Financials:17.6 | US:64.5;EU:11.0;APAC:14.8;EMEA:7.5;LATAM:2.3 | AA:18.5;AAA:27.3;BBB:24.3;CCC:12.2;BB:11.0;B:6.8 | 5.85 | 54.2 | 325 | 378 | 7.5 | 3 | 30 | 45 | 25 | true | true | true | true | -0.28 | 1.23 | 0.34 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 15 | ECN1 | RFQ | 6 | 93 | -31 | -295 | HYCap>limit | Hedge | High-yield share above policy cap | 257 | Escalate watchlist names |
C08508 | CR1333 | 2024-01-25 | Tightening | 90 | 441 | 4.8 | 0.7 | 2,676,140,611 | Utilities:13.9;Consumer:15.0;Industrials:11.2;Tech:19.1;RealEstate:20.6;Comm:20.2 | US:62.6;EU:11.4;APAC:13.1;EMEA:7.1;LATAM:5.8 | A:12.0;AA:8.6;B:17.1;BB:29.2;BBB:11.4;CCC:21.7 | 4.63 | 61.7 | 117 | 203 | 17.3 | 2.5 | 35 | 55 | 35 | false | true | true | false | 0.59 | 0.85 | 0.07 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 36 | ECN2 | Electronic | 1 | 94 | -158 | -32 | Sector>limit | PauseAdds | Sector concentration above limit | 92 | Defer adds pending macro print |
C08509 | CR9549 | 2025-07-29 | Recovery | 105 | 491 | 6.5 | 0.2 | 1,821,240,623 | Financials:18.3;Utilities:16.1;Healthcare:19.3;Comm:22.1;Materials:6.0;RealEstate:18.2 | US:72.6;EU:4.8;APAC:12.8;EMEA:3.8;LATAM:5.9 | B:18.5;BBB:19.2;AAA:16.1;A:19.7;CCC:16.1;BB:10.5 | 5.74 | 29.1 | 231 | 234 | 15.6 | 2 | 35 | 35 | 35 | false | true | true | true | 0.11 | 0.73 | 0.21 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -28 | -1 | DealerA | Electronic | 8 | 96 | 260 | 95 | HYCap>limit | Reduce | High-yield share above policy cap | 160 | Reviewed by risk; hedges staggered |
C08510 | CR1003 | 2024-11-10 | Tightening | 93 | 432 | 4.1 | 1.6 | 2,465,378,189 | Energy:21.8;Utilities:38.7;Comm:13.3;Materials:26.2 | US:69.0;EU:13.3;APAC:12.2;EMEA:4.4;LATAM:1.1 | B:16.5;A:33.5;BBB:30.7;BB:19.3 | 1.74 | 26 | 217 | 355 | 11.7 | 2.5 | 25 | 45 | 20 | true | true | true | true | 2.41 | 0.35 | 0.42 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 2 | ECN1 | Electronic | 6 | 90 | 217 | 58 | HYCap>limit | Rotate | High-yield share above policy cap | 184 | Tighten HY exposure bands |
C08511 | CR0701 | 2025-07-25 | Tightening | 117 | 412 | 5 | 0.9 | 2,022,795,451 | Comm:28.2;Healthcare:16.3;RealEstate:9.7;Industrials:11.5;Consumer:27.0;Financials:7.4 | US:64.7;EU:15.5;APAC:5.3;EMEA:10.1;LATAM:4.4 | BB:8.8;AAA:14.4;CCC:38.1;B:22.2;A:16.5 | 7.14 | 49.2 | 88 | 304 | 5.8 | 4 | 20 | 35 | 20 | true | true | true | false | 0.23 | 0.97 | -0.36 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | -22 | DealerA | RFQ | 2 | 100 | 88 | -291 | Region>limit | Reduce | Regional concentration above limit | 106 | Defer adds pending macro print |
C08512 | CR1652 | 2024-08-13 | Calm | 84 | 380 | 4.4 | 2.3 | 2,313,973,644 | Comm:12.6;Tech:23.4;Healthcare:35.6;Energy:28.3 | US:68.9;EU:12.9;APAC:8.0;EMEA:7.0;LATAM:3.2 | B:29.7;BBB:22.1;AA:15.4;BB:17.7;A:15.1 | 5.68 | 21.8 | 84 | 203 | 10.9 | 3 | 35 | 45 | 20 | true | true | true | false | 2.44 | 1.41 | -0.13 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | -15 | DealerC | DealerAxed | 2 | 96 | 216 | -323 | HYCap>limit | Hedge | High-yield share above policy cap | 224 | Defer adds pending macro print |
C08513 | CR5954 | 2025-03-22 | Recovery | 175 | 589 | 5.9 | 1.2 | 2,138,579,182 | Comm:17.6;Financials:17.6;Healthcare:12.4;Utilities:18.2;Consumer:13.9;Tech:20.3 | US:64.2;EU:12.6;APAC:10.9;EMEA:6.1;LATAM:6.2 | AAA:52.1;CCC:8.9;AA:25.3;BB:13.8 | 6.05 | 29.1 | 153 | 446 | 16.9 | 2.5 | 25 | 55 | 35 | false | true | false | false | 1.02 | -0.07 | 0.46 | Industrials:EW | Hedge | SingleName_CDS: +114bps notional | 16 | 30 | DealerC | DealerAxed | 2 | 89 | 199 | -241 | HYCap>limit | Hedge | High-yield share above policy cap | 102 | Tighten HY exposure bands |
C08514 | CR2609 | 2025-11-28 | Calm | 93 | 344 | 4.1 | 2.7 | 778,022,813 | Energy:20.5;Utilities:18.8;Materials:17.7;Financials:17.4;Tech:6.0;Consumer:19.7 | US:60.2;EU:14.2;APAC:12.5;EMEA:9.3;LATAM:3.8 | BBB:30.1;A:33.3;B:13.3;AAA:23.2 | 2.28 | 62.3 | 278 | 492 | 9.4 | 3 | 30 | 45 | 35 | false | true | false | true | 1.62 | -0.26 | -0.36 | Utilities:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -35 | 27 | DealerC | DealerAxed | 7 | 88 | 111 | -289 | Sector>limit | Hedge | Sector concentration above limit | 219 | Reviewed by risk; hedges staggered |
C08515 | CR2643 | 2025-07-28 | Calm | 118 | 339 | 3.2 | 2.9 | 2,592,017,775 | Healthcare:21.0;Financials:37.6;Utilities:12.7;Tech:28.6 | US:75.3;EU:5.9;APAC:6.6;EMEA:9.7;LATAM:2.6 | A:47.2;BB:16.9;AAA:26.5;B:9.4 | 4.52 | 31.6 | 102 | 332 | 4.5 | 2 | 30 | 55 | 30 | true | true | false | false | 1.17 | 1.18 | 0.08 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | -8 | ECN1 | DealerAxed | 0 | 90 | -83 | -89 | VAR>budget | Hedge | Portfolio VAR above budget | 216 | Escalate watchlist names |
C08516 | CR3624 | 2025-06-13 | Calm | 112 | 419 | 4.3 | 2.3 | 941,356,407 | Industrials:12.0;Utilities:26.8;Energy:23.1;Comm:8.9;RealEstate:29.3 | US:64.8;EU:13.4;APAC:9.6;EMEA:7.6;LATAM:4.6 | B:18.8;A:26.0;CCC:20.3;BBB:20.6;BB:4.6;AAA:9.7 | 5.47 | 25.1 | 268 | 312 | 6.4 | 3.5 | 20 | 55 | 20 | true | true | true | true | 1.92 | 0.06 | -0.14 | Materials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | 0 | ECN2 | Electronic | 3 | 95 | 175 | -239 | VAR>budget | Hedge | Portfolio VAR above budget | 178 | Rotate into defensive sectors |
C08517 | CR7928 | 2024-09-17 | Calm | 84 | 328 | 3.6 | 2.7 | 170,293,076 | Industrials:9.8;Utilities:26.3;Comm:18.5;RealEstate:19.6;Energy:25.8 | US:70.8;EU:7.3;APAC:6.8;EMEA:8.7;LATAM:6.4 | BBB:29.8;CCC:14.3;AA:33.2;B:3.5;BB:6.0;AAA:13.1 | 3.76 | 50.1 | 171 | 150 | 4.3 | 4 | 25 | 35 | 35 | true | true | false | false | 2.02 | 0.23 | -0.33 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | -18 | DealerB | DealerAxed | 7 | 90 | -136 | 1 | HYCap>limit | Rotate | High-yield share above policy cap | 113 | Tighten HY exposure bands |
C08518 | CR1291 | 2025-10-05 | Recovery | 135 | 472 | 5.1 | -0.2 | 1,340,867,580 | RealEstate:17.6;Materials:15.4;Tech:15.3;Comm:15.9;Industrials:20.5;Utilities:15.3 | US:65.3;EU:18.0;APAC:8.2;EMEA:8.3;LATAM:0.2 | AA:17.7;CCC:12.7;BB:9.9;A:23.5;AAA:26.4;BBB:9.8 | 7.48 | 32.1 | 157 | 394 | 17.9 | 2 | 20 | 55 | 25 | true | true | false | false | 1.65 | 1.64 | -0.06 | null | Hedge | Options_Payer: +91bps notional | 19 | 4 | ECN1 | All2All | 7 | 88 | -118 | -337 | Sector>limit | Rotate | Sector concentration above limit | 128 | Tighten HY exposure bands |
C08519 | CR0961 | 2024-05-18 | Recovery | 168 | 509 | 6.4 | 0.3 | 1,107,116,185 | Comm:23.1;Financials:7.1;Materials:10.5;RealEstate:21.7;Industrials:10.1;Energy:27.5 | US:64.0;EU:10.5;APAC:10.8;EMEA:7.3;LATAM:7.4 | BB:24.1;AA:16.5;AAA:13.7;CCC:21.8;A:8.9;BBB:15.1 | 1.89 | 29 | 102 | 189 | 10.8 | 3 | 25 | 35 | 30 | true | true | true | false | -0.38 | 1.35 | 0.59 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -27 | 37 | ECN1 | Electronic | 6 | 88 | -127 | -195 | HYCap>limit | Reduce | High-yield share above policy cap | 259 | Escalate watchlist names |
C08520 | CR5203 | 2025-06-22 | Recovery | 122 | 490 | 6.2 | 0.2 | 2,211,989,430 | Financials:22.7;Comm:11.8;Consumer:8.3;Industrials:26.4;RealEstate:30.8 | US:60.9;EU:12.4;APAC:14.4;EMEA:8.3;LATAM:3.9 | B:10.6;BBB:17.3;CCC:37.0;AAA:13.3;A:9.3;AA:12.5 | 6.7 | 20.2 | 143 | 129 | 11.1 | 4 | 35 | 45 | 35 | false | true | true | false | 0.85 | 1.59 | -0.07 | null | Hedge | iTraxx_XOVER: +189bps notional | 9 | 31 | ECN2 | DealerAxed | 10 | 97 | -61 | -402 | VAR>budget | PauseAdds | Portfolio VAR above budget | 129 | Escalate watchlist names |
C08521 | CR5947 | 2025-02-21 | Stress | 180 | 759 | 5.5 | -1.7 | 1,284,537,985 | Comm:10.1;Utilities:25.3;Financials:16.3;Consumer:7.2;Healthcare:23.6;Energy:17.6 | US:67.6;EU:15.1;APAC:8.7;EMEA:5.8;LATAM:2.8 | BBB:28.5;A:20.0;AAA:11.6;B:14.9;AA:24.9 | 2.03 | 23.9 | 315 | 505 | 18.9 | 3 | 35 | 45 | 30 | false | true | false | true | -0.43 | 1.36 | 0.37 | Utilities:EW | Hedge | iTraxx_XOVER: +83bps notional | -32 | -3 | ECN2 | All2All | 0 | 86 | -26 | -421 | Region>limit | Reduce | Regional concentration above limit | 119 | Escalate watchlist names |
C08522 | CR3938 | 2024-09-17 | Stress | 149 | 837 | 7.7 | -1.2 | 1,981,529,434 | Utilities:29.5;RealEstate:15.2;Healthcare:19.9;Industrials:35.4 | US:67.6;EU:16.4;APAC:5.2;EMEA:4.3;LATAM:6.4 | A:30.5;BB:10.8;BBB:27.7;B:13.6;AA:17.5 | 2.77 | 41.5 | 296 | 596 | 8.6 | 4 | 30 | 35 | 20 | true | true | true | true | 2.17 | 0.27 | -0.15 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 9 | ECN2 | All2All | 11 | 92 | 194 | -150 | VAR>budget | Reduce | Portfolio VAR above budget | 198 | Rotate into defensive sectors |
C08523 | CR2880 | 2024-06-22 | Tightening | 155 | 388 | 4.1 | 1.2 | 1,048,732,072 | Industrials:27.3;Healthcare:26.8;Comm:45.8 | US:68.4;EU:10.9;APAC:12.1;EMEA:6.9;LATAM:1.7 | BBB:28.1;CCC:10.8;AAA:30.4;A:15.7;AA:15.0 | 4.71 | 23.6 | 222 | 317 | 12.5 | 4 | 35 | 55 | 20 | true | true | false | true | 1.24 | 1.7 | 0.5 | Materials:EW;Industrials:EW | Hedge | iTraxx_XOVER: +115bps notional | 8 | 1 | DealerA | RFQ | 9 | 92 | 286 | 118 | VAR>budget | Hedge | Portfolio VAR above budget | 106 | Reviewed by risk; hedges staggered |
C08524 | CR6119 | 2024-05-20 | Calm | 107 | 325 | 4.1 | 1.7 | 2,313,298,079 | Energy:41.1;Financials:42.4;Utilities:16.5 | US:55.9;EU:19.4;APAC:12.3;EMEA:9.6;LATAM:2.7 | BBB:8.3;BB:19.0;B:39.3;A:13.7;CCC:19.8 | 0.83 | 56.5 | 268 | 312 | 8.9 | 4 | 30 | 55 | 25 | true | true | true | true | 1.64 | 1.47 | 0.37 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 11 | ECN1 | All2All | 3 | 97 | 143 | -91 | HYCap>limit | Hedge | High-yield share above policy cap | 257 | Escalate watchlist names |
C08525 | CR0895 | 2024-02-02 | Calm | 79 | 293 | 4 | 1.9 | 1,657,278,477 | Tech:24.1;Materials:20.8;Energy:28.4;Comm:26.8 | US:64.8;EU:10.1;APAC:10.6;EMEA:8.2;LATAM:6.2 | AAA:42.0;BBB:14.7;CCC:17.4;A:25.9 | 6.38 | 27.1 | 169 | 444 | 10.7 | 4 | 25 | 55 | 35 | true | true | false | false | 0.5 | 1.15 | 0.35 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | 34 | DealerA | Electronic | 1 | 86 | 109 | -46 | Sector>limit | Reduce | Sector concentration above limit | 159 | Escalate watchlist names |
C08526 | CR0356 | 2025-12-23 | Tightening | 153 | 397 | 3.9 | 1.9 | 1,976,717,997 | Financials:51.4;RealEstate:32.2;Consumer:16.3 | US:61.0;EU:14.3;APAC:8.9;EMEA:11.5;LATAM:4.1 | A:39.8;AA:26.1;B:7.3;BBB:12.3;BB:14.4 | 2.63 | 57.5 | 128 | 351 | 10.8 | 2.5 | 35 | 55 | 35 | true | true | false | false | 0.11 | -0 | -0.2 | null | Hedge | Options_Payer: +74bps notional | -56 | -24 | ECN1 | All2All | 5 | 91 | -180 | 59 | Sector>limit | Hedge | Sector concentration above limit | 241 | Defer adds pending macro print |
C08527 | CR7300 | 2025-10-20 | Calm | 103 | 396 | 3.8 | 2.9 | 2,073,785,410 | Tech:17.6;Financials:34.8;RealEstate:19.3;Consumer:14.1;Comm:14.3 | US:64.1;EU:18.3;APAC:9.2;EMEA:3.4;LATAM:5.1 | CCC:33.5;BB:9.9;AAA:25.8;AA:30.8 | 1.57 | 54.6 | 163 | 149 | 2.1 | 3.5 | 25 | 35 | 25 | true | true | true | false | 2.23 | -0.05 | 0.43 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 20 | DealerC | DealerAxed | 7 | 95 | 298 | 54 | Region>limit | Hedge | Regional concentration above limit | 102 | Reviewed by risk; hedges staggered |
C08528 | CR0060 | 2025-11-30 | Stress | 227 | 806 | 7.7 | 0.5 | 663,779,550 | Tech:23.7;Industrials:25.1;Materials:26.8;Financials:8.4;Energy:16.0 | US:66.2;EU:9.1;APAC:9.4;EMEA:9.1;LATAM:6.2 | AA:22.6;AAA:12.9;BBB:35.0;CCC:18.0;BB:11.6 | 4.23 | 51.2 | 239 | 638 | 15.2 | 3 | 20 | 55 | 35 | true | true | false | true | 2.12 | -0.02 | 0.37 | Comm:EW | Hedge | SingleName_CDS: +50bps notional | -46 | -16 | ECN2 | All2All | 11 | 99 | 317 | -117 | Region>limit | Hedge | Regional concentration above limit | 247 | Rotate into defensive sectors |
C08529 | CR0882 | 2025-10-16 | Recovery | 136 | 529 | 6.2 | 0.8 | 260,675,512 | Energy:12.6;Consumer:12.7;Materials:23.2;Industrials:17.3;Healthcare:34.2 | US:65.7;EU:15.8;APAC:7.5;EMEA:4.8;LATAM:6.2 | BBB:22.2;CCC:15.7;AAA:18.5;BB:16.6;AA:18.3;A:8.6 | 4.62 | 63.6 | 91 | 134 | 9.1 | 3 | 20 | 55 | 35 | true | true | false | false | -0.41 | 0.52 | 0.38 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 22 | DealerA | Electronic | 0 | 85 | -51 | 104 | Sector>limit | Rotate | Sector concentration above limit | 116 | Defer adds pending macro print |
C08530 | CR7283 | 2025-11-23 | Calm | 69 | 345 | 3.4 | 2.7 | 823,708,577 | Energy:8.9;Consumer:25.5;Comm:25.5;Utilities:9.0;Financials:31.0 | US:60.7;EU:19.3;APAC:13.1;EMEA:5.8;LATAM:1.1 | A:16.3;BBB:13.3;AAA:14.9;B:16.1;BB:39.4 | 3.5 | 26.9 | 130 | 216 | 12.5 | 2.5 | 30 | 45 | 35 | true | true | true | false | 1.34 | 1.61 | -0.01 | Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 41 | ECN2 | All2All | 6 | 90 | 240 | -417 | Sector>limit | Reduce | Sector concentration above limit | 97 | Escalate watchlist names |
C08531 | CR8170 | 2024-09-10 | Stress | 256 | 834 | 7.8 | -1.2 | 2,540,699,258 | Comm:24.9;RealEstate:12.3;Utilities:9.6;Tech:13.5;Industrials:39.7 | US:64.4;EU:11.8;APAC:6.3;EMEA:11.8;LATAM:5.7 | BBB:15.3;AA:15.6;CCC:24.4;BB:25.1;A:5.3;AAA:14.4 | 2.6 | 51.5 | 176 | 664 | 6.8 | 3 | 30 | 35 | 20 | true | true | true | false | 2.37 | 1.54 | -0.02 | Materials:EW | Hedge | CDX_IG: +197bps notional | -39 | 25 | DealerA | RFQ | 0 | 88 | 11 | -275 | Region>limit | Rotate | Regional concentration above limit | 142 | Rotate into defensive sectors |
C08532 | CR2193 | 2024-11-27 | Tightening | 154 | 424 | 4.8 | 0.7 | 1,122,993,737 | Industrials:8.8;Energy:19.0;Healthcare:7.3;Utilities:14.7;Tech:28.3;RealEstate:21.8 | US:68.4;EU:13.5;APAC:5.7;EMEA:12.0;LATAM:0.4 | CCC:11.3;BBB:19.3;BB:20.8;AAA:48.5 | 3.33 | 63.8 | 173 | 319 | 7.3 | 4 | 25 | 45 | 20 | true | true | true | false | -0.33 | 0.2 | -0.18 | Comm:EW;Financials:EW | Hedge | CDX_IG: +97bps notional | -43 | 15 | ECN2 | RFQ | 12 | 86 | -75 | 42 | VAR>budget | Hedge | Portfolio VAR above budget | 113 | Rotate into defensive sectors |
C08533 | CR1363 | 2025-09-16 | Recovery | 153 | 646 | 4.7 | 1.3 | 167,785,140 | Tech:13.2;Utilities:39.5;Financials:20.3;Consumer:14.3;Materials:12.7 | US:74.6;EU:6.0;APAC:10.5;EMEA:8.0;LATAM:1.0 | A:16.9;BB:10.0;AA:37.6;BBB:35.5 | 2.04 | 28.4 | 129 | 147 | 16.9 | 2.5 | 25 | 35 | 30 | true | true | false | false | 2.13 | 1.79 | -0.1 | null | Hedge | CDX_HY: +133bps notional | -32 | -4 | DealerB | RFQ | 5 | 99 | -1 | -180 | VAR>budget | Hedge | Portfolio VAR above budget | 117 | Reviewed by risk; hedges staggered |
C08534 | CR5694 | 2024-08-27 | Stress | 151 | 822 | 8.4 | 0.4 | 1,530,548,127 | Materials:24.5;Financials:13.6;Comm:17.5;Healthcare:21.7;RealEstate:12.2;Consumer:10.5 | US:59.5;EU:18.0;APAC:12.2;EMEA:3.8;LATAM:6.5 | BB:42.0;CCC:28.7;AAA:12.7;BBB:16.6 | 1.93 | 28.6 | 276 | 283 | 11.3 | 3.5 | 20 | 35 | 30 | true | true | true | true | 0.16 | 1.34 | -0.21 | Utilities:EW | Hedge | iTraxx_MAIN: +104bps notional | -53 | -23 | DealerA | All2All | 4 | 87 | 290 | 113 | Sector>limit | Hedge | Sector concentration above limit | 250 | Tighten HY exposure bands |
C08535 | CR6018 | 2025-12-16 | Recovery | 146 | 553 | 6.3 | 1.6 | 2,308,821,239 | Energy:28.8;Industrials:38.0;Healthcare:33.2 | US:61.4;EU:14.2;APAC:11.9;EMEA:7.7;LATAM:4.9 | AAA:30.4;BB:13.7;BBB:17.5;AA:19.7;A:18.7 | 4.81 | 23.4 | 111 | 447 | 16.2 | 2 | 30 | 45 | 35 | true | true | false | false | 1.29 | 0.1 | 0.23 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 42 | ECN2 | RFQ | 6 | 94 | 369 | -270 | VAR>budget | PauseAdds | Portfolio VAR above budget | 216 | Reviewed by risk; hedges staggered |
C08536 | CR7566 | 2024-02-23 | Calm | 98 | 417 | 4.1 | 1.8 | 833,603,277 | Consumer:15.0;RealEstate:24.8;Energy:12.3;Comm:11.0;Financials:11.4;Tech:25.4 | US:57.7;EU:17.3;APAC:10.4;EMEA:7.7;LATAM:6.9 | CCC:15.3;A:25.1;BBB:19.3;AA:14.4;B:18.2;AAA:7.7 | 0.99 | 61.8 | 158 | 445 | 5.1 | 3 | 20 | 45 | 20 | true | true | true | false | 0.27 | 0.8 | 0.13 | null | Hedge | iTraxx_XOVER: +91bps notional | -23 | -23 | DealerA | Electronic | 0 | 99 | -142 | 147 | Sector>limit | Hedge | Sector concentration above limit | 141 | Tighten HY exposure bands |
C08537 | CR0211 | 2025-02-09 | Calm | 114 | 409 | 3.8 | 2.3 | 1,987,056,231 | Financials:23.2;Materials:21.2;Healthcare:29.8;Tech:25.8 | US:60.9;EU:16.9;APAC:10.5;EMEA:8.8;LATAM:2.9 | BBB:28.9;AA:27.7;BB:7.0;A:20.2;AAA:16.2 | 6.79 | 39.1 | 137 | 469 | 2.3 | 2.5 | 25 | 55 | 20 | true | true | false | false | 0.66 | 0.28 | 0.2 | Financials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | -23 | DealerC | Electronic | 2 | 95 | 141 | -285 | HYCap>limit | Hedge | High-yield share above policy cap | 194 | Escalate watchlist names |
C08538 | CR1878 | 2024-03-29 | Recovery | 112 | 587 | 5.3 | 0.3 | 2,270,120,775 | Consumer:14.2;Financials:23.8;Tech:24.8;Materials:21.1;Utilities:16.1 | US:60.1;EU:18.0;APAC:14.0;EMEA:5.3;LATAM:2.6 | B:25.4;BB:36.8;AA:13.2;AAA:24.6 | 6.57 | 36.4 | 274 | 315 | 6.6 | 3 | 20 | 35 | 25 | true | true | true | true | 0.14 | 0.78 | 0.12 | Utilities:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | 11 | ECN2 | Electronic | 5 | 94 | 22 | -166 | Sector>limit | Reduce | Sector concentration above limit | 220 | Rotate into defensive sectors |
C08539 | CR8743 | 2024-08-02 | Calm | 75 | 374 | 3.5 | 2.6 | 2,472,123,533 | Consumer:32.1;RealEstate:8.8;Comm:9.3;Industrials:20.2;Materials:29.6 | US:69.3;EU:18.6;APAC:5.1;EMEA:6.1;LATAM:0.9 | BB:16.2;CCC:8.2;A:32.3;AA:30.6;B:12.6 | 6.51 | 28.5 | 89 | 292 | 6.4 | 3 | 20 | 45 | 35 | true | true | true | false | -0.21 | 0.86 | 0.36 | Industrials:EW;Healthcare:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | 43 | DealerB | All2All | 5 | 94 | 329 | -340 | Sector>limit | PauseAdds | Sector concentration above limit | 225 | Reviewed by risk; hedges staggered |
C08540 | CR0705 | 2024-07-15 | Calm | 98 | 343 | 3.4 | 2.5 | 2,930,455,555 | Healthcare:14.2;Industrials:26.5;Financials:23.8;Tech:10.4;Comm:10.6;Utilities:14.5 | US:69.8;EU:11.5;APAC:5.9;EMEA:10.1;LATAM:2.7 | CCC:24.0;BB:46.4;A:8.6;B:13.4;AA:7.6 | 3.3 | 64.5 | 164 | 347 | 9.5 | 2 | 20 | 55 | 35 | true | true | true | false | 0.74 | -0.25 | -0.1 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | -8 | DealerB | RFQ | 8 | 89 | -109 | 133 | Region>limit | Reduce | Regional concentration above limit | 190 | Escalate watchlist names |
C08541 | CR5278 | 2025-12-26 | Calm | 66 | 416 | 4.2 | 2.7 | 147,573,696 | Healthcare:19.8;Financials:19.7;Tech:10.1;RealEstate:28.6;Consumer:7.5;Comm:14.1 | US:67.5;EU:5.6;APAC:14.2;EMEA:9.4;LATAM:3.4 | BBB:14.1;CCC:6.5;A:32.9;B:28.0;AAA:18.4 | 0.58 | 35.3 | 94 | 122 | 6.2 | 2 | 30 | 55 | 20 | false | true | true | false | 1.9 | 1.59 | -0.12 | Comm:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | 4 | ECN2 | DealerAxed | 10 | 96 | 348 | 148 | Region>limit | Hedge | Regional concentration above limit | 116 | Escalate watchlist names |
C08542 | CR1802 | 2024-08-18 | Tightening | 146 | 478 | 4.7 | 0.7 | 1,388,443,296 | Financials:38.1;Industrials:9.4;Materials:21.3;Utilities:31.1 | US:65.9;EU:15.7;APAC:7.9;EMEA:4.4;LATAM:6.1 | BBB:17.3;AA:35.6;CCC:25.0;B:22.1 | 4.53 | 31.9 | 127 | 198 | 13.7 | 4 | 35 | 35 | 30 | true | true | true | false | 1.4 | -0.13 | -0.17 | null | Hedge | iTraxx_XOVER: +130bps notional | 13 | 27 | ECN1 | All2All | 11 | 97 | 328 | -69 | HYCap>limit | Hedge | High-yield share above policy cap | 257 | Tighten HY exposure bands |
C08543 | CR8446 | 2025-09-20 | Calm | 76 | 292 | 4.1 | 2 | 2,966,965,238 | Materials:35.4;Healthcare:10.7;Industrials:23.6;Comm:30.4 | US:73.4;EU:9.0;APAC:9.4;EMEA:7.8;LATAM:0.3 | BB:16.6;CCC:46.4;AA:17.0;B:20.0 | 1.27 | 41.1 | 208 | 175 | 13 | 2.5 | 35 | 35 | 30 | true | true | true | true | 2.03 | 1.39 | 0.27 | Energy:EW;Materials:EW | Hedge | CDX_HY: +165bps notional | 3 | -10 | DealerB | DealerAxed | 3 | 95 | 381 | -382 | Region>limit | Reduce | Regional concentration above limit | 123 | Reviewed by risk; hedges staggered |
C08544 | CR1182 | 2025-05-13 | Calm | 75 | 355 | 3.5 | 2.7 | 2,448,081,861 | RealEstate:34.4;Comm:23.2;Tech:42.3 | US:67.2;EU:10.4;APAC:13.2;EMEA:4.2;LATAM:5.0 | BBB:23.0;A:25.6;AAA:18.6;CCC:19.4;AA:13.4 | 2.19 | 24.3 | 97 | 220 | 5 | 3.5 | 20 | 35 | 35 | true | true | false | false | 1.77 | 1.44 | 0.41 | Utilities:EW;Healthcare:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 38 | DealerB | Electronic | 4 | 100 | 263 | -356 | Region>limit | Rotate | Regional concentration above limit | 152 | Reviewed by risk; hedges staggered |
C08545 | CR2730 | 2024-10-07 | Calm | 65 | 307 | 3.9 | 2.7 | 2,867,470,272 | Utilities:13.6;Energy:29.1;Comm:17.7;Materials:13.3;Tech:9.4;Financials:16.9 | US:71.8;EU:9.2;APAC:5.4;EMEA:7.7;LATAM:6.0 | CCC:18.0;AA:20.5;B:31.2;AAA:30.2 | 3.94 | 20.2 | 150 | 423 | 17.4 | 4 | 30 | 45 | 35 | false | true | true | false | 0.38 | 0.62 | 0.27 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | -13 | DealerC | Electronic | 0 | 93 | -26 | 62 | HYCap>limit | Reduce | High-yield share above policy cap | 94 | Escalate watchlist names |
C08546 | CR6795 | 2024-12-31 | Tightening | 105 | 486 | 5.2 | 0.5 | 1,700,643,145 | Comm:30.9;Energy:30.3;Financials:38.7 | US:66.0;EU:14.6;APAC:11.7;EMEA:6.2;LATAM:1.5 | B:10.1;BB:6.5;CCC:9.1;AAA:25.1;A:15.0;BBB:34.2 | 5.8 | 32.5 | 274 | 253 | 12.4 | 2.5 | 25 | 35 | 30 | true | true | false | true | -0.07 | -0.16 | 0.02 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 22 | ECN2 | All2All | 5 | 88 | 254 | 5 | HYCap>limit | Hedge | High-yield share above policy cap | 141 | Defer adds pending macro print |
C08547 | CR5184 | 2025-01-31 | Stress | 229 | 676 | 5.9 | -0.6 | 1,514,777,272 | Industrials:14.6;Utilities:23.6;Tech:20.7;Consumer:7.6;Healthcare:26.4;Financials:7.1 | US:69.5;EU:9.0;APAC:5.4;EMEA:11.3;LATAM:4.8 | CCC:20.6;AAA:10.1;BBB:11.9;A:29.9;BB:27.4 | 4.66 | 58.3 | 209 | 455 | 14.6 | 4 | 30 | 35 | 35 | false | true | true | true | 0.66 | 0.36 | 0.39 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -27 | -7 | DealerC | RFQ | 12 | 86 | -103 | -82 | HYCap>limit | Reduce | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C08548 | CR7514 | 2024-12-04 | Recovery | 130 | 624 | 6.3 | 1.8 | 2,401,236,566 | Energy:20.6;Financials:13.8;Materials:17.6;Consumer:16.3;Utilities:23.4;RealEstate:8.2 | US:64.5;EU:11.4;APAC:12.6;EMEA:5.3;LATAM:6.1 | A:19.9;AAA:31.9;BBB:24.2;CCC:23.9 | 6.16 | 40.2 | 157 | 426 | 17.9 | 2 | 25 | 35 | 35 | false | true | false | false | 1.59 | 0.76 | -0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 25 | DealerC | DealerAxed | 6 | 100 | 376 | 122 | HYCap>limit | Reduce | High-yield share above policy cap | 251 | Escalate watchlist names |
C08549 | CR1235 | 2024-11-12 | Calm | 82 | 319 | 3.4 | 2.6 | 1,870,028,005 | RealEstate:20.6;Tech:18.3;Materials:13.6;Industrials:20.6;Comm:10.3;Consumer:16.6 | US:63.0;EU:15.5;APAC:12.4;EMEA:6.2;LATAM:2.8 | AA:18.7;AAA:12.2;BBB:25.7;A:30.5;B:10.0;CCC:2.9 | 5.29 | 29.6 | 125 | 468 | 4.3 | 3.5 | 20 | 45 | 20 | true | true | false | false | 2.15 | 1.4 | 0.35 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 20 | DealerA | RFQ | 8 | 92 | 58 | -130 | HYCap>limit | Reduce | High-yield share above policy cap | 181 | Rotate into defensive sectors |
C08550 | CR4395 | 2025-02-03 | Recovery | 145 | 529 | 6.2 | -0.4 | 517,666,541 | Materials:12.5;Healthcare:49.6;Utilities:37.9 | US:62.1;EU:12.0;APAC:10.9;EMEA:8.9;LATAM:6.2 | BB:11.7;BBB:35.0;CCC:18.9;B:34.5 | 6.21 | 22.9 | 245 | 363 | 12.4 | 3.5 | 35 | 55 | 25 | true | true | true | true | 1.45 | -0.13 | -0.07 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 0 | DealerC | Electronic | 3 | 94 | -195 | 113 | Region>limit | Reduce | Regional concentration above limit | 93 | Reviewed by risk; hedges staggered |
C08551 | CR2081 | 2024-03-25 | Tightening | 159 | 462 | 4.8 | 0.9 | 2,710,424,451 | Tech:10.2;Healthcare:46.5;Energy:43.3 | US:61.6;EU:12.9;APAC:11.3;EMEA:7.7;LATAM:6.4 | AAA:28.9;A:17.4;CCC:13.6;AA:19.4;BBB:11.5;B:9.1 | 4.38 | 63.9 | 268 | 498 | 12.9 | 4 | 35 | 55 | 20 | true | true | true | true | -0.25 | 1.58 | -0.1 | Healthcare:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | 10 | DealerB | DealerAxed | 1 | 94 | 227 | -207 | HYCap>limit | Rotate | High-yield share above policy cap | 133 | Tighten HY exposure bands |
C08552 | CR6260 | 2024-06-17 | Calm | 107 | 401 | 4.4 | 2.6 | 1,517,586,121 | Comm:27.2;Consumer:23.5;Industrials:16.4;Healthcare:13.4;Tech:11.9;Financials:7.6 | US:65.2;EU:9.1;APAC:10.4;EMEA:9.1;LATAM:6.3 | BB:5.2;BBB:22.1;A:20.9;B:16.1;AA:21.3;CCC:14.3 | 6.46 | 53.1 | 115 | 246 | 10.6 | 4 | 35 | 55 | 20 | false | true | true | false | 0.56 | 1.28 | -0.27 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 2 | 34 | ECN1 | All2All | 12 | 88 | 301 | -264 | HYCap>limit | Hedge | High-yield share above policy cap | 250 | Rotate into defensive sectors |
C08553 | CR0828 | 2024-04-02 | Calm | 105 | 377 | 4 | 2.5 | 2,873,935,584 | Comm:36.7;Energy:36.4;Healthcare:27.0 | US:60.4;EU:12.6;APAC:14.9;EMEA:6.7;LATAM:5.4 | B:6.5;A:38.6;AA:19.7;BBB:35.3 | 6.64 | 53.2 | 141 | 191 | 3 | 2.5 | 25 | 55 | 25 | true | true | false | false | 0.3 | 0.87 | 0.3 | Materials:EW | Hedge | Options_Payer: +133bps notional | 13 | 43 | DealerC | Electronic | 5 | 94 | 250 | -87 | Region>limit | Hedge | Regional concentration above limit | 176 | Rotate into defensive sectors |
C08554 | CR6107 | 2025-03-18 | Stress | 234 | 695 | 7.2 | 0.5 | 1,653,365,359 | Materials:30.8;Energy:24.0;RealEstate:45.2 | US:73.8;EU:6.1;APAC:12.3;EMEA:4.2;LATAM:3.7 | B:23.0;CCC:9.9;BB:18.8;AAA:48.3 | 2.04 | 44.2 | 201 | 419 | 6.7 | 4 | 35 | 35 | 20 | true | true | true | true | 1.12 | -0.11 | 0.5 | Consumer:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | -21 | DealerB | All2All | 4 | 93 | -28 | 12 | Region>limit | Reduce | Regional concentration above limit | 206 | Reviewed by risk; hedges staggered |
C08555 | CR8647 | 2025-08-22 | Recovery | 141 | 429 | 4.9 | 1.4 | 1,371,986,048 | Industrials:22.5;Tech:39.6;Materials:20.3;Energy:17.6 | US:74.1;EU:5.7;APAC:11.9;EMEA:8.2;LATAM:0.1 | AAA:36.2;BBB:27.4;A:12.1;CCC:24.4 | 1.49 | 50 | 271 | 178 | 9.2 | 2.5 | 30 | 35 | 30 | true | true | false | true | -0.5 | 1.71 | 0.38 | Materials:EW;Energy:EW | Hedge | Options_Payer: +179bps notional | -53 | 34 | DealerC | Electronic | 6 | 88 | 33 | -157 | Region>limit | Hedge | Regional concentration above limit | 191 | Rotate into defensive sectors |
C08556 | CR0699 | 2025-02-18 | Calm | 79 | 325 | 3.9 | 2.1 | 2,839,853,127 | Comm:18.9;Utilities:11.1;Industrials:6.0;RealEstate:20.3;Energy:25.6;Financials:18.1 | US:71.8;EU:8.5;APAC:8.7;EMEA:8.2;LATAM:2.8 | CCC:25.0;A:23.9;AA:26.8;BB:24.3 | 6.41 | 23.2 | 150 | 144 | 14.1 | 3 | 30 | 35 | 25 | false | true | true | false | 0.84 | 1.66 | 0.4 | Utilities:EW | Hedge | iTraxx_MAIN: +58bps notional | -46 | -2 | DealerA | RFQ | 9 | 89 | 48 | -412 | Sector>limit | Hedge | Sector concentration above limit | 162 | Escalate watchlist names |
C08557 | CR2606 | 2025-03-15 | Stress | 220 | 578 | 5.2 | -0.9 | 2,287,941,086 | Industrials:11.7;Financials:8.0;Tech:20.3;Utilities:9.0;Healthcare:19.5;Consumer:31.5 | US:63.9;EU:16.6;APAC:5.8;EMEA:9.7;LATAM:3.9 | BB:22.3;B:15.3;AAA:13.5;CCC:26.3;BBB:22.5 | 2.14 | 46.7 | 235 | 426 | 9.2 | 3 | 20 | 45 | 35 | true | true | true | true | 1.55 | 0.26 | 0.41 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | -10 | DealerA | DealerAxed | 4 | 100 | 37 | -2 | Region>limit | Hedge | Regional concentration above limit | 156 | Rotate into defensive sectors |
C08558 | CR6852 | 2025-06-03 | Recovery | 175 | 489 | 4.5 | 1 | 452,747,446 | Industrials:26.5;RealEstate:26.4;Financials:27.4;Healthcare:19.6 | US:56.5;EU:17.9;APAC:16.1;EMEA:9.4;LATAM:0.1 | A:16.8;AAA:16.0;BB:15.3;CCC:38.7;AA:13.2 | 2.37 | 52.6 | 226 | 341 | 16.4 | 4 | 20 | 55 | 20 | true | true | true | true | 0.46 | 0.18 | 0.26 | Tech:EW;Utilities:EW;Healthcare:EW | Hedge | Treasury_Futures: +127bps notional | 10 | -24 | ECN2 | RFQ | 1 | 95 | 386 | -182 | VAR>budget | Reduce | Portfolio VAR above budget | 149 | Escalate watchlist names |
C08559 | CR2408 | 2025-08-26 | Stress | 240 | 828 | 5.6 | -0.5 | 717,595,344 | Consumer:19.6;Materials:22.9;Financials:26.4;Healthcare:31.2 | US:53.0;EU:20.6;APAC:13.7;EMEA:7.1;LATAM:5.6 | BB:23.4;A:23.8;AA:23.3;B:29.5 | 0.69 | 23.3 | 147 | 594 | 10 | 3.5 | 35 | 35 | 30 | false | true | true | false | 2.33 | 1.29 | 0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 28 | DealerC | DealerAxed | 9 | 90 | -28 | -385 | HYCap>limit | Reduce | High-yield share above policy cap | 253 | Escalate watchlist names |
C08560 | CR3445 | 2024-03-24 | Recovery | 163 | 434 | 4.7 | 0.4 | 481,942,462 | Materials:17.4;Industrials:23.8;Financials:36.8;Healthcare:22.1 | US:76.3;EU:7.2;APAC:5.6;EMEA:7.3;LATAM:3.6 | B:10.4;CCC:7.7;A:8.6;AA:33.8;AAA:14.0;BBB:25.5 | 4.28 | 52.6 | 245 | 387 | 7 | 4 | 20 | 35 | 20 | true | true | false | true | 1.05 | 0.34 | 0.41 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | 45 | DealerC | DealerAxed | 0 | 91 | -106 | -322 | HYCap>limit | Reduce | High-yield share above policy cap | 230 | Rotate into defensive sectors |
C08561 | CR1718 | 2024-03-05 | Recovery | 118 | 593 | 6 | 1.1 | 351,336,781 | Industrials:37.5;Consumer:38.6;Utilities:24.0 | US:64.7;EU:16.5;APAC:5.5;EMEA:10.0;LATAM:3.3 | AA:20.8;AAA:23.7;B:7.3;BBB:40.6;BB:7.6 | 1.2 | 38.3 | 86 | 451 | 17.6 | 4 | 35 | 55 | 25 | true | true | false | false | 1.31 | -0.17 | -0.32 | Industrials:EW | Hedge | SingleName_CDS: +183bps notional | -28 | 7 | DealerB | All2All | 8 | 97 | -33 | 62 | HYCap>limit | Rotate | High-yield share above policy cap | 107 | Reviewed by risk; hedges staggered |
C08562 | CR6428 | 2024-03-07 | Calm | 67 | 352 | 3.4 | 2.7 | 1,261,340,470 | RealEstate:8.1;Tech:32.0;Materials:28.9;Financials:8.6;Utilities:22.3 | US:69.7;EU:8.8;APAC:9.7;EMEA:5.7;LATAM:6.1 | AA:23.8;A:9.2;B:9.1;BB:35.4;AAA:22.6 | 2.97 | 21.2 | 154 | 413 | 13.3 | 2.5 | 20 | 55 | 35 | true | true | true | false | 2.29 | 1.25 | 0 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -23 | DealerB | RFQ | 2 | 98 | -153 | -62 | VAR>budget | Reduce | Portfolio VAR above budget | 118 | Escalate watchlist names |
C08563 | CR2883 | 2024-10-12 | Calm | 78 | 300 | 4.4 | 1.5 | 911,832,751 | Materials:16.5;Consumer:42.1;Comm:41.4 | US:64.5;EU:5.7;APAC:13.3;EMEA:10.9;LATAM:5.6 | BBB:27.3;CCC:23.7;AA:17.1;AAA:23.3;BB:8.6 | 4.19 | 54.9 | 160 | 274 | 14.8 | 3.5 | 30 | 35 | 30 | true | true | true | false | 0.9 | 0.03 | 0.43 | Financials:EW;Industrials:EW;RealEstate:EW | Hedge | iTraxx_XOVER: +80bps notional | -28 | 39 | DealerB | All2All | 5 | 88 | 94 | -180 | Region>limit | PauseAdds | Regional concentration above limit | 164 | Rotate into defensive sectors |
C08564 | CR1371 | 2024-12-06 | Calm | 86 | 298 | 3.9 | 1.8 | 1,760,280,060 | Consumer:27.8;Comm:42.4;RealEstate:18.7;Financials:11.1 | US:67.2;EU:5.6;APAC:11.9;EMEA:11.6;LATAM:3.8 | BB:48.5;AAA:12.3;B:24.0;BBB:15.2 | 3.24 | 47.8 | 214 | 122 | 11.5 | 3.5 | 35 | 55 | 20 | true | true | true | true | 0.41 | 1.32 | 0.06 | Energy:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 43 | DealerB | DealerAxed | 2 | 85 | -120 | -206 | Sector>limit | Reduce | Sector concentration above limit | 104 | Tighten HY exposure bands |
C08565 | CR6392 | 2024-01-13 | Calm | 92 | 321 | 4.4 | 2.1 | 893,029,218 | Comm:14.9;Utilities:25.0;Materials:12.4;Industrials:10.4;Energy:14.5;Tech:22.8 | US:70.2;EU:6.9;APAC:8.9;EMEA:12.3;LATAM:1.8 | B:26.7;BBB:24.9;AA:19.5;A:28.9 | 3.42 | 26.9 | 280 | 199 | 9.8 | 3.5 | 25 | 55 | 20 | false | true | true | true | 2.47 | 0.51 | 0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 8 | DealerB | DealerAxed | 9 | 88 | 333 | -278 | VAR>budget | Hedge | Portfolio VAR above budget | 214 | Rotate into defensive sectors |
C08566 | CR6907 | 2024-04-26 | Recovery | 148 | 609 | 6.3 | 1.1 | 2,946,049,727 | RealEstate:25.4;Consumer:22.2;Comm:21.7;Energy:6.3;Industrials:24.4 | US:65.5;EU:8.4;APAC:8.3;EMEA:8.7;LATAM:9.1 | BBB:33.5;AAA:27.0;AA:32.8;BB:6.8 | 4.27 | 29.4 | 194 | 354 | 2.1 | 2.5 | 35 | 55 | 35 | false | true | false | false | 0.14 | 1.61 | -0.36 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | 38 | DealerC | DealerAxed | 12 | 88 | 14 | 30 | Sector>limit | Rotate | Sector concentration above limit | 258 | Reviewed by risk; hedges staggered |
C08567 | CR4756 | 2024-05-02 | Calm | 84 | 298 | 4.3 | 1.7 | 546,963,747 | Tech:50.7;Comm:37.3;Healthcare:11.9 | US:67.3;EU:9.8;APAC:10.5;EMEA:8.4;LATAM:4.0 | A:23.5;CCC:31.2;BB:32.8;AAA:12.5 | 6.97 | 45.5 | 136 | 154 | 10.5 | 3 | 35 | 55 | 35 | true | true | true | false | -0.44 | 1.35 | 0.38 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | -20 | ECN2 | DealerAxed | 10 | 88 | 353 | -111 | VAR>budget | Reduce | Portfolio VAR above budget | 240 | Defer adds pending macro print |
C08568 | CR9487 | 2024-09-28 | Tightening | 146 | 351 | 4 | 1.8 | 2,893,921,263 | RealEstate:18.2;Utilities:13.7;Consumer:22.0;Healthcare:12.4;Energy:10.2;Materials:23.4 | US:64.8;EU:7.7;APAC:15.0;EMEA:10.8;LATAM:1.7 | BBB:28.9;BB:13.0;AAA:33.4;CCC:6.2;AA:18.5 | 4.08 | 33.6 | 91 | 407 | 8.9 | 3 | 25 | 45 | 20 | false | true | false | false | 1.18 | 1.18 | -0.28 | Materials:EW | Hedge | Treasury_Futures: +120bps notional | -7 | -9 | ECN2 | DealerAxed | 10 | 98 | 294 | -370 | Sector>limit | Hedge | Sector concentration above limit | 194 | Defer adds pending macro print |
C08569 | CR1724 | 2025-11-02 | Stress | 178 | 617 | 7.9 | -0.8 | 995,698,047 | RealEstate:47.9;Energy:13.1;Tech:13.5;Comm:25.5 | US:62.0;EU:11.5;APAC:6.7;EMEA:14.0;LATAM:5.8 | AAA:22.8;A:34.8;B:10.2;BBB:19.6;AA:12.6 | 6.31 | 50.6 | 387 | 399 | 15.8 | 2 | 30 | 45 | 30 | true | true | false | true | 1.48 | -0.06 | 0.32 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -54 | -14 | ECN1 | Electronic | 0 | 85 | -119 | -382 | HYCap>limit | Reduce | High-yield share above policy cap | 215 | Defer adds pending macro print |
C08570 | CR2136 | 2025-06-01 | Tightening | 155 | 516 | 4.1 | 0.7 | 1,693,413,826 | Comm:9.0;Industrials:12.6;Financials:36.3;Consumer:42.1 | US:62.9;EU:10.8;APAC:10.5;EMEA:9.5;LATAM:6.4 | A:24.2;AAA:7.2;AA:15.3;B:53.3 | 0.69 | 58.6 | 135 | 421 | 11.5 | 2 | 35 | 35 | 30 | true | true | true | false | 2.32 | 1.25 | 0.21 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | 10 | ECN2 | DealerAxed | 9 | 100 | 12 | 31 | Sector>limit | Reduce | Sector concentration above limit | 197 | Rotate into defensive sectors |
C08571 | CR5283 | 2024-02-17 | Tightening | 154 | 434 | 4 | 0.8 | 2,211,094,174 | RealEstate:17.3;Healthcare:26.0;Comm:16.7;Materials:15.4;Tech:24.7 | US:82.4;EU:7.1;APAC:5.6;EMEA:4.0;LATAM:0.9 | AAA:19.8;BBB:9.3;A:19.7;CCC:19.9;B:18.4;BB:12.9 | 1.14 | 46.1 | 153 | 381 | 15.8 | 3 | 25 | 35 | 25 | true | true | true | false | 2.29 | -0.09 | -0.07 | Consumer:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 18 | DealerB | RFQ | 2 | 88 | 145 | 36 | VAR>budget | Reduce | Portfolio VAR above budget | 257 | Reviewed by risk; hedges staggered |
C08572 | CR8123 | 2025-03-31 | Stress | 238 | 578 | 6.9 | -1.5 | 1,395,514,097 | Comm:12.5;Utilities:39.4;Consumer:31.6;Materials:16.5 | US:74.3;EU:11.0;APAC:7.3;EMEA:6.7;LATAM:0.7 | B:29.2;AAA:29.1;BB:12.8;BBB:28.9 | 4.3 | 60.7 | 340 | 275 | 8.3 | 4 | 35 | 35 | 30 | true | true | true | true | 0.62 | 0.02 | -0.36 | Energy:EW;Healthcare:EW | Hedge | CDX_IG: +164bps notional | 1 | 2 | DealerC | Electronic | 0 | 96 | -95 | -54 | Region>limit | Hedge | Regional concentration above limit | 145 | Reviewed by risk; hedges staggered |
C08573 | CR5465 | 2025-06-25 | Calm | 88 | 365 | 3.5 | 2.5 | 2,025,993,271 | Financials:20.9;Energy:39.7;Consumer:39.4 | US:70.5;EU:7.2;APAC:11.5;EMEA:5.0;LATAM:5.9 | BBB:15.7;AAA:16.7;B:17.7;CCC:49.8 | 1.52 | 34.6 | 256 | 467 | 4 | 2.5 | 35 | 35 | 30 | true | true | true | true | 0.03 | 0.27 | -0.38 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 29 | DealerA | RFQ | 4 | 99 | 426 | -245 | HYCap>limit | Reduce | High-yield share above policy cap | 198 | Rotate into defensive sectors |
C08574 | CR9133 | 2025-06-01 | Recovery | 108 | 513 | 4.5 | 2 | 2,841,267,863 | RealEstate:15.7;Industrials:12.9;Comm:16.2;Materials:33.0;Financials:10.9;Consumer:11.4 | US:59.5;EU:20.9;APAC:6.1;EMEA:11.9;LATAM:1.5 | BB:8.3;AA:35.8;A:35.2;BBB:20.7 | 6.64 | 62 | 110 | 231 | 6.7 | 2.5 | 25 | 45 | 20 | true | true | false | false | -0.15 | 0.89 | 0.54 | Utilities:EW | Hedge | Options_Payer: +85bps notional | -9 | 8 | DealerA | RFQ | 12 | 93 | -20 | -323 | HYCap>limit | Rotate | High-yield share above policy cap | 222 | Reviewed by risk; hedges staggered |
C08575 | CR3276 | 2025-11-09 | Recovery | 119 | 497 | 6.1 | 2 | 1,287,496,244 | Tech:35.5;Utilities:28.1;Industrials:36.4 | US:70.3;EU:7.1;APAC:11.2;EMEA:4.6;LATAM:6.8 | BBB:28.4;BB:14.2;A:32.7;AA:12.6;B:12.2 | 2.12 | 37.6 | 180 | 187 | 14.9 | 4 | 35 | 45 | 35 | true | true | false | false | 0.04 | 1.4 | 0.54 | null | Hedge | Options_Payer: +151bps notional | -28 | 15 | ECN1 | Electronic | 11 | 86 | 311 | -60 | HYCap>limit | PauseAdds | High-yield share above policy cap | 121 | Tighten HY exposure bands |
C08576 | CR4264 | 2024-06-18 | Stress | 147 | 683 | 7.2 | -1.8 | 1,499,385,269 | Tech:11.5;Utilities:32.2;Consumer:13.6;Energy:42.7 | US:70.0;EU:6.2;APAC:15.3;EMEA:3.3;LATAM:5.2 | BB:25.0;A:19.7;BBB:23.6;AA:9.0;CCC:22.7 | 3.4 | 45.7 | 262 | 535 | 17.1 | 3 | 20 | 35 | 20 | true | true | true | true | 1.36 | 1.6 | -0.3 | Materials:EW | Hedge | iTraxx_XOVER: +193bps notional | -57 | -6 | DealerC | DealerAxed | 10 | 96 | -178 | -98 | Sector>limit | Hedge | Sector concentration above limit | 239 | Defer adds pending macro print |
C08577 | CR4095 | 2024-07-12 | Calm | 115 | 368 | 4.1 | 2.2 | 1,743,762,094 | Healthcare:22.4;Utilities:45.4;Tech:20.4;Industrials:11.8 | US:61.0;EU:11.5;APAC:14.8;EMEA:7.5;LATAM:5.2 | AAA:15.4;CCC:11.8;BBB:15.4;A:14.0;AA:11.2;BB:32.2 | 6.27 | 37.4 | 160 | 451 | 13.5 | 3 | 20 | 45 | 20 | true | true | true | false | 0.73 | 0.56 | -0.18 | Materials:EW | Hedge | iTraxx_XOVER: +132bps notional | -58 | 24 | ECN2 | Electronic | 1 | 92 | 363 | -281 | Sector>limit | Hedge | Sector concentration above limit | 150 | Tighten HY exposure bands |
C08578 | CR5395 | 2025-07-05 | Recovery | 143 | 474 | 5 | 0.7 | 1,382,161,201 | Financials:7.3;Materials:16.1;Comm:20.2;Energy:24.1;RealEstate:19.6;Healthcare:12.7 | US:59.4;EU:9.8;APAC:13.3;EMEA:8.3;LATAM:9.2 | CCC:23.2;A:24.0;BBB:38.6;B:14.2 | 4.21 | 50.3 | 115 | 281 | 16.4 | 3.5 | 20 | 35 | 35 | true | true | true | false | 0.59 | 0.06 | -0.13 | Materials:EW | Hedge | Options_Payer: +58bps notional | 19 | -25 | ECN2 | All2All | 11 | 87 | 175 | 36 | HYCap>limit | Hedge | High-yield share above policy cap | 211 | Tighten HY exposure bands |
C08579 | CR2879 | 2025-12-18 | Stress | 150 | 686 | 5.2 | 0.8 | 2,027,601,372 | Industrials:17.8;Comm:18.3;Tech:19.9;Utilities:22.1;Healthcare:21.9 | US:67.2;EU:16.2;APAC:7.4;EMEA:6.2;LATAM:2.9 | B:14.8;A:34.8;AAA:35.7;AA:14.8 | 2.76 | 44.2 | 388 | 463 | 18 | 3.5 | 20 | 55 | 20 | true | true | false | true | 1.97 | -0.14 | 0.48 | Industrials:EW;RealEstate:EW | Hedge | iTraxx_MAIN: +163bps notional | -1 | 30 | DealerA | Electronic | 5 | 87 | -158 | -365 | HYCap>limit | Reduce | High-yield share above policy cap | 259 | Tighten HY exposure bands |
C08580 | CR4676 | 2025-04-26 | Calm | 65 | 299 | 3.8 | 2.8 | 998,981,447 | RealEstate:11.4;Industrials:26.4;Consumer:34.3;Healthcare:27.9 | US:63.9;EU:14.7;APAC:13.3;EMEA:5.7;LATAM:2.4 | CCC:8.8;BB:8.2;BBB:21.1;AAA:20.7;A:24.4;AA:16.8 | 2.33 | 24.4 | 213 | 167 | 15.1 | 4 | 25 | 35 | 25 | true | true | false | true | 0.74 | 0.7 | -0.18 | Industrials:EW | Hedge | Options_Payer: +95bps notional | -4 | -20 | DealerA | RFQ | 12 | 92 | 361 | -97 | VAR>budget | Hedge | Portfolio VAR above budget | 116 | Escalate watchlist names |
C08581 | CR3014 | 2025-07-16 | Tightening | 155 | 361 | 4 | 1.7 | 2,098,600,339 | Utilities:24.1;Tech:21.0;Industrials:22.1;Materials:32.8 | US:58.6;EU:17.5;APAC:14.8;EMEA:7.7;LATAM:1.3 | BBB:13.5;CCC:38.7;AAA:7.1;AA:12.3;A:18.5;BB:10.0 | 0.83 | 36.6 | 187 | 178 | 10.8 | 2 | 25 | 45 | 30 | true | true | true | false | 2.49 | 1.29 | 0.29 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | 9 | DealerB | All2All | 4 | 85 | -122 | -307 | HYCap>limit | Reduce | High-yield share above policy cap | 98 | Escalate watchlist names |
C08582 | CR3805 | 2024-11-06 | Stress | 192 | 726 | 6.4 | -2 | 1,918,652,237 | Consumer:10.6;Utilities:13.1;Comm:21.6;Industrials:18.9;Tech:21.6;Financials:14.1 | US:60.9;EU:14.3;APAC:13.6;EMEA:4.4;LATAM:6.9 | BBB:20.7;BB:10.8;B:3.4;A:27.7;AA:28.6;CCC:8.8 | 1.99 | 43 | 225 | 409 | 7.1 | 3.5 | 20 | 35 | 30 | true | true | false | true | 1.58 | 1.72 | 0.1 | Healthcare:EW | Hedge | CDX_HY: +130bps notional | -38 | 42 | DealerB | Electronic | 1 | 97 | 442 | 10 | Sector>limit | Rotate | Sector concentration above limit | 104 | Tighten HY exposure bands |
C08583 | CR5405 | 2025-07-11 | Calm | 75 | 322 | 4 | 2.9 | 1,108,126,897 | Financials:14.8;RealEstate:12.9;Consumer:47.6;Materials:24.6 | US:67.3;EU:13.0;APAC:5.4;EMEA:8.0;LATAM:6.3 | AA:11.2;A:14.9;BBB:10.9;BB:19.5;AAA:37.1;CCC:6.5 | 6.6 | 63 | 213 | 160 | 14.3 | 3.5 | 20 | 45 | 35 | true | true | false | true | 2.01 | -0.09 | 0.35 | Energy:EW | Hedge | Options_Payer: +80bps notional | -33 | -15 | DealerC | DealerAxed | 11 | 89 | -132 | -370 | VAR>budget | Reduce | Portfolio VAR above budget | 249 | Rotate into defensive sectors |
C08584 | CR7926 | 2024-05-24 | Stress | 214 | 604 | 8.2 | -0.7 | 1,914,029,723 | Industrials:17.8;Energy:23.3;Comm:15.7;Materials:9.7;RealEstate:33.5 | US:67.3;EU:8.6;APAC:15.3;EMEA:7.0;LATAM:1.8 | AAA:18.3;A:8.7;BBB:28.1;BB:12.9;AA:10.8;B:21.1 | 5.64 | 53.3 | 188 | 356 | 13.8 | 2.5 | 20 | 55 | 25 | true | true | true | false | 1.31 | 1.18 | 0.14 | null | Hedge | Options_Payer: +74bps notional | 19 | 15 | ECN2 | DealerAxed | 2 | 85 | 378 | -265 | HYCap>limit | Reduce | High-yield share above policy cap | 215 | Reviewed by risk; hedges staggered |
C08585 | CR3643 | 2024-06-08 | Calm | 105 | 324 | 3.7 | 1.9 | 1,887,268,292 | Comm:31.7;Tech:23.8;Financials:16.0;Utilities:28.5 | US:60.7;EU:15.1;APAC:9.8;EMEA:8.9;LATAM:5.5 | BBB:20.2;AAA:13.6;CCC:6.6;AA:14.2;B:16.7;BB:28.7 | 3.26 | 37.5 | 259 | 167 | 17.9 | 3.5 | 35 | 35 | 35 | false | true | true | true | -0.08 | 1.52 | 0.29 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | 21 | DealerC | DealerAxed | 5 | 86 | 311 | -407 | Region>limit | Hedge | Regional concentration above limit | 233 | Rotate into defensive sectors |
C08586 | CR5604 | 2024-06-13 | Calm | 75 | 311 | 3.6 | 1.6 | 565,083,329 | Utilities:29.4;Healthcare:27.2;Financials:29.4;RealEstate:14.1 | US:58.7;EU:18.0;APAC:11.2;EMEA:10.6;LATAM:1.5 | CCC:6.1;B:18.7;A:29.9;AA:37.2;BB:8.1 | 3.26 | 31.1 | 181 | 492 | 4 | 3 | 25 | 35 | 20 | true | true | true | false | -0.45 | 1.13 | 0.54 | Utilities:EW;Consumer:EW | Hedge | CDX_IG: +99bps notional | -23 | 35 | ECN1 | DealerAxed | 9 | 89 | 185 | -408 | HYCap>limit | Reduce | High-yield share above policy cap | 188 | Rotate into defensive sectors |
C08587 | CR7969 | 2024-12-19 | Recovery | 167 | 466 | 6.1 | 0.7 | 2,515,264,365 | Tech:10.0;Consumer:29.4;Industrials:31.0;Energy:29.7 | US:61.6;EU:11.4;APAC:14.4;EMEA:10.1;LATAM:2.6 | A:33.9;BB:16.5;AA:34.6;CCC:15.1 | 3.77 | 36.4 | 220 | 520 | 5 | 2 | 35 | 55 | 35 | false | true | false | true | 0.98 | 0.2 | -0.27 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -24 | -18 | DealerC | DealerAxed | 10 | 96 | 172 | -223 | Sector>limit | Hedge | Sector concentration above limit | 227 | Tighten HY exposure bands |
C08588 | CR4402 | 2024-12-28 | Calm | 105 | 304 | 3.9 | 2.4 | 280,641,497 | Industrials:26.8;Financials:38.0;Energy:35.3 | US:58.3;EU:14.5;APAC:11.8;EMEA:10.5;LATAM:4.9 | AAA:26.5;AA:34.0;BBB:18.1;BB:11.2;CCC:10.3 | 4.95 | 61.4 | 95 | 393 | 7 | 4 | 20 | 45 | 30 | true | true | false | false | 1.42 | 1.32 | 0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 11 | ECN2 | DealerAxed | 3 | 92 | -52 | -319 | HYCap>limit | Reduce | High-yield share above policy cap | 214 | Tighten HY exposure bands |
C08589 | CR6160 | 2025-05-05 | Recovery | 138 | 462 | 5.4 | 1.6 | 1,606,139,333 | Materials:14.2;Consumer:24.4;Tech:16.6;Utilities:21.1;Financials:16.5;Comm:7.2 | US:72.3;EU:6.3;APAC:6.9;EMEA:9.0;LATAM:5.6 | CCC:5.0;AAA:20.2;B:5.4;AA:20.6;A:33.5;BBB:15.3 | 5.64 | 37.3 | 163 | 312 | 2.9 | 2.5 | 35 | 35 | 35 | false | true | false | false | 2.06 | 0.75 | 0.29 | Healthcare:EW;Financials:EW | Hedge | Treasury_Futures: +102bps notional | -42 | 29 | ECN1 | DealerAxed | 10 | 93 | -175 | -81 | HYCap>limit | Hedge | High-yield share above policy cap | 246 | Defer adds pending macro print |
C08590 | CR7597 | 2024-04-19 | Calm | 65 | 389 | 3.8 | 1.7 | 1,871,784,474 | Consumer:17.0;Comm:7.4;Healthcare:19.8;Materials:17.9;Industrials:20.2;Financials:17.7 | US:63.4;EU:15.5;APAC:8.0;EMEA:11.6;LATAM:1.5 | B:25.6;BB:9.8;BBB:34.6;AAA:29.9 | 3.25 | 46.3 | 169 | 269 | 16.6 | 3.5 | 25 | 55 | 20 | false | true | true | false | 1.72 | 1.46 | -0.06 | Energy:EW | Hedge | iTraxx_XOVER: +167bps notional | -33 | 26 | DealerB | DealerAxed | 7 | 99 | 341 | -349 | HYCap>limit | Hedge | High-yield share above policy cap | 176 | Defer adds pending macro print |
C08591 | CR3026 | 2025-07-08 | Tightening | 131 | 389 | 4.4 | 0.6 | 1,996,900,526 | Consumer:20.6;Comm:11.6;Industrials:27.0;Energy:22.7;Healthcare:18.1 | US:67.5;EU:9.1;APAC:12.9;EMEA:9.1;LATAM:1.5 | BB:4.4;A:18.7;BBB:14.9;AAA:29.2;AA:22.4;CCC:10.4 | 4.66 | 37.5 | 85 | 391 | 15.3 | 2.5 | 30 | 45 | 35 | false | true | false | false | 2.08 | -0.02 | 0.55 | Utilities:EW;Materials:EW;Industrials:EW | Hedge | Options_Payer: +196bps notional | 13 | 18 | ECN1 | All2All | 6 | 96 | 325 | -253 | VAR>budget | Hedge | Portfolio VAR above budget | 126 | Tighten HY exposure bands |
C08592 | CR0772 | 2024-05-14 | Recovery | 130 | 605 | 6.2 | 0.6 | 2,341,072,005 | RealEstate:28.8;Industrials:16.4;Healthcare:27.1;Energy:16.3;Consumer:11.4 | US:73.6;EU:11.6;APAC:9.3;EMEA:4.1;LATAM:1.4 | B:7.7;A:36.4;BBB:31.5;AAA:24.4 | 3.28 | 47.7 | 209 | 493 | 17.4 | 3.5 | 25 | 35 | 25 | true | true | false | true | -0.28 | 0.1 | 0.17 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | 35 | DealerC | Electronic | 0 | 90 | -72 | 128 | Sector>limit | Hedge | Sector concentration above limit | 149 | Tighten HY exposure bands |
C08593 | CR6440 | 2024-07-26 | Calm | 90 | 399 | 3.3 | 1.8 | 1,822,670,810 | Industrials:24.4;Comm:39.8;Energy:35.8 | US:68.2;EU:9.3;APAC:12.9;EMEA:3.5;LATAM:6.2 | AA:23.0;B:6.8;BB:5.8;AAA:15.0;A:30.1;BBB:19.4 | 2.09 | 60.7 | 246 | 338 | 10.2 | 2.5 | 20 | 55 | 35 | true | true | false | true | 1.64 | 1.5 | -0.21 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 45 | ECN2 | Electronic | 5 | 92 | -46 | -28 | VAR>budget | Hedge | Portfolio VAR above budget | 94 | Escalate watchlist names |
C08594 | CR1830 | 2025-06-25 | Recovery | 114 | 632 | 5.7 | 0.1 | 803,107,161 | Materials:37.2;Consumer:23.7;RealEstate:39.1 | US:75.0;EU:6.0;APAC:11.1;EMEA:4.0;LATAM:3.9 | B:7.3;BBB:39.4;A:25.0;CCC:6.0;AAA:22.3 | 5.19 | 32.5 | 126 | 520 | 9.5 | 4 | 35 | 35 | 25 | true | true | false | false | -0.47 | -0.21 | 0.37 | null | Hedge | Options_Payer: +119bps notional | -42 | 9 | DealerC | All2All | 3 | 96 | -193 | -256 | Sector>limit | Reduce | Sector concentration above limit | 163 | Reviewed by risk; hedges staggered |
C08595 | CR2389 | 2024-04-19 | Recovery | 120 | 566 | 6.1 | -0.2 | 988,544,883 | Industrials:21.6;Utilities:10.2;Tech:15.3;Materials:19.1;Energy:23.5;Comm:10.4 | US:63.7;EU:13.6;APAC:12.9;EMEA:6.3;LATAM:3.5 | A:23.0;CCC:21.7;BB:11.4;BBB:25.7;AAA:18.2 | 1.52 | 34.7 | 88 | 184 | 4.2 | 3.5 | 35 | 35 | 30 | false | true | true | false | 1.32 | 1.51 | 0.48 | null | Hedge | iTraxx_MAIN: +188bps notional | 1 | -12 | ECN1 | All2All | 11 | 96 | 243 | -62 | Region>limit | Hedge | Regional concentration above limit | 231 | Escalate watchlist names |
C08596 | CR3043 | 2024-08-08 | Recovery | 134 | 562 | 5 | 1.7 | 274,497,488 | Utilities:8.0;Financials:27.4;Consumer:22.6;Industrials:29.4;Materials:12.7 | US:70.1;EU:7.4;APAC:11.2;EMEA:9.1;LATAM:2.1 | CCC:22.9;B:5.5;AA:19.7;BB:15.1;AAA:36.8 | 5.73 | 20.9 | 113 | 134 | 10.3 | 3 | 25 | 35 | 35 | true | true | true | false | -0.05 | -0.12 | 0.18 | Consumer:EW | Hedge | SingleName_CDS: +130bps notional | 6 | 43 | DealerA | All2All | 8 | 100 | 408 | 137 | HYCap>limit | Hedge | High-yield share above policy cap | 130 | Reviewed by risk; hedges staggered |
C08597 | CR8787 | 2024-04-08 | Calm | 82 | 319 | 3.5 | 1.7 | 1,129,084,427 | Energy:25.3;Industrials:25.0;Materials:23.3;Healthcare:26.4 | US:55.9;EU:20.6;APAC:11.9;EMEA:10.9;LATAM:0.7 | B:12.7;A:30.2;AA:23.1;CCC:9.7;BBB:24.3 | 1.46 | 60.2 | 247 | 127 | 5.2 | 2 | 30 | 55 | 35 | false | true | false | true | 0.04 | 0.26 | -0.15 | Energy:EW | Hedge | iTraxx_XOVER: +85bps notional | 7 | -11 | ECN2 | DealerAxed | 4 | 95 | -165 | -392 | Sector>limit | PauseAdds | Sector concentration above limit | 98 | Escalate watchlist names |
C08598 | CR3156 | 2025-01-18 | Stress | 171 | 781 | 5.6 | -1.5 | 2,147,064,669 | Energy:21.7;RealEstate:16.4;Consumer:35.2;Financials:16.6;Comm:10.2 | US:62.0;EU:12.7;APAC:11.8;EMEA:7.3;LATAM:6.2 | A:11.8;AAA:14.2;BB:19.8;CCC:19.9;AA:10.6;B:23.5 | 5.11 | 34.3 | 354 | 608 | 12.9 | 3.5 | 20 | 35 | 30 | true | true | true | true | 2.44 | 0.33 | -0.08 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | -13 | DealerC | All2All | 12 | 94 | -193 | -230 | Region>limit | Rotate | Regional concentration above limit | 139 | Rotate into defensive sectors |
C08599 | CR6030 | 2025-07-14 | Calm | 70 | 392 | 3.8 | 1.9 | 102,536,273 | Financials:6.4;Industrials:19.1;Tech:19.0;RealEstate:27.1;Utilities:28.3 | US:63.5;EU:12.4;APAC:6.0;EMEA:11.0;LATAM:7.1 | A:21.2;CCC:16.7;BBB:21.5;AA:24.1;B:4.9;BB:11.5 | 4.42 | 28 | 166 | 197 | 7.8 | 4 | 30 | 45 | 20 | false | true | true | false | 1.15 | -0.2 | 0.37 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | 9 | DealerA | RFQ | 5 | 85 | -39 | -136 | Region>limit | Hedge | Regional concentration above limit | 161 | Rotate into defensive sectors |
C08600 | CR2470 | 2024-11-16 | Tightening | 145 | 470 | 4.7 | 1.7 | 648,846,282 | RealEstate:18.5;Consumer:32.2;Utilities:49.3 | US:69.4;EU:14.4;APAC:10.6;EMEA:4.6;LATAM:1.0 | BBB:39.6;AA:16.6;A:29.9;CCC:13.9 | 2.46 | 20.4 | 171 | 481 | 9.9 | 3.5 | 25 | 35 | 20 | true | true | false | false | -0.5 | 0.96 | 0.39 | Materials:EW;Comm:EW;Financials:EW | Hedge | CDX_IG: +149bps notional | 13 | 15 | DealerB | RFQ | 12 | 91 | 326 | -446 | HYCap>limit | Hedge | High-yield share above policy cap | 159 | Rotate into defensive sectors |
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