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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08601 | CR9199 | 2025-06-22 | Calm | 65 | 397 | 3.9 | 2.3 | 1,555,542,600 | Healthcare:30.1;Energy:25.7;Comm:44.2 | US:71.0;EU:16.8;APAC:6.9;EMEA:3.4;LATAM:1.9 | B:16.2;AA:16.4;AAA:30.9;BBB:36.4 | 2.38 | 40.9 | 176 | 421 | 10.5 | 2 | 30 | 45 | 25 | true | true | false | false | 1.16 | 1.36 | 0.45 | Materials:EW | Hedge | Treasury_Futures: +128bps notional | 18 | 40 | DealerA | Electronic | 8 | 89 | -143 | -350 | Sector>limit | Reduce | Sector concentration above limit | 124 | Reviewed by risk; hedges staggered |
C08602 | CR3679 | 2024-12-09 | Calm | 72 | 361 | 3.4 | 1.8 | 1,321,508,078 | Healthcare:20.9;Consumer:12.1;Energy:24.3;Tech:22.5;Materials:20.2 | US:68.1;EU:21.5;APAC:6.4;EMEA:4.0;LATAM:0.0 | CCC:17.4;AAA:18.4;AA:16.0;A:14.5;BBB:33.7 | 1.25 | 39.7 | 204 | 326 | 7.6 | 3 | 30 | 45 | 35 | false | true | false | true | 1.99 | 0.95 | -0.13 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | -3 | DealerC | All2All | 7 | 86 | 180 | -194 | Region>limit | Reduce | Regional concentration above limit | 134 | Tighten HY exposure bands |
C08603 | CR2848 | 2025-02-16 | Calm | 95 | 403 | 4.4 | 2.1 | 1,502,058,053 | Materials:27.2;Comm:31.1;RealEstate:12.6;Utilities:29.1 | US:71.3;EU:7.5;APAC:14.6;EMEA:4.7;LATAM:1.9 | BBB:12.5;A:43.5;BB:12.7;AAA:13.7;B:9.1;CCC:8.5 | 6 | 31 | 280 | 202 | 13.9 | 2.5 | 25 | 45 | 30 | true | true | true | true | 0.46 | 0.35 | -0.16 | null | Hedge | iTraxx_XOVER: +146bps notional | -33 | 19 | ECN2 | RFQ | 4 | 94 | 119 | -198 | Region>limit | Rotate | Regional concentration above limit | 151 | Tighten HY exposure bands |
C08604 | CR2116 | 2025-04-21 | Recovery | 180 | 475 | 5.4 | 1.1 | 1,400,542,991 | Consumer:18.8;Utilities:21.9;Financials:23.1;RealEstate:36.3 | US:62.6;EU:9.4;APAC:9.0;EMEA:13.4;LATAM:5.6 | BB:21.0;AAA:12.2;BBB:25.6;A:22.0;AA:19.2 | 3.2 | 35.8 | 243 | 183 | 7.1 | 3.5 | 30 | 55 | 30 | true | true | false | true | 2.3 | 1.39 | 0.01 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | -10 | DealerC | DealerAxed | 10 | 100 | -161 | -317 | HYCap>limit | Reduce | High-yield share above policy cap | 203 | Reviewed by risk; hedges staggered |
C08605 | CR8640 | 2025-05-28 | Calm | 73 | 344 | 4.1 | 2 | 418,583,107 | Energy:17.6;RealEstate:28.9;Utilities:18.8;Financials:15.0;Tech:19.7 | US:62.2;EU:12.4;APAC:10.3;EMEA:9.4;LATAM:5.6 | A:19.7;CCC:10.1;BBB:25.2;AAA:22.9;AA:22.0 | 3.52 | 57.4 | 231 | 256 | 9.6 | 4 | 25 | 45 | 35 | true | true | false | true | -0.15 | -0.17 | -0.13 | Comm:EW;Utilities:EW | Hedge | Options_Payer: +100bps notional | -51 | 39 | DealerB | DealerAxed | 6 | 86 | 37 | -156 | VAR>budget | Hedge | Portfolio VAR above budget | 184 | Reviewed by risk; hedges staggered |
C08606 | CR0192 | 2024-04-04 | Tightening | 150 | 426 | 4 | 1.5 | 169,148,468 | Energy:13.8;Utilities:17.4;Comm:9.0;Industrials:27.4;Materials:11.5;Consumer:20.9 | US:58.4;EU:15.9;APAC:13.4;EMEA:3.9;LATAM:8.4 | CCC:26.8;AAA:32.2;BB:20.1;A:20.9 | 7.41 | 50.3 | 124 | 387 | 8.4 | 2.5 | 30 | 45 | 30 | false | true | true | false | 1.19 | 0.89 | -0.33 | null | Hedge | SingleName_CDS: +118bps notional | 20 | 45 | DealerA | All2All | 1 | 93 | 109 | -180 | VAR>budget | Reduce | Portfolio VAR above budget | 110 | Tighten HY exposure bands |
C08607 | CR3555 | 2024-04-23 | Calm | 96 | 308 | 3.8 | 2.3 | 171,813,212 | Energy:11.4;Industrials:14.7;RealEstate:15.0;Utilities:36.7;Financials:22.2 | US:63.8;EU:16.1;APAC:6.9;EMEA:7.5;LATAM:5.8 | CCC:10.8;BBB:26.5;AA:16.7;BB:11.5;A:27.8;B:6.7 | 0.66 | 34.4 | 80 | 301 | 7 | 3.5 | 20 | 45 | 25 | true | true | true | false | -0.42 | 0.88 | -0.14 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | 40 | ECN1 | All2All | 10 | 95 | 33 | 131 | HYCap>limit | Hedge | High-yield share above policy cap | 127 | Escalate watchlist names |
C08608 | CR0223 | 2025-02-07 | Tightening | 141 | 515 | 4.4 | 0.6 | 2,815,410,158 | Healthcare:49.3;Utilities:22.3;Consumer:28.4 | US:70.1;EU:13.9;APAC:6.0;EMEA:5.4;LATAM:4.6 | AA:27.0;BBB:27.4;A:19.4;BB:7.8;AAA:18.4 | 5.72 | 46.9 | 86 | 308 | 8.2 | 2 | 25 | 45 | 25 | true | true | false | false | 1.63 | -0.09 | 0.22 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | 28 | ECN2 | All2All | 12 | 97 | -31 | 41 | HYCap>limit | Reduce | High-yield share above policy cap | 96 | Reviewed by risk; hedges staggered |
C08609 | CR0753 | 2025-10-06 | Tightening | 149 | 495 | 5 | 1.7 | 278,140,262 | Consumer:12.7;Financials:25.7;RealEstate:33.5;Tech:28.0 | US:74.2;EU:8.4;APAC:11.6;EMEA:4.1;LATAM:1.7 | BBB:7.0;AA:21.7;AAA:24.1;BB:17.4;CCC:6.9;A:23.0 | 4.36 | 60.2 | 126 | 519 | 5.6 | 4 | 30 | 35 | 25 | true | true | false | false | 0.92 | 1.05 | -0.21 | Tech:EW | Hedge | Treasury_Futures: +94bps notional | -32 | 28 | DealerA | RFQ | 9 | 100 | 251 | 79 | Region>limit | Hedge | Regional concentration above limit | 132 | Rotate into defensive sectors |
C08610 | CR6629 | 2024-06-27 | Calm | 99 | 410 | 4 | 2.8 | 351,120,080 | Financials:27.0;Healthcare:37.2;RealEstate:35.8 | US:58.5;EU:16.5;APAC:8.6;EMEA:12.0;LATAM:4.4 | A:34.1;B:12.0;AA:15.0;AAA:38.9 | 1.97 | 32.4 | 216 | 201 | 4 | 3 | 35 | 35 | 35 | true | true | false | true | 1.08 | 1.02 | -0.17 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | -18 | ECN1 | Electronic | 8 | 97 | -10 | -418 | Sector>limit | Reduce | Sector concentration above limit | 177 | Escalate watchlist names |
C08611 | CR3172 | 2024-07-10 | Tightening | 150 | 387 | 4.6 | 1.4 | 2,103,425,514 | Materials:21.2;Tech:17.4;Financials:18.8;Healthcare:5.4;Industrials:18.5;Energy:18.7 | US:65.8;EU:15.9;APAC:6.6;EMEA:7.8;LATAM:3.9 | A:13.3;B:19.7;BBB:24.1;BB:7.0;AA:36.0 | 5.63 | 41.4 | 266 | 482 | 6.7 | 3 | 35 | 45 | 25 | false | true | true | true | 0.32 | 0.69 | -0 | Energy:EW | Hedge | iTraxx_MAIN: +197bps notional | -2 | -12 | ECN1 | DealerAxed | 5 | 98 | 302 | 198 | HYCap>limit | Hedge | High-yield share above policy cap | 110 | Tighten HY exposure bands |
C08612 | CR2375 | 2024-08-31 | Stress | 202 | 716 | 6.6 | -1.8 | 2,300,831,658 | Utilities:17.0;Financials:23.3;Comm:19.4;Materials:16.7;Consumer:23.5 | US:67.4;EU:13.0;APAC:8.4;EMEA:5.3;LATAM:5.9 | BB:15.9;AA:15.9;A:27.4;AAA:14.4;B:26.4 | 1.69 | 45.1 | 182 | 637 | 6.8 | 3 | 20 | 45 | 30 | true | true | true | false | 0.36 | 0.63 | 0.3 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -4 | DealerA | All2All | 4 | 89 | 28 | -8 | HYCap>limit | Rotate | High-yield share above policy cap | 211 | Defer adds pending macro print |
C08613 | CR8088 | 2025-05-30 | Calm | 67 | 410 | 3.4 | 2.4 | 103,902,612 | Energy:27.5;Utilities:25.5;Industrials:29.2;Financials:17.8 | US:56.2;EU:19.0;APAC:11.3;EMEA:9.2;LATAM:4.3 | BB:16.8;CCC:18.0;AAA:17.0;BBB:16.8;A:18.9;AA:12.5 | 5.93 | 50.3 | 273 | 379 | 4.3 | 2 | 35 | 35 | 25 | false | true | true | true | 2.44 | 1.19 | 0.44 | null | Hedge | iTraxx_MAIN: +58bps notional | -52 | 29 | DealerB | RFQ | 3 | 89 | 88 | -74 | Sector>limit | Rotate | Sector concentration above limit | 164 | Escalate watchlist names |
C08614 | CR1006 | 2025-02-22 | Recovery | 132 | 576 | 4.8 | 0.1 | 698,722,029 | Tech:26.9;Materials:15.1;Comm:16.5;Healthcare:19.6;Utilities:21.9 | US:74.0;EU:9.0;APAC:9.1;EMEA:4.9;LATAM:3.0 | B:31.1;AAA:10.3;BB:32.5;AA:26.1 | 7.06 | 65 | 188 | 483 | 2.2 | 2.5 | 35 | 35 | 35 | false | true | true | false | 1.67 | 0.02 | -0.35 | Healthcare:EW | Hedge | CDX_HY: +183bps notional | -53 | -6 | ECN2 | RFQ | 1 | 94 | 363 | -66 | VAR>budget | PauseAdds | Portfolio VAR above budget | 247 | Reviewed by risk; hedges staggered |
C08615 | CR7202 | 2024-10-07 | Stress | 256 | 700 | 5.6 | 0.1 | 2,917,175,896 | Utilities:33.8;Financials:21.7;Materials:10.9;Healthcare:19.0;RealEstate:14.6 | US:67.5;EU:11.1;APAC:6.2;EMEA:9.4;LATAM:5.6 | B:9.8;AA:50.1;A:24.4;AAA:15.7 | 5.44 | 38.8 | 148 | 356 | 11.5 | 3.5 | 35 | 35 | 30 | false | true | false | false | 0.66 | 0.42 | 0.48 | Energy:EW;Materials:EW;RealEstate:EW | Hedge | CDX_IG: +130bps notional | 5 | 0 | ECN2 | Electronic | 4 | 91 | 26 | 63 | VAR>budget | Rotate | Portfolio VAR above budget | 137 | Reviewed by risk; hedges staggered |
C08616 | CR2771 | 2025-06-01 | Tightening | 107 | 487 | 5.1 | 1.1 | 1,888,527,550 | RealEstate:12.1;Tech:13.5;Utilities:17.4;Industrials:18.4;Financials:16.4;Consumer:22.2 | US:72.0;EU:14.1;APAC:6.1;EMEA:4.8;LATAM:3.0 | BB:12.4;AAA:16.5;AA:16.9;B:28.6;BBB:17.4;CCC:8.2 | 1.95 | 60.8 | 218 | 430 | 3.7 | 2 | 30 | 55 | 35 | false | true | true | true | 1.81 | 1.73 | 0.21 | Consumer:EW | Hedge | iTraxx_MAIN: +67bps notional | -60 | -21 | DealerA | DealerAxed | 8 | 95 | -220 | -84 | HYCap>limit | Reduce | High-yield share above policy cap | 162 | Rotate into defensive sectors |
C08617 | CR8885 | 2024-10-25 | Stress | 216 | 643 | 5.9 | -0.1 | 1,554,674,394 | Consumer:13.4;Comm:24.0;Materials:14.6;Healthcare:17.4;Utilities:30.6 | US:72.8;EU:10.8;APAC:5.1;EMEA:6.2;LATAM:5.1 | BBB:34.8;B:14.6;AAA:41.6;CCC:9.0 | 6.1 | 21.8 | 278 | 397 | 14.3 | 4 | 35 | 35 | 30 | false | true | false | true | 0.93 | 0.03 | 0.08 | Materials:EW | Hedge | Options_Payer: +74bps notional | 10 | -8 | ECN2 | DealerAxed | 12 | 92 | 355 | -460 | Sector>limit | Hedge | Sector concentration above limit | 216 | Defer adds pending macro print |
C08618 | CR9920 | 2025-02-03 | Stress | 247 | 663 | 7.5 | -0.1 | 686,943,663 | Tech:21.8;Materials:20.3;Consumer:29.6;Energy:28.3 | US:57.8;EU:19.8;APAC:5.5;EMEA:10.4;LATAM:6.5 | CCC:4.8;A:21.6;B:11.9;AA:35.0;AAA:26.7 | 1.77 | 46.8 | 235 | 586 | 8.7 | 3 | 30 | 55 | 30 | false | true | false | true | 2 | 1.3 | 0.05 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | 23 | ECN2 | All2All | 12 | 93 | -22 | -170 | Sector>limit | Hedge | Sector concentration above limit | 177 | Tighten HY exposure bands |
C08619 | CR2522 | 2024-03-13 | Recovery | 158 | 441 | 4.8 | 1.4 | 583,614,544 | Energy:17.6;Utilities:22.0;Comm:23.3;Materials:9.2;Consumer:20.2;Industrials:7.8 | US:62.6;EU:18.7;APAC:12.5;EMEA:4.1;LATAM:2.2 | AAA:17.1;B:4.4;CCC:15.8;A:30.3;BBB:32.3 | 5.76 | 53 | 180 | 241 | 16.2 | 2.5 | 30 | 35 | 20 | false | true | true | false | -0.46 | 1.7 | -0.37 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -11 | 3 | DealerC | Electronic | 9 | 91 | 406 | 159 | Sector>limit | Rotate | Sector concentration above limit | 150 | Defer adds pending macro print |
C08620 | CR8025 | 2025-03-23 | Recovery | 156 | 445 | 6.4 | -0 | 1,994,742,374 | Financials:20.5;Materials:26.4;RealEstate:8.8;Industrials:12.1;Utilities:20.6;Tech:11.6 | US:71.9;EU:15.6;APAC:8.2;EMEA:4.1;LATAM:0.2 | B:29.3;BBB:14.6;AA:15.7;CCC:18.7;BB:6.1;AAA:15.6 | 4.05 | 48.9 | 195 | 350 | 12.1 | 4 | 20 | 55 | 25 | true | true | true | false | 0.18 | 1.67 | 0.55 | Financials:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | -15 | DealerC | RFQ | 4 | 93 | 340 | -113 | HYCap>limit | Reduce | High-yield share above policy cap | 247 | Reviewed by risk; hedges staggered |
C08621 | CR6132 | 2025-03-17 | Calm | 91 | 381 | 4.2 | 2.3 | 2,690,333,185 | Comm:34.1;Utilities:9.8;Energy:22.1;Materials:23.8;Financials:10.2 | US:70.2;EU:4.9;APAC:13.7;EMEA:4.6;LATAM:6.6 | BBB:37.3;B:24.1;BB:15.2;AAA:23.3 | 6.07 | 47.6 | 191 | 173 | 10.5 | 3 | 25 | 35 | 35 | true | true | true | false | 0.02 | 1.16 | 0.35 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | -12 | DealerA | RFQ | 4 | 87 | -25 | -24 | HYCap>limit | Reduce | High-yield share above policy cap | 187 | Rotate into defensive sectors |
C08622 | CR9853 | 2025-10-21 | Recovery | 164 | 559 | 5.4 | 0.1 | 612,549,161 | Healthcare:11.5;Comm:20.1;Utilities:20.2;Consumer:20.1;Materials:28.1 | US:64.3;EU:12.5;APAC:11.5;EMEA:9.4;LATAM:2.3 | AA:24.5;CCC:17.9;A:25.7;BBB:21.7;BB:10.3 | 4.88 | 31.6 | 257 | 430 | 5.8 | 2.5 | 20 | 45 | 35 | true | true | false | true | 2.35 | 0.08 | -0.19 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 19 | DealerC | All2All | 7 | 100 | 279 | -133 | HYCap>limit | Hedge | High-yield share above policy cap | 237 | Defer adds pending macro print |
C08623 | CR9730 | 2025-06-01 | Stress | 186 | 645 | 6.1 | 0.3 | 726,321,779 | Consumer:15.9;Materials:28.8;Healthcare:10.0;Tech:14.8;Industrials:30.4 | US:57.2;EU:13.5;APAC:9.3;EMEA:12.6;LATAM:7.5 | A:29.1;BBB:25.1;BB:9.4;AA:20.2;B:6.5;CCC:9.6 | 7.5 | 26.4 | 274 | 680 | 17.5 | 3.5 | 25 | 55 | 35 | true | true | false | true | 1.07 | 1.22 | -0.36 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | 42 | DealerA | All2All | 7 | 99 | 176 | -40 | Region>limit | Reduce | Regional concentration above limit | 153 | Reviewed by risk; hedges staggered |
C08624 | CR4966 | 2025-01-17 | Recovery | 144 | 552 | 5.9 | 0.3 | 574,744,155 | Consumer:24.2;Utilities:12.1;Healthcare:14.0;RealEstate:26.1;Tech:23.6 | US:63.4;EU:12.3;APAC:11.7;EMEA:7.1;LATAM:5.6 | B:12.2;BB:10.3;AA:38.7;AAA:23.0;CCC:15.8 | 5.62 | 25.4 | 242 | 412 | 15.5 | 2.5 | 30 | 55 | 35 | false | true | true | true | 0.05 | 1.37 | -0.01 | Healthcare:EW | Hedge | SingleName_CDS: +63bps notional | -30 | -10 | DealerC | All2All | 0 | 93 | 402 | -85 | HYCap>limit | Reduce | High-yield share above policy cap | 161 | Rotate into defensive sectors |
C08625 | CR7521 | 2025-08-26 | Stress | 224 | 803 | 5.6 | -0.2 | 2,679,924,234 | Materials:14.7;Consumer:39.3;Comm:27.2;RealEstate:18.8 | US:66.8;EU:8.8;APAC:8.8;EMEA:11.6;LATAM:4.1 | A:13.2;AAA:41.0;AA:21.7;B:24.1 | 3.39 | 28.4 | 267 | 352 | 19.5 | 2 | 20 | 55 | 30 | true | true | false | true | 2.42 | 1.66 | -0.23 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 2 | ECN2 | RFQ | 3 | 98 | 4 | 46 | HYCap>limit | Hedge | High-yield share above policy cap | 240 | Reviewed by risk; hedges staggered |
C08626 | CR4321 | 2024-11-23 | Stress | 197 | 593 | 7.8 | 0.3 | 1,252,185,702 | Financials:42.6;Healthcare:13.2;Consumer:11.3;Tech:32.8 | US:53.8;EU:18.1;APAC:12.6;EMEA:8.7;LATAM:6.8 | A:19.4;BB:5.4;CCC:10.2;AA:51.9;B:13.2 | 2.62 | 23.7 | 388 | 347 | 6.4 | 2.5 | 30 | 45 | 25 | true | true | true | true | 0.09 | 0.56 | 0.31 | null | Hedge | SingleName_CDS: +109bps notional | 19 | 41 | DealerC | Electronic | 11 | 99 | 138 | -223 | HYCap>limit | Rotate | High-yield share above policy cap | 167 | Defer adds pending macro print |
C08627 | CR9363 | 2024-05-03 | Tightening | 135 | 491 | 5.1 | 0.7 | 1,207,974,849 | Materials:38.6;Tech:40.6;Consumer:20.8 | US:67.4;EU:11.1;APAC:12.6;EMEA:7.3;LATAM:1.5 | BB:12.1;CCC:26.9;AA:29.6;BBB:31.4 | 2.57 | 59.1 | 241 | 222 | 5.3 | 4 | 25 | 35 | 35 | true | true | true | true | 2.39 | 1.21 | -0.31 | Industrials:EW | Hedge | Treasury_Futures: +151bps notional | -45 | -5 | ECN2 | RFQ | 10 | 89 | 203 | -412 | Sector>limit | Hedge | Sector concentration above limit | 228 | Escalate watchlist names |
C08628 | CR9978 | 2025-02-19 | Recovery | 161 | 549 | 5.8 | 1 | 421,652,156 | RealEstate:35.3;Energy:10.2;Healthcare:22.2;Utilities:32.3 | US:67.1;EU:11.6;APAC:6.9;EMEA:5.3;LATAM:9.0 | AAA:12.4;BBB:15.7;CCC:40.5;BB:31.4 | 3.73 | 36.7 | 157 | 156 | 14 | 3.5 | 30 | 45 | 30 | true | true | true | false | 2.32 | 0.3 | 0.42 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 1 | DealerC | RFQ | 4 | 96 | 266 | -311 | HYCap>limit | Hedge | High-yield share above policy cap | 221 | Rotate into defensive sectors |
C08629 | CR3403 | 2024-12-28 | Recovery | 163 | 549 | 4.6 | -0.3 | 1,349,696,472 | RealEstate:11.3;Materials:31.3;Industrials:29.2;Tech:28.2 | US:65.9;EU:16.2;APAC:9.9;EMEA:7.4;LATAM:0.5 | B:17.7;BBB:35.8;BB:16.0;AAA:30.4 | 0.79 | 21.2 | 199 | 143 | 10 | 2.5 | 25 | 35 | 30 | true | true | true | false | 1.43 | 0.26 | -0.01 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | 34 | ECN2 | All2All | 10 | 92 | 21 | -45 | HYCap>limit | Hedge | High-yield share above policy cap | 117 | Defer adds pending macro print |
C08630 | CR7144 | 2024-03-17 | Calm | 105 | 414 | 4.4 | 2.1 | 1,878,711,070 | Materials:21.3;Energy:20.1;Utilities:9.3;Comm:31.2;Industrials:18.1 | US:62.7;EU:18.1;APAC:12.6;EMEA:3.2;LATAM:3.5 | CCC:18.2;BBB:19.3;AA:9.3;A:5.9;BB:20.9;B:26.4 | 4.12 | 61.7 | 222 | 361 | 3.8 | 2 | 30 | 55 | 25 | true | true | true | true | 1.83 | 0.02 | -0.09 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 40 | ECN2 | RFQ | 3 | 91 | -195 | 98 | HYCap>limit | Hedge | High-yield share above policy cap | 242 | Escalate watchlist names |
C08631 | CR3582 | 2024-06-17 | Tightening | 147 | 391 | 4.9 | 1.6 | 144,493,797 | Consumer:13.9;Industrials:43.2;Energy:12.8;Materials:30.1 | US:72.8;EU:7.2;APAC:7.1;EMEA:7.9;LATAM:5.0 | CCC:13.9;BB:11.5;BBB:28.2;A:46.4 | 5.55 | 23 | 216 | 449 | 10.3 | 4 | 35 | 55 | 30 | true | true | false | true | 1.85 | 1.74 | 0.23 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | -14 | DealerC | RFQ | 7 | 94 | 368 | -172 | HYCap>limit | Reduce | High-yield share above policy cap | 253 | Rotate into defensive sectors |
C08632 | CR2149 | 2024-09-27 | Calm | 78 | 293 | 4.2 | 2.3 | 538,841,386 | Utilities:11.2;Industrials:14.3;Healthcare:13.4;Comm:22.6;Financials:38.5 | US:58.6;EU:8.7;APAC:12.5;EMEA:12.6;LATAM:7.6 | BBB:45.2;AAA:21.7;CCC:15.6;AA:17.6 | 6.44 | 26.5 | 135 | 325 | 14.4 | 2.5 | 30 | 55 | 35 | true | true | false | false | -0.47 | -0.18 | -0.08 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | 42 | DealerC | RFQ | 9 | 86 | -116 | -198 | Region>limit | Reduce | Regional concentration above limit | 244 | Escalate watchlist names |
C08633 | CR3690 | 2025-11-21 | Tightening | 109 | 474 | 4.3 | 1.6 | 452,264,050 | Materials:25.6;Industrials:24.2;Energy:15.6;RealEstate:5.4;Financials:13.7;Tech:15.5 | US:64.8;EU:19.2;APAC:9.3;EMEA:4.5;LATAM:2.2 | CCC:7.0;BB:7.8;AAA:36.0;B:3.3;BBB:33.4;AA:12.5 | 6.83 | 61.7 | 232 | 281 | 3.9 | 2.5 | 35 | 45 | 30 | false | true | false | true | 1.95 | 0.52 | -0.27 | Consumer:EW;RealEstate:EW | Hedge | CDX_IG: +107bps notional | 10 | 40 | DealerA | RFQ | 9 | 85 | -168 | -33 | Sector>limit | Rotate | Sector concentration above limit | 203 | Rotate into defensive sectors |
C08634 | CR3235 | 2025-01-11 | Tightening | 145 | 424 | 4 | 0.5 | 575,242,701 | Industrials:26.2;Comm:25.9;Energy:47.9 | US:65.9;EU:11.6;APAC:8.5;EMEA:8.2;LATAM:5.8 | BB:23.5;BBB:10.8;A:15.0;B:15.0;AA:19.7;CCC:16.0 | 1.99 | 51.4 | 110 | 500 | 17.8 | 2 | 25 | 35 | 30 | true | true | true | false | 2.14 | 1.47 | 0.51 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | -7 | ECN1 | All2All | 1 | 87 | 367 | -312 | Sector>limit | Rotate | Sector concentration above limit | 106 | Reviewed by risk; hedges staggered |
C08635 | CR5022 | 2024-02-14 | Tightening | 148 | 394 | 4.4 | 1.3 | 2,106,232,371 | Energy:54.4;Financials:17.3;Materials:28.3 | US:60.7;EU:22.6;APAC:6.2;EMEA:5.0;LATAM:5.4 | A:23.1;AAA:19.5;BB:14.1;AA:6.1;BBB:7.7;CCC:29.6 | 2.72 | 28.2 | 179 | 200 | 7 | 2.5 | 25 | 55 | 25 | true | true | true | false | 0.37 | 1.52 | 0.13 | Consumer:EW;Utilities:EW;Comm:EW | Hedge | Treasury_Futures: +69bps notional | -51 | 29 | DealerB | RFQ | 2 | 93 | -148 | -175 | Sector>limit | Rotate | Sector concentration above limit | 140 | Defer adds pending macro print |
C08636 | CR7891 | 2025-10-15 | Tightening | 95 | 368 | 4 | 1 | 1,674,342,303 | Utilities:11.3;Materials:13.3;Industrials:18.3;Consumer:41.4;Energy:15.7 | US:60.8;EU:18.5;APAC:9.5;EMEA:5.4;LATAM:5.8 | B:25.6;AAA:9.5;AA:23.7;A:17.2;CCC:24.0 | 2.13 | 33.1 | 142 | 275 | 11.4 | 2.5 | 30 | 35 | 35 | true | true | true | false | 1.56 | 0.44 | 0.38 | Energy:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | -19 | ECN2 | DealerAxed | 6 | 99 | 402 | -153 | Region>limit | Reduce | Regional concentration above limit | 91 | Rotate into defensive sectors |
C08637 | CR5680 | 2024-09-15 | Calm | 79 | 295 | 4.3 | 2.1 | 2,185,486,159 | Industrials:22.7;Energy:13.5;Tech:26.7;RealEstate:12.5;Healthcare:8.7;Financials:15.8 | US:70.9;EU:11.5;APAC:10.2;EMEA:5.5;LATAM:2.0 | BBB:19.7;AA:15.9;CCC:21.4;B:9.7;A:33.2 | 3.48 | 28.3 | 162 | 406 | 4.3 | 2.5 | 35 | 35 | 30 | false | true | true | false | 0.73 | 1.08 | -0.16 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 3 | ECN2 | DealerAxed | 6 | 90 | 269 | -271 | HYCap>limit | Hedge | High-yield share above policy cap | 187 | Reviewed by risk; hedges staggered |
C08638 | CR7675 | 2025-03-30 | Stress | 160 | 740 | 6.6 | -0.9 | 2,792,558,153 | Materials:49.8;Comm:24.3;RealEstate:25.9 | US:57.9;EU:14.0;APAC:13.8;EMEA:11.5;LATAM:2.8 | AA:6.2;CCC:25.9;B:7.9;BB:26.4;BBB:10.0;A:23.6 | 1.15 | 35 | 355 | 417 | 14.1 | 2.5 | 20 | 55 | 25 | true | true | true | true | 2.24 | -0.28 | 0 | null | Hedge | Options_Payer: +125bps notional | -55 | 6 | DealerB | Electronic | 6 | 96 | -110 | -95 | Sector>limit | Hedge | Sector concentration above limit | 201 | Rotate into defensive sectors |
C08639 | CR4973 | 2025-08-29 | Calm | 118 | 413 | 3.3 | 2.3 | 846,311,499 | Healthcare:19.1;Comm:43.4;Utilities:37.6 | US:67.7;EU:16.8;APAC:5.7;EMEA:4.6;LATAM:5.2 | CCC:34.4;BBB:21.7;AA:13.3;BB:30.6 | 2 | 35.7 | 103 | 215 | 11.9 | 3 | 25 | 45 | 25 | true | true | true | false | 2.39 | 1.32 | 0.32 | null | Hedge | iTraxx_MAIN: +125bps notional | 14 | 39 | DealerA | DealerAxed | 1 | 93 | 139 | -103 | Sector>limit | Rotate | Sector concentration above limit | 160 | Defer adds pending macro print |
C08640 | CR2990 | 2024-12-18 | Tightening | 114 | 492 | 4.4 | 1.8 | 487,940,907 | Healthcare:35.5;Utilities:23.0;Energy:33.2;Industrials:8.3 | US:73.0;EU:8.6;APAC:11.8;EMEA:6.0;LATAM:0.7 | B:20.0;BBB:8.6;A:27.9;AAA:30.4;AA:13.1 | 6.31 | 41.4 | 82 | 334 | 12.9 | 4 | 35 | 45 | 20 | true | true | false | false | 1.98 | 0.56 | -0.17 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -52 | 15 | ECN1 | DealerAxed | 1 | 89 | 218 | -235 | HYCap>limit | Hedge | High-yield share above policy cap | 222 | Reviewed by risk; hedges staggered |
C08641 | CR0742 | 2024-04-17 | Calm | 73 | 296 | 3.7 | 2 | 2,115,954,436 | Industrials:11.3;Utilities:8.4;Consumer:27.5;Materials:30.2;RealEstate:22.6 | US:78.4;EU:5.5;APAC:10.0;EMEA:4.2;LATAM:1.8 | B:16.5;AA:12.6;CCC:14.7;BB:8.4;BBB:16.0;A:31.9 | 0.49 | 30 | 160 | 377 | 12.9 | 3.5 | 20 | 35 | 35 | true | true | true | false | 1.26 | 0.68 | 0.05 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | 40 | DealerB | DealerAxed | 6 | 100 | -76 | 104 | HYCap>limit | Reduce | High-yield share above policy cap | 228 | Reviewed by risk; hedges staggered |
C08642 | CR5955 | 2025-03-01 | Stress | 156 | 595 | 7 | -1.8 | 2,482,735,350 | Energy:36.0;Financials:30.0;RealEstate:34.0 | US:69.0;EU:9.7;APAC:11.8;EMEA:3.6;LATAM:6.0 | BBB:21.2;B:20.0;A:13.2;CCC:8.8;BB:11.5;AA:25.4 | 0.82 | 42.3 | 211 | 505 | 15.7 | 3.5 | 20 | 45 | 35 | true | true | true | true | 0.45 | 1.08 | 0.38 | Financials:EW | Hedge | Options_Payer: +120bps notional | 2 | -24 | DealerA | Electronic | 3 | 88 | -176 | -269 | Region>limit | Reduce | Regional concentration above limit | 216 | Reviewed by risk; hedges staggered |
C08643 | CR9874 | 2025-05-20 | Calm | 102 | 415 | 3.6 | 2.7 | 2,408,178,378 | Financials:26.4;Materials:14.9;Energy:34.0;Comm:24.7 | US:66.0;EU:7.9;APAC:8.8;EMEA:10.9;LATAM:6.4 | AA:16.3;B:43.0;A:15.8;CCC:12.5;BBB:12.5 | 4.39 | 52.9 | 139 | 283 | 10.3 | 3 | 20 | 45 | 30 | true | true | true | false | 1.91 | 1.35 | 0.32 | null | Hedge | SingleName_CDS: +81bps notional | -13 | 27 | DealerC | DealerAxed | 10 | 94 | 391 | -116 | HYCap>limit | Rotate | High-yield share above policy cap | 104 | Tighten HY exposure bands |
C08644 | CR4992 | 2025-09-21 | Recovery | 141 | 559 | 6.2 | 0.7 | 96,817,973 | Healthcare:17.2;Tech:11.2;Energy:43.2;Materials:28.4 | US:62.9;EU:12.2;APAC:13.6;EMEA:7.2;LATAM:4.1 | AAA:20.6;BB:17.2;A:13.8;BBB:15.0;CCC:12.3;AA:21.0 | 5.54 | 26.1 | 277 | 227 | 15.8 | 4 | 20 | 55 | 25 | true | true | true | true | 1.82 | 0.02 | 0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -4 | DealerA | DealerAxed | 3 | 87 | 333 | 146 | HYCap>limit | Hedge | High-yield share above policy cap | 125 | Defer adds pending macro print |
C08645 | CR1660 | 2024-09-28 | Recovery | 154 | 464 | 6.3 | -0.3 | 311,933,827 | Energy:10.4;Comm:21.1;Healthcare:20.7;Industrials:14.5;Utilities:8.4;RealEstate:25.0 | US:56.2;EU:16.6;APAC:13.7;EMEA:8.2;LATAM:5.2 | BBB:9.7;AAA:14.9;B:19.3;BB:32.2;AA:17.6;CCC:6.5 | 6.89 | 46.8 | 150 | 408 | 6.2 | 4 | 30 | 55 | 20 | false | true | true | false | -0.33 | 0.53 | 0.13 | null | Hedge | CDX_HY: +163bps notional | -23 | 11 | DealerA | Electronic | 4 | 94 | 37 | -64 | VAR>budget | Rotate | Portfolio VAR above budget | 103 | Rotate into defensive sectors |
C08646 | CR0999 | 2024-05-05 | Recovery | 155 | 547 | 6 | 0.5 | 1,544,516,523 | Financials:16.5;Healthcare:27.9;RealEstate:38.8;Energy:16.7 | US:71.4;EU:8.4;APAC:12.2;EMEA:7.2;LATAM:1.0 | A:35.8;BBB:30.6;AAA:21.2;BB:12.4 | 3.7 | 23.4 | 136 | 473 | 7.1 | 2 | 35 | 55 | 20 | true | true | false | false | 0.89 | 0.21 | -0.12 | Consumer:EW | Hedge | Treasury_Futures: +57bps notional | 12 | -4 | ECN1 | RFQ | 4 | 99 | 262 | -71 | HYCap>limit | Reduce | High-yield share above policy cap | 111 | Defer adds pending macro print |
C08647 | CR8280 | 2025-12-10 | Tightening | 126 | 365 | 4.2 | 0.5 | 582,817,142 | Healthcare:24.3;Materials:36.4;Industrials:39.3 | US:60.6;EU:7.0;APAC:13.9;EMEA:9.8;LATAM:8.7 | BB:11.1;AAA:37.4;B:9.7;AA:30.7;CCC:11.1 | 2.56 | 41.9 | 261 | 418 | 5.8 | 4 | 30 | 55 | 30 | true | true | true | true | 2.35 | 0.88 | 0.39 | Healthcare:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | -20 | ECN2 | RFQ | 6 | 86 | 117 | -23 | Region>limit | Rotate | Regional concentration above limit | 105 | Escalate watchlist names |
C08648 | CR7347 | 2025-12-17 | Calm | 108 | 400 | 3.5 | 1.7 | 2,902,259,353 | Industrials:15.5;Energy:11.3;Utilities:24.2;Comm:27.7;RealEstate:7.8;Tech:13.4 | US:71.3;EU:6.2;APAC:11.5;EMEA:9.7;LATAM:1.2 | AA:20.6;B:17.0;BBB:11.6;CCC:37.9;AAA:12.9 | 4.17 | 20.2 | 190 | 375 | 16.9 | 2.5 | 25 | 55 | 30 | true | true | true | false | 0.08 | 1.22 | -0.22 | Tech:EW;Healthcare:EW | Hedge | SingleName_CDS: +109bps notional | -12 | 5 | DealerB | Electronic | 12 | 94 | 59 | 82 | Sector>limit | Rotate | Sector concentration above limit | 249 | Tighten HY exposure bands |
C08649 | CR0900 | 2025-09-15 | Tightening | 138 | 447 | 4 | 1.2 | 1,725,365,055 | Healthcare:33.8;RealEstate:29.5;Tech:11.2;Financials:25.5 | US:71.5;EU:5.0;APAC:12.7;EMEA:10.2;LATAM:0.6 | BB:21.4;AA:15.9;A:10.8;AAA:12.6;CCC:19.9;BBB:19.4 | 0.83 | 53.7 | 108 | 160 | 7.9 | 4 | 35 | 55 | 25 | false | true | true | false | 1.91 | -0.1 | 0.43 | Utilities:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | 30 | DealerC | Electronic | 10 | 86 | 343 | 139 | HYCap>limit | Reduce | High-yield share above policy cap | 118 | Tighten HY exposure bands |
C08650 | CR4696 | 2025-03-29 | Calm | 106 | 308 | 3.2 | 2.8 | 1,907,904,675 | Comm:39.9;Consumer:17.8;Tech:42.2 | US:57.7;EU:18.8;APAC:11.4;EMEA:6.2;LATAM:5.9 | AAA:24.4;B:17.6;BBB:23.2;AA:7.2;CCC:19.3;A:8.3 | 4.25 | 56.7 | 192 | 500 | 16.9 | 4 | 35 | 55 | 20 | true | true | true | false | 1.13 | 0.95 | 0.26 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | 4 | DealerA | Electronic | 0 | 93 | -156 | -36 | Region>limit | Rotate | Regional concentration above limit | 246 | Escalate watchlist names |
C08651 | CR4394 | 2025-11-11 | Calm | 69 | 306 | 3.8 | 2.6 | 2,591,403,033 | Energy:25.2;Materials:8.7;Financials:27.1;Healthcare:9.4;Industrials:29.6 | US:58.9;EU:16.9;APAC:11.3;EMEA:12.9;LATAM:0.0 | B:32.4;AA:27.2;BB:26.2;BBB:14.2 | 3.59 | 42.2 | 113 | 373 | 2.4 | 4 | 20 | 55 | 25 | true | true | true | false | 2.18 | -0.23 | 0.41 | RealEstate:EW | Hedge | CDX_HY: +96bps notional | -15 | 18 | DealerC | DealerAxed | 10 | 98 | -157 | -138 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Tighten HY exposure bands |
C08652 | CR9795 | 2025-08-02 | Recovery | 101 | 581 | 4.9 | 0.8 | 421,491,593 | Industrials:12.0;Materials:18.0;Consumer:10.1;Comm:26.2;Tech:18.8;Energy:14.9 | US:57.7;EU:17.9;APAC:10.5;EMEA:8.0;LATAM:6.0 | B:9.4;AA:26.2;CCC:7.7;BBB:25.6;AAA:31.1 | 1.95 | 58.5 | 105 | 482 | 8.2 | 4 | 35 | 45 | 25 | false | true | false | false | 1.38 | 1.8 | -0.18 | Energy:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 18 | ECN2 | All2All | 12 | 93 | -89 | 111 | HYCap>limit | Reduce | High-yield share above policy cap | 141 | Defer adds pending macro print |
C08653 | CR1322 | 2025-10-08 | Tightening | 105 | 386 | 4.5 | 1.7 | 1,073,506,857 | RealEstate:18.1;Materials:21.2;Industrials:35.7;Utilities:25.1 | US:62.6;EU:14.5;APAC:17.1;EMEA:5.3;LATAM:0.5 | BBB:16.3;B:17.6;AA:18.7;A:12.8;BB:14.2;CCC:20.4 | 5.16 | 25 | 100 | 312 | 14.8 | 3.5 | 25 | 35 | 25 | true | true | true | false | 0.66 | 0.92 | -0.18 | Energy:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 13 | ECN2 | All2All | 12 | 100 | 134 | -27 | Sector>limit | Hedge | Sector concentration above limit | 204 | Escalate watchlist names |
C08654 | CR8053 | 2024-12-19 | Calm | 120 | 341 | 3.4 | 2.9 | 1,765,309,048 | Financials:15.1;Materials:27.5;Consumer:33.1;Tech:24.4 | US:62.6;EU:17.6;APAC:11.8;EMEA:4.5;LATAM:3.5 | AAA:26.4;AA:14.8;B:5.9;A:41.6;BBB:11.4 | 4.18 | 59.6 | 263 | 369 | 14.9 | 3.5 | 35 | 35 | 35 | false | true | false | true | 1.2 | 1.65 | 0.07 | Comm:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | -1 | DealerC | Electronic | 8 | 90 | 174 | -95 | HYCap>limit | Rotate | High-yield share above policy cap | 122 | Rotate into defensive sectors |
C08655 | CR7463 | 2024-04-25 | Tightening | 97 | 494 | 3.8 | 0.6 | 366,573,031 | Comm:24.5;Utilities:26.5;Industrials:49.0 | US:72.9;EU:7.5;APAC:10.9;EMEA:8.2;LATAM:0.4 | B:10.7;CCC:12.0;BB:12.5;AAA:21.0;BBB:27.8;A:16.0 | 3.8 | 33.7 | 188 | 286 | 14.1 | 3 | 20 | 55 | 30 | true | true | true | false | 0.24 | 0.6 | -0.24 | Comm:EW;Energy:EW | Hedge | Treasury_Futures: +107bps notional | -28 | 1 | DealerA | Electronic | 8 | 89 | 152 | -381 | HYCap>limit | Hedge | High-yield share above policy cap | 102 | Defer adds pending macro print |
C08656 | CR7874 | 2025-09-21 | Calm | 99 | 303 | 4 | 2.6 | 1,095,043,411 | RealEstate:21.2;Healthcare:33.5;Materials:26.4;Utilities:18.9 | US:57.5;EU:17.7;APAC:12.3;EMEA:5.2;LATAM:7.4 | AA:47.9;BBB:25.9;AAA:21.9;BB:4.2 | 5.48 | 51.9 | 198 | 355 | 2.1 | 3.5 | 35 | 45 | 30 | false | true | false | false | 1.34 | 0.44 | -0.11 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | -9 | DealerA | All2All | 1 | 95 | 352 | -5 | Sector>limit | Reduce | Sector concentration above limit | 144 | Rotate into defensive sectors |
C08657 | CR6111 | 2025-07-01 | Stress | 172 | 787 | 7.3 | 0.1 | 537,436,092 | Energy:20.7;Comm:13.9;Utilities:38.2;Industrials:13.9;Financials:13.3 | US:59.9;EU:14.8;APAC:16.2;EMEA:5.3;LATAM:3.8 | BB:13.1;BBB:23.5;AAA:24.5;AA:15.6;A:23.3 | 6.68 | 30.2 | 218 | 480 | 20 | 3.5 | 25 | 55 | 35 | true | true | false | true | 1.97 | 1.48 | -0.09 | Comm:EW | Hedge | iTraxx_XOVER: +67bps notional | -10 | -23 | DealerC | All2All | 2 | 94 | 355 | -232 | VAR>budget | Hedge | Portfolio VAR above budget | 115 | Escalate watchlist names |
C08658 | CR7699 | 2024-09-04 | Stress | 252 | 600 | 7.1 | -0.5 | 1,861,334,769 | Energy:27.0;Industrials:23.6;RealEstate:5.7;Utilities:21.2;Financials:13.2;Materials:9.3 | US:67.1;EU:4.9;APAC:14.5;EMEA:9.6;LATAM:3.9 | BBB:21.7;CCC:17.8;AA:41.1;BB:19.3 | 6.91 | 57.6 | 279 | 577 | 16.2 | 4 | 25 | 55 | 35 | true | true | true | true | 0.59 | 0.76 | 0.58 | Comm:EW | Hedge | iTraxx_MAIN: +175bps notional | -42 | 7 | ECN1 | DealerAxed | 11 | 97 | -43 | -234 | Region>limit | Hedge | Regional concentration above limit | 169 | Tighten HY exposure bands |
C08659 | CR0647 | 2024-01-24 | Recovery | 179 | 586 | 5.5 | -0.2 | 2,477,810,357 | Financials:17.1;Healthcare:25.7;Comm:23.0;Consumer:34.2 | US:65.5;EU:14.6;APAC:10.8;EMEA:3.1;LATAM:6.1 | AA:26.2;CCC:10.1;A:9.0;B:26.5;BB:7.7;AAA:20.6 | 6.02 | 34.7 | 189 | 260 | 17.9 | 2 | 20 | 55 | 20 | true | true | true | false | 0.33 | 0.82 | 0.02 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -23 | 4 | DealerB | Electronic | 11 | 89 | 318 | -106 | Sector>limit | Hedge | Sector concentration above limit | 202 | Reviewed by risk; hedges staggered |
C08660 | CR7175 | 2025-06-17 | Recovery | 106 | 568 | 5.7 | 0.7 | 1,439,354,543 | Consumer:38.2;Comm:26.1;Healthcare:35.8 | US:63.1;EU:9.2;APAC:13.5;EMEA:10.1;LATAM:4.0 | B:8.0;A:8.3;BBB:17.4;AAA:18.5;CCC:27.4;AA:20.5 | 4.56 | 21.5 | 169 | 178 | 9.7 | 4 | 30 | 45 | 20 | true | true | true | false | 1.35 | -0.05 | -0.08 | Financials:EW;Utilities:EW | Hedge | iTraxx_MAIN: +129bps notional | -53 | 34 | DealerA | All2All | 10 | 92 | 204 | -303 | Sector>limit | Reduce | Sector concentration above limit | 119 | Rotate into defensive sectors |
C08661 | CR4570 | 2025-11-17 | Recovery | 155 | 480 | 5.9 | 1.6 | 1,092,053,369 | Financials:19.9;Materials:41.6;Tech:38.5 | US:68.0;EU:10.7;APAC:6.1;EMEA:9.8;LATAM:5.4 | AA:11.0;CCC:14.6;B:29.8;BBB:11.7;AAA:9.7;A:23.2 | 5.24 | 44.4 | 217 | 404 | 15.2 | 2.5 | 25 | 35 | 35 | true | true | true | true | 1.62 | 0.32 | -0.39 | Energy:EW;Financials:EW | Hedge | CDX_HY: +126bps notional | -21 | 9 | DealerB | RFQ | 5 | 87 | 270 | -127 | HYCap>limit | Rotate | High-yield share above policy cap | 213 | Rotate into defensive sectors |
C08662 | CR0327 | 2024-12-09 | Tightening | 110 | 370 | 3.9 | 1.5 | 2,006,915,167 | Industrials:18.5;RealEstate:31.0;Tech:8.0;Utilities:30.3;Energy:12.3 | US:60.8;EU:12.6;APAC:10.3;EMEA:9.7;LATAM:6.6 | AAA:24.3;AA:23.4;BBB:17.7;A:26.8;CCC:7.8 | 3.35 | 60 | 160 | 148 | 14.3 | 4 | 20 | 55 | 25 | true | true | false | false | 1.39 | 0.74 | 0.53 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 23 | ECN1 | DealerAxed | 2 | 90 | -114 | -324 | Sector>limit | Rotate | Sector concentration above limit | 210 | Rotate into defensive sectors |
C08663 | CR8852 | 2025-06-16 | Recovery | 118 | 429 | 4.9 | 1 | 1,017,283,381 | Energy:19.3;RealEstate:50.5;Healthcare:30.2 | US:63.7;EU:7.9;APAC:16.7;EMEA:10.5;LATAM:1.2 | A:9.9;CCC:30.2;BBB:32.8;AAA:27.1 | 5.74 | 49.7 | 167 | 380 | 15.8 | 4 | 25 | 55 | 25 | true | true | true | false | 2.37 | 0.93 | 0.48 | RealEstate:EW | Hedge | Options_Payer: +200bps notional | -14 | -23 | DealerA | DealerAxed | 5 | 86 | -104 | -230 | Sector>limit | Reduce | Sector concentration above limit | 140 | Defer adds pending macro print |
C08664 | CR9759 | 2024-04-22 | Calm | 109 | 320 | 3.9 | 2.2 | 2,155,653,033 | Financials:32.7;Comm:15.6;RealEstate:11.4;Energy:20.2;Healthcare:20.0 | US:78.4;EU:6.2;APAC:6.3;EMEA:8.4;LATAM:0.7 | BBB:12.2;B:15.7;AAA:8.4;AA:19.6;CCC:21.1;A:23.0 | 5.34 | 41.5 | 274 | 289 | 4.5 | 2 | 35 | 35 | 20 | false | true | true | true | -0.29 | 1.36 | 0.08 | RealEstate:EW | Hedge | iTraxx_MAIN: +162bps notional | 6 | 11 | DealerB | RFQ | 7 | 93 | 243 | 47 | Region>limit | PauseAdds | Regional concentration above limit | 94 | Defer adds pending macro print |
C08665 | CR1008 | 2024-04-11 | Recovery | 127 | 530 | 6.5 | 0.8 | 290,155,159 | Utilities:35.2;Tech:30.6;Healthcare:34.2 | US:60.8;EU:15.6;APAC:6.8;EMEA:10.0;LATAM:6.9 | BB:25.4;BBB:18.5;B:25.6;CCC:16.0;AA:14.5 | 6.73 | 37.6 | 99 | 507 | 9.3 | 2.5 | 25 | 45 | 30 | true | true | true | false | -0.27 | 1.33 | 0.48 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 37 | DealerA | All2All | 12 | 86 | 115 | 93 | Region>limit | Reduce | Regional concentration above limit | 229 | Rotate into defensive sectors |
C08666 | CR5012 | 2025-02-20 | Tightening | 160 | 471 | 4 | 0.6 | 465,054,936 | Industrials:38.5;Comm:25.6;Energy:36.0 | US:61.1;EU:12.6;APAC:13.4;EMEA:7.6;LATAM:5.3 | AAA:32.0;BBB:20.7;A:15.8;AA:31.5 | 3.27 | 46 | 268 | 450 | 10.6 | 4 | 20 | 35 | 30 | true | true | false | true | -0.16 | 0.36 | 0.55 | Financials:EW | Hedge | iTraxx_XOVER: +124bps notional | -24 | 33 | ECN2 | RFQ | 2 | 97 | 233 | -387 | HYCap>limit | Hedge | High-yield share above policy cap | 114 | Rotate into defensive sectors |
C08667 | CR5315 | 2024-07-04 | Tightening | 115 | 469 | 4.8 | 1.5 | 1,183,514,639 | Materials:38.9;Tech:23.0;Utilities:38.1 | US:63.8;EU:14.0;APAC:10.2;EMEA:8.7;LATAM:3.3 | B:10.1;AAA:49.0;CCC:11.3;BBB:29.6 | 4.7 | 37.4 | 208 | 454 | 3.6 | 2.5 | 20 | 35 | 30 | true | true | false | true | 1.19 | 0.94 | -0.04 | Industrials:EW | Hedge | Options_Payer: +120bps notional | -39 | 15 | DealerA | DealerAxed | 6 | 92 | 207 | 57 | HYCap>limit | Reduce | High-yield share above policy cap | 164 | Reviewed by risk; hedges staggered |
C08668 | CR8955 | 2025-12-24 | Stress | 181 | 601 | 6.4 | 0.4 | 2,863,076,080 | Healthcare:9.1;Materials:15.2;Energy:19.9;Tech:11.1;Industrials:13.7;Utilities:31.1 | US:66.7;EU:12.2;APAC:10.3;EMEA:9.2;LATAM:1.6 | A:37.8;AAA:13.5;BBB:33.6;CCC:15.0 | 2.38 | 30.5 | 214 | 569 | 20.6 | 2.5 | 25 | 35 | 25 | true | true | false | true | -0.19 | 1.67 | -0.19 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | -22 | DealerB | DealerAxed | 9 | 85 | 247 | -399 | HYCap>limit | Hedge | High-yield share above policy cap | 104 | Reviewed by risk; hedges staggered |
C08669 | CR9983 | 2025-03-16 | Stress | 146 | 787 | 5 | 0.3 | 201,528,655 | Energy:14.6;Consumer:45.0;Industrials:40.4 | US:57.8;EU:18.3;APAC:13.8;EMEA:6.3;LATAM:3.9 | AA:36.5;BBB:15.7;A:33.0;B:8.9;CCC:5.9 | 5.28 | 64.8 | 250 | 648 | 15.3 | 4 | 35 | 55 | 25 | true | true | false | true | 1.48 | 0.37 | 0.22 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | -15 | DealerC | Electronic | 2 | 91 | 259 | -386 | VAR>budget | Hedge | Portfolio VAR above budget | 181 | Rotate into defensive sectors |
C08670 | CR9773 | 2024-03-28 | Calm | 89 | 287 | 4.5 | 1.6 | 665,053,159 | Materials:17.7;Tech:34.6;Financials:18.3;Consumer:8.7;Comm:20.7 | US:65.4;EU:14.1;APAC:8.0;EMEA:7.1;LATAM:5.4 | BBB:21.1;AAA:14.3;A:22.0;CCC:10.9;BB:31.7 | 4.18 | 29.8 | 117 | 457 | 10 | 4 | 30 | 35 | 25 | true | true | true | false | 0.93 | 1.62 | -0.03 | null | Hedge | CDX_IG: +69bps notional | -24 | 0 | DealerC | All2All | 7 | 100 | 391 | -44 | Sector>limit | Hedge | Sector concentration above limit | 225 | Tighten HY exposure bands |
C08671 | CR1577 | 2025-02-08 | Calm | 103 | 380 | 3.6 | 2.6 | 1,259,299,599 | Materials:26.2;RealEstate:34.1;Financials:39.7 | US:66.4;EU:16.1;APAC:8.6;EMEA:4.1;LATAM:4.8 | B:11.1;BB:5.3;AA:14.2;CCC:3.3;AAA:28.4;A:37.6 | 1.49 | 49.3 | 196 | 289 | 6.1 | 2 | 20 | 45 | 25 | true | true | false | false | 2.45 | 0.87 | 0.36 | Comm:EW | Hedge | CDX_HY: +82bps notional | 8 | 0 | DealerB | All2All | 1 | 97 | -140 | -379 | Sector>limit | Hedge | Sector concentration above limit | 233 | Escalate watchlist names |
C08672 | CR1374 | 2025-08-29 | Tightening | 101 | 383 | 4.8 | 0.6 | 1,688,342,430 | Energy:8.8;Consumer:29.4;Financials:22.3;Industrials:9.2;Materials:30.4 | US:61.0;EU:19.2;APAC:13.0;EMEA:5.2;LATAM:1.6 | AA:14.6;B:12.4;AAA:18.2;CCC:17.5;A:25.5;BB:11.7 | 5.18 | 57.4 | 165 | 450 | 11.9 | 2 | 30 | 55 | 30 | true | true | true | false | 1.38 | 0.59 | 0.01 | RealEstate:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 0 | -1 | DealerA | Electronic | 1 | 89 | 320 | -237 | Region>limit | Reduce | Regional concentration above limit | 215 | Reviewed by risk; hedges staggered |
C08673 | CR4123 | 2024-09-20 | Calm | 68 | 365 | 4.2 | 2.5 | 504,373,052 | Consumer:5.2;Tech:21.3;Healthcare:16.0;Utilities:22.6;Comm:10.1;Industrials:24.8 | US:67.5;EU:8.8;APAC:14.6;EMEA:3.3;LATAM:5.8 | BB:23.5;BBB:28.1;AA:17.6;CCC:30.8 | 3.74 | 46.8 | 219 | 155 | 10.3 | 2.5 | 35 | 35 | 20 | false | true | true | true | 1.14 | 1.77 | -0.27 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 26 | DealerA | DealerAxed | 7 | 95 | -35 | -134 | VAR>budget | Reduce | Portfolio VAR above budget | 190 | Reviewed by risk; hedges staggered |
C08674 | CR3401 | 2025-11-05 | Recovery | 126 | 483 | 5 | 0.5 | 2,996,044,839 | Utilities:48.2;Healthcare:32.7;Consumer:19.1 | US:67.3;EU:8.2;APAC:12.5;EMEA:7.8;LATAM:4.1 | B:41.1;A:35.4;AA:13.2;BBB:10.3 | 5.62 | 38.9 | 153 | 261 | 16.9 | 3.5 | 20 | 45 | 25 | true | true | true | false | 1.93 | 1.65 | -0.34 | Energy:EW | Hedge | iTraxx_XOVER: +197bps notional | -21 | -2 | DealerC | Electronic | 1 | 88 | 184 | -332 | Sector>limit | Reduce | Sector concentration above limit | 253 | Escalate watchlist names |
C08675 | CR8056 | 2024-04-14 | Calm | 78 | 376 | 3.8 | 2.6 | 2,746,555,208 | Comm:19.3;Healthcare:25.1;Energy:22.3;Consumer:15.3;Tech:18.0 | US:59.6;EU:13.5;APAC:11.8;EMEA:9.1;LATAM:6.0 | CCC:15.8;AA:8.9;BBB:18.0;A:19.2;BB:16.5;AAA:21.5 | 5.64 | 45.9 | 82 | 201 | 13.5 | 3.5 | 25 | 45 | 20 | true | true | true | false | 2.19 | -0.07 | 0.21 | Tech:EW | Hedge | Treasury_Futures: +51bps notional | 1 | -17 | ECN2 | Electronic | 7 | 93 | -142 | -390 | HYCap>limit | Rotate | High-yield share above policy cap | 114 | Reviewed by risk; hedges staggered |
C08676 | CR8686 | 2024-11-26 | Stress | 230 | 793 | 7.2 | -1.3 | 2,425,182,131 | Industrials:32.3;Healthcare:31.9;Utilities:15.2;RealEstate:20.6 | US:64.6;EU:15.0;APAC:12.8;EMEA:3.5;LATAM:4.1 | AAA:24.4;AA:14.1;CCC:7.4;BBB:36.4;BB:17.7 | 4.99 | 51.9 | 236 | 278 | 17.6 | 2.5 | 35 | 35 | 30 | false | true | false | true | -0.08 | -0.19 | -0.26 | Energy:EW | Hedge | Treasury_Futures: +138bps notional | -20 | 0 | ECN2 | Electronic | 7 | 90 | 339 | -217 | Region>limit | Reduce | Regional concentration above limit | 91 | Reviewed by risk; hedges staggered |
C08677 | CR1342 | 2024-12-10 | Stress | 180 | 777 | 5 | -0.1 | 591,073,377 | RealEstate:38.8;Utilities:20.8;Tech:40.4 | US:62.0;EU:10.7;APAC:14.0;EMEA:6.1;LATAM:7.2 | A:29.2;CCC:26.5;B:28.4;AAA:15.9 | 3.2 | 56.3 | 337 | 371 | 8.5 | 2.5 | 25 | 55 | 20 | true | true | true | true | 0.14 | 1.21 | -0.17 | Industrials:EW;Energy:EW;Consumer:EW | Hedge | CDX_HY: +93bps notional | -30 | 21 | DealerC | Electronic | 1 | 87 | 286 | 164 | VAR>budget | Reduce | Portfolio VAR above budget | 250 | Rotate into defensive sectors |
C08678 | CR7046 | 2025-04-01 | Recovery | 104 | 441 | 6.3 | 1.1 | 2,343,147,187 | Materials:25.5;Comm:9.2;Energy:22.5;Financials:14.1;Utilities:15.5;Consumer:13.3 | US:63.6;EU:16.7;APAC:8.4;EMEA:4.1;LATAM:7.2 | B:27.0;AA:18.7;BBB:13.4;A:22.2;BB:18.7 | 6.79 | 25.1 | 215 | 272 | 3.6 | 3 | 20 | 45 | 25 | true | true | true | true | 0.85 | 1.02 | 0.54 | Energy:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -52 | -6 | DealerC | DealerAxed | 4 | 96 | -67 | 23 | VAR>budget | Reduce | Portfolio VAR above budget | 175 | Tighten HY exposure bands |
C08679 | CR5866 | 2025-04-23 | Stress | 236 | 571 | 8.4 | -0.9 | 912,406,573 | Comm:9.0;Energy:23.4;Financials:12.2;RealEstate:19.6;Healthcare:15.6;Tech:20.3 | US:61.5;EU:6.3;APAC:15.3;EMEA:10.2;LATAM:6.8 | AA:17.9;A:24.9;BBB:28.3;BB:11.5;B:11.6;CCC:5.8 | 6.4 | 49.6 | 249 | 575 | 10.9 | 3 | 35 | 35 | 20 | false | true | true | true | 2.02 | 0.59 | 0.1 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 24 | DealerC | RFQ | 1 | 86 | 69 | -309 | HYCap>limit | Hedge | High-yield share above policy cap | 260 | Tighten HY exposure bands |
C08680 | CR6678 | 2024-11-15 | Tightening | 151 | 499 | 4.5 | 1.4 | 2,108,196,202 | Industrials:14.5;Financials:5.0;Comm:19.0;Energy:20.0;Materials:19.1;RealEstate:22.4 | US:64.4;EU:13.9;APAC:10.8;EMEA:4.8;LATAM:6.1 | AAA:32.0;BB:24.8;CCC:28.5;B:14.7 | 5.97 | 56.1 | 147 | 204 | 10.4 | 2 | 30 | 35 | 35 | false | true | true | false | 0.77 | 1.27 | 0.03 | Energy:EW;Materials:EW | Hedge | iTraxx_XOVER: +172bps notional | -35 | -20 | ECN2 | Electronic | 6 | 89 | 306 | -1 | HYCap>limit | Hedge | High-yield share above policy cap | 138 | Tighten HY exposure bands |
C08681 | CR4805 | 2025-05-30 | Recovery | 163 | 534 | 4.8 | 0.8 | 2,357,211,656 | Energy:11.6;Industrials:29.1;Healthcare:8.3;Financials:11.2;Comm:26.8;Materials:12.9 | US:64.3;EU:21.6;APAC:6.5;EMEA:5.8;LATAM:1.8 | B:37.4;AA:7.6;BBB:15.1;CCC:17.8;AAA:22.1 | 5.44 | 20.2 | 167 | 265 | 14.6 | 4 | 20 | 45 | 30 | true | true | true | false | 0.68 | 0.76 | 0.17 | Energy:EW | Hedge | SingleName_CDS: +149bps notional | -7 | 24 | DealerA | RFQ | 11 | 91 | 322 | -141 | Region>limit | Rotate | Regional concentration above limit | 109 | Rotate into defensive sectors |
C08682 | CR7705 | 2025-03-04 | Recovery | 141 | 496 | 5.7 | -0.3 | 1,060,294,929 | Comm:38.3;Consumer:38.5;Industrials:23.2 | US:76.3;EU:6.9;APAC:7.4;EMEA:6.2;LATAM:3.1 | A:29.4;AAA:26.9;BB:13.7;BBB:30.0 | 6.79 | 36.9 | 207 | 242 | 12.3 | 2 | 35 | 55 | 25 | true | true | false | true | -0.36 | 1.18 | -0.04 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | -12 | DealerB | Electronic | 1 | 94 | 100 | 189 | Region>limit | Hedge | Regional concentration above limit | 191 | Reviewed by risk; hedges staggered |
C08683 | CR8556 | 2025-12-04 | Calm | 79 | 282 | 3.3 | 2 | 2,895,304,559 | Financials:36.0;Healthcare:10.2;Tech:21.3;Energy:14.7;Consumer:17.7 | US:68.2;EU:12.5;APAC:8.4;EMEA:8.2;LATAM:2.7 | AA:21.4;BB:9.6;AAA:13.9;BBB:24.2;A:17.2;B:13.7 | 1.54 | 50.7 | 148 | 177 | 12.7 | 2 | 25 | 55 | 25 | true | true | false | false | 1.35 | 1.35 | -0.05 | null | Hedge | iTraxx_XOVER: +109bps notional | -20 | -1 | DealerA | All2All | 7 | 87 | 246 | -118 | Region>limit | Hedge | Regional concentration above limit | 230 | Rotate into defensive sectors |
C08684 | CR0090 | 2025-03-13 | Tightening | 125 | 357 | 5 | 0.8 | 1,474,455,265 | Materials:7.8;Utilities:14.9;Comm:21.0;Energy:21.8;Tech:18.4;Financials:16.2 | US:67.9;EU:7.2;APAC:12.3;EMEA:10.7;LATAM:1.8 | BBB:40.9;BB:11.4;CCC:12.1;B:8.2;AA:27.4 | 6 | 31.1 | 159 | 190 | 13.1 | 2.5 | 30 | 35 | 35 | false | true | false | false | 2.14 | 1.28 | 0.12 | null | Hedge | Options_Payer: +97bps notional | 19 | 32 | DealerC | RFQ | 10 | 98 | 215 | 88 | Region>limit | Rotate | Regional concentration above limit | 155 | Defer adds pending macro print |
C08685 | CR2066 | 2025-09-04 | Tightening | 160 | 386 | 4.5 | 0.8 | 194,172,829 | Consumer:32.5;Comm:20.7;Healthcare:10.8;Industrials:36.0 | US:60.1;EU:19.8;APAC:6.4;EMEA:9.7;LATAM:4.0 | BB:6.3;AAA:50.7;BBB:25.1;CCC:18.0 | 7.27 | 55.8 | 100 | 303 | 17.8 | 3.5 | 30 | 55 | 25 | true | true | false | false | 0.78 | 0.65 | 0.17 | null | Hedge | Options_Payer: +61bps notional | 19 | 3 | DealerA | RFQ | 4 | 91 | -141 | -143 | Sector>limit | Hedge | Sector concentration above limit | 157 | Defer adds pending macro print |
C08686 | CR4791 | 2025-09-15 | Tightening | 160 | 497 | 4.3 | 1.5 | 202,115,019 | Healthcare:17.6;Comm:23.7;RealEstate:20.7;Consumer:5.8;Industrials:9.5;Tech:22.7 | US:65.9;EU:13.1;APAC:5.0;EMEA:9.8;LATAM:6.2 | AA:23.7;AAA:23.1;B:9.4;BBB:20.5;A:23.2 | 6.98 | 47.5 | 193 | 174 | 9.4 | 2 | 35 | 55 | 20 | false | true | false | false | 0.31 | -0.07 | 0.21 | Healthcare:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | -25 | DealerA | RFQ | 1 | 97 | -98 | -88 | VAR>budget | Reduce | Portfolio VAR above budget | 181 | Tighten HY exposure bands |
C08687 | CR8742 | 2025-09-05 | Recovery | 140 | 559 | 4.8 | 1.5 | 1,627,321,050 | Industrials:11.4;Materials:13.9;Financials:16.9;Utilities:15.5;Tech:19.5;Energy:22.8 | US:64.3;EU:13.1;APAC:9.6;EMEA:7.1;LATAM:6.0 | B:5.1;BBB:23.1;A:26.2;CCC:12.4;AAA:21.5;BB:11.8 | 0.8 | 36.6 | 190 | 357 | 12 | 2 | 35 | 35 | 20 | false | true | true | false | 0.21 | 1.35 | 0.44 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | -1 | ECN1 | RFQ | 4 | 88 | 349 | -357 | Region>limit | Reduce | Regional concentration above limit | 203 | Tighten HY exposure bands |
C08688 | CR7076 | 2025-08-16 | Calm | 117 | 326 | 3.6 | 1.7 | 2,612,731,233 | Healthcare:7.7;Comm:25.1;Energy:26.6;Industrials:8.2;Financials:32.4 | US:61.4;EU:19.7;APAC:9.7;EMEA:3.6;LATAM:5.6 | B:40.6;BBB:26.1;A:8.9;AA:24.5 | 3.95 | 53.4 | 214 | 498 | 13.8 | 3 | 35 | 45 | 20 | false | true | true | true | 0.7 | 1.38 | 0.42 | Healthcare:EW | Hedge | Treasury_Futures: +113bps notional | -30 | 10 | ECN1 | Electronic | 2 | 95 | 114 | -278 | HYCap>limit | Reduce | High-yield share above policy cap | 126 | Defer adds pending macro print |
C08689 | CR7822 | 2024-03-02 | Stress | 249 | 812 | 7.4 | -1.7 | 1,000,004,078 | Utilities:30.4;Energy:7.6;Consumer:20.1;Healthcare:28.0;Materials:13.9 | US:69.4;EU:12.1;APAC:8.2;EMEA:6.9;LATAM:3.4 | BB:19.4;CCC:18.7;A:28.7;AAA:8.1;BBB:25.1 | 2.81 | 52.8 | 208 | 649 | 17.6 | 4 | 30 | 45 | 25 | true | true | true | true | 0.66 | 1.32 | -0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 6 | ECN2 | All2All | 0 | 90 | 252 | -250 | HYCap>limit | Hedge | High-yield share above policy cap | 253 | Escalate watchlist names |
C08690 | CR8463 | 2024-07-07 | Stress | 249 | 832 | 8.2 | -1.5 | 2,084,145,204 | Comm:17.2;Industrials:11.1;RealEstate:32.8;Utilities:23.5;Healthcare:15.5 | US:68.2;EU:15.1;APAC:4.9;EMEA:7.0;LATAM:4.8 | B:16.1;CCC:29.8;BBB:19.3;A:18.5;AAA:16.4 | 4.92 | 48.8 | 181 | 326 | 20.8 | 3 | 20 | 35 | 25 | true | true | true | false | 1.98 | 1.2 | 0.54 | Consumer:EW;Industrials:EW | Hedge | CDX_HY: +126bps notional | 8 | 25 | DealerB | Electronic | 0 | 85 | 54 | -328 | Sector>limit | Hedge | Sector concentration above limit | 98 | Defer adds pending macro print |
C08691 | CR7158 | 2025-07-11 | Recovery | 137 | 431 | 5.3 | 0.4 | 904,154,759 | Tech:49.0;Industrials:22.6;Utilities:28.4 | US:70.8;EU:12.1;APAC:8.7;EMEA:7.6;LATAM:0.8 | B:13.8;A:12.1;BB:14.4;AA:18.3;BBB:31.7;CCC:9.8 | 2.47 | 36.1 | 146 | 479 | 13.4 | 3 | 35 | 35 | 35 | true | true | true | false | 1.5 | 1.76 | 0.23 | null | Hedge | CDX_HY: +133bps notional | -29 | 34 | DealerA | All2All | 7 | 92 | 393 | -242 | HYCap>limit | Reduce | High-yield share above policy cap | 143 | Defer adds pending macro print |
C08692 | CR0301 | 2024-02-02 | Stress | 212 | 600 | 5.1 | -1.5 | 927,873,846 | Utilities:35.1;Comm:25.4;Financials:39.5 | US:62.2;EU:13.3;APAC:10.0;EMEA:9.9;LATAM:4.5 | AA:8.9;B:38.9;BBB:16.2;CCC:12.5;A:23.6 | 0.98 | 23 | 225 | 429 | 6.3 | 2 | 35 | 45 | 20 | true | true | true | true | 0.74 | 0.23 | -0.28 | Consumer:EW;Utilities:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 43 | DealerC | Electronic | 6 | 98 | 443 | -386 | Sector>limit | Reduce | Sector concentration above limit | 250 | Defer adds pending macro print |
C08693 | CR2384 | 2025-03-10 | Recovery | 150 | 448 | 5.8 | 0.2 | 980,106,324 | Financials:16.0;Tech:7.2;Industrials:12.3;Consumer:25.8;Utilities:13.5;Comm:25.2 | US:63.2;EU:12.3;APAC:12.5;EMEA:5.1;LATAM:6.9 | AA:12.2;BB:16.8;CCC:40.5;A:13.9;AAA:16.5 | 0.92 | 23.2 | 164 | 445 | 8.9 | 3 | 35 | 35 | 35 | false | true | true | false | -0.48 | 0.01 | 0.2 | Tech:EW;Healthcare:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -41 | -18 | ECN1 | DealerAxed | 0 | 96 | 236 | 125 | HYCap>limit | Hedge | High-yield share above policy cap | 100 | Defer adds pending macro print |
C08694 | CR5425 | 2025-12-24 | Calm | 101 | 420 | 3.9 | 1.8 | 1,902,420,363 | Tech:28.2;RealEstate:26.7;Energy:31.2;Materials:13.9 | US:64.6;EU:12.0;APAC:11.0;EMEA:6.9;LATAM:5.4 | A:12.6;CCC:31.6;B:7.0;BBB:15.7;BB:14.9;AAA:18.3 | 1.15 | 21 | 237 | 330 | 10.3 | 3 | 25 | 35 | 30 | true | true | true | true | 2.1 | 1.37 | 0.57 | Consumer:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | -7 | ECN2 | All2All | 3 | 86 | 353 | -283 | HYCap>limit | Reduce | High-yield share above policy cap | 138 | Rotate into defensive sectors |
C08695 | CR6657 | 2024-02-25 | Stress | 172 | 616 | 7.9 | -1.3 | 284,734,375 | RealEstate:19.1;Energy:15.9;Comm:22.8;Financials:13.6;Materials:28.7 | US:66.3;EU:14.4;APAC:8.2;EMEA:6.3;LATAM:4.7 | AA:14.6;BBB:38.1;CCC:15.5;AAA:31.8 | 4.18 | 46.6 | 269 | 605 | 18 | 4 | 30 | 45 | 20 | false | true | false | true | -0.36 | 1.33 | -0.01 | null | Hedge | CDX_HY: +161bps notional | -34 | 18 | DealerC | DealerAxed | 5 | 94 | 271 | 131 | HYCap>limit | Rotate | High-yield share above policy cap | 198 | Escalate watchlist names |
C08696 | CR2794 | 2024-08-24 | Stress | 179 | 747 | 5.6 | -0.8 | 2,610,546,459 | Tech:38.5;Utilities:37.4;Industrials:24.1 | US:67.2;EU:6.1;APAC:10.1;EMEA:10.3;LATAM:6.3 | B:7.2;AAA:20.3;CCC:10.2;AA:22.4;BBB:35.5;BB:4.4 | 4.64 | 42.2 | 192 | 625 | 16.8 | 3.5 | 35 | 55 | 30 | true | true | false | false | -0.26 | 1.29 | 0.13 | null | Hedge | iTraxx_XOVER: +63bps notional | -32 | -7 | DealerA | All2All | 4 | 99 | -113 | -175 | VAR>budget | Reduce | Portfolio VAR above budget | 194 | Rotate into defensive sectors |
C08697 | CR5932 | 2025-07-21 | Tightening | 130 | 465 | 4.4 | 1.3 | 2,587,869,160 | Consumer:11.2;RealEstate:21.6;Tech:13.8;Utilities:21.4;Materials:25.7;Industrials:6.3 | US:72.7;EU:7.4;APAC:10.3;EMEA:8.1;LATAM:1.6 | AAA:26.9;CCC:30.4;BBB:21.7;B:21.1 | 7.08 | 51.6 | 218 | 449 | 14.1 | 3.5 | 20 | 55 | 35 | true | true | true | true | 1.83 | 0.41 | 0.36 | Industrials:EW | Hedge | CDX_HY: +175bps notional | -49 | -15 | ECN2 | All2All | 8 | 86 | 9 | -47 | VAR>budget | Hedge | Portfolio VAR above budget | 115 | Tighten HY exposure bands |
C08698 | CR8231 | 2025-01-29 | Stress | 231 | 574 | 8.1 | -0.3 | 2,307,800,740 | Financials:21.2;Tech:18.9;Materials:27.9;Utilities:32.1 | US:51.1;EU:14.7;APAC:14.3;EMEA:11.9;LATAM:8.0 | CCC:25.8;BB:26.2;BBB:13.2;A:18.9;AA:15.9 | 3.41 | 30.1 | 163 | 440 | 10.1 | 2.5 | 20 | 45 | 25 | true | true | true | false | 0.53 | 0.68 | 0.28 | Materials:EW | Hedge | Treasury_Futures: +187bps notional | -36 | 6 | ECN2 | RFQ | 0 | 93 | -147 | -393 | Sector>limit | Reduce | Sector concentration above limit | 126 | Escalate watchlist names |
C08699 | CR1649 | 2024-03-13 | Recovery | 155 | 446 | 4.8 | 2 | 1,347,739,450 | Healthcare:14.9;Energy:23.2;Tech:14.9;Materials:22.2;RealEstate:9.7;Industrials:15.1 | US:60.9;EU:19.9;APAC:7.7;EMEA:9.3;LATAM:2.2 | CCC:12.9;B:18.5;AAA:20.0;A:26.4;AA:22.2 | 0.73 | 58.7 | 248 | 478 | 10.2 | 4 | 25 | 55 | 30 | false | true | true | true | 1.81 | 1.54 | 0.15 | RealEstate:EW | Hedge | iTraxx_MAIN: +93bps notional | -45 | -15 | DealerB | Electronic | 4 | 89 | 98 | -38 | VAR>budget | Hedge | Portfolio VAR above budget | 199 | Reviewed by risk; hedges staggered |
C08700 | CR1463 | 2025-07-21 | Stress | 163 | 641 | 7.2 | -1.1 | 2,306,956,687 | Consumer:22.2;Tech:22.1;Materials:13.2;Financials:29.0;Comm:13.5 | US:69.4;EU:12.2;APAC:7.4;EMEA:5.7;LATAM:5.4 | CCC:20.0;B:13.8;BB:18.8;AAA:24.8;AA:22.6 | 6 | 49.8 | 293 | 345 | 11.6 | 2 | 30 | 55 | 35 | false | true | true | true | -0.48 | 0.85 | 0.17 | null | Hedge | Treasury_Futures: +108bps notional | 1 | 0 | DealerB | RFQ | 0 | 90 | 349 | -273 | VAR>budget | Reduce | Portfolio VAR above budget | 176 | Tighten HY exposure bands |
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