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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08701 | CR4562 | 2024-11-12 | Recovery | 149 | 587 | 5.5 | 1.9 | 2,976,217,730 | Comm:18.3;Energy:24.5;Materials:29.0;Industrials:10.4;Healthcare:17.8 | US:56.8;EU:14.6;APAC:12.8;EMEA:8.8;LATAM:6.9 | BB:15.9;CCC:12.2;BBB:22.2;A:14.7;AAA:14.9;B:20.0 | 2.59 | 57.4 | 94 | 276 | 15.4 | 2 | 20 | 55 | 30 | true | true | true | false | 1.86 | -0.3 | 0.15 | null | Hedge | CDX_HY: +111bps notional | -50 | -21 | DealerB | Electronic | 1 | 95 | 308 | -327 | Sector>limit | Reduce | Sector concentration above limit | 174 | Rotate into defensive sectors |
C08702 | CR5041 | 2025-04-12 | Tightening | 154 | 502 | 4.5 | 1 | 1,534,494,260 | Materials:25.5;Utilities:12.5;RealEstate:10.9;Healthcare:9.3;Industrials:13.1;Tech:28.7 | US:72.4;EU:12.1;APAC:6.2;EMEA:7.9;LATAM:1.4 | A:16.1;AAA:14.6;BBB:22.0;BB:9.4;AA:7.9;B:30.1 | 1.94 | 62 | 121 | 346 | 5.4 | 2 | 35 | 55 | 25 | false | true | true | false | 2.03 | -0.05 | -0 | Industrials:EW;RealEstate:EW | Hedge | CDX_HY: +132bps notional | -31 | -18 | ECN2 | RFQ | 3 | 93 | 30 | 0 | HYCap>limit | Hedge | High-yield share above policy cap | 122 | Reviewed by risk; hedges staggered |
C08703 | CR6600 | 2025-07-26 | Calm | 91 | 407 | 3.6 | 2.9 | 1,675,651,720 | Comm:10.4;RealEstate:33.1;Consumer:11.1;Financials:28.4;Tech:16.9 | US:63.4;EU:13.7;APAC:10.2;EMEA:6.7;LATAM:5.9 | A:38.0;BB:7.6;BBB:25.8;B:5.6;AAA:23.0 | 2.53 | 64.4 | 107 | 399 | 7.1 | 2 | 35 | 55 | 30 | false | true | false | false | 1.92 | 0.63 | 0.6 | Materials:EW;Industrials:EW | Hedge | CDX_HY: +128bps notional | -52 | -9 | DealerB | Electronic | 4 | 97 | 122 | 34 | VAR>budget | Reduce | Portfolio VAR above budget | 168 | Rotate into defensive sectors |
C08704 | CR3608 | 2024-12-01 | Calm | 67 | 398 | 4.4 | 2 | 1,848,797,363 | Financials:29.1;Utilities:34.3;Consumer:10.7;Comm:25.9 | US:61.8;EU:10.6;APAC:15.3;EMEA:11.7;LATAM:0.6 | AAA:16.6;BBB:22.7;BB:12.6;A:25.9;AA:22.2 | 6.49 | 28 | 249 | 481 | 13.6 | 4 | 30 | 55 | 20 | true | true | false | true | 1.18 | 0.92 | 0.52 | RealEstate:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 3 | DealerA | RFQ | 0 | 93 | 87 | 74 | VAR>budget | Hedge | Portfolio VAR above budget | 109 | Rotate into defensive sectors |
C08705 | CR3679 | 2025-11-24 | Calm | 112 | 327 | 3.6 | 1.6 | 2,068,344,637 | Materials:26.6;Energy:12.5;Healthcare:16.4;RealEstate:17.0;Tech:16.6;Consumer:10.9 | US:66.4;EU:7.7;APAC:13.6;EMEA:11.0;LATAM:1.3 | AA:9.1;CCC:19.0;AAA:17.8;B:17.8;BB:36.3 | 3.43 | 51.3 | 81 | 125 | 16.7 | 3 | 35 | 55 | 20 | false | true | true | false | -0.1 | -0.06 | -0.08 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | -14 | DealerB | All2All | 5 | 93 | 48 | -437 | Sector>limit | Rotate | Sector concentration above limit | 217 | Tighten HY exposure bands |
C08706 | CR7411 | 2025-03-02 | Stress | 168 | 644 | 5.7 | -0.5 | 1,170,017,658 | Tech:41.6;Energy:19.8;Utilities:13.8;Financials:24.7 | US:65.7;EU:10.9;APAC:11.6;EMEA:7.3;LATAM:4.4 | AA:12.5;BBB:17.5;BB:13.6;AAA:41.2;A:15.2 | 6.28 | 63.8 | 331 | 570 | 15.8 | 3.5 | 20 | 35 | 35 | true | true | false | true | 0.15 | 0.39 | -0.07 | Comm:EW;Utilities:EW;Industrials:EW | Hedge | Treasury_Futures: +67bps notional | -15 | 21 | DealerA | All2All | 4 | 94 | 317 | -260 | Region>limit | Rotate | Regional concentration above limit | 115 | Tighten HY exposure bands |
C08707 | CR9125 | 2025-03-22 | Stress | 204 | 755 | 8.3 | -1.2 | 1,255,490,373 | Tech:13.9;Utilities:22.5;Materials:16.0;Financials:25.4;RealEstate:22.3 | US:67.0;EU:13.1;APAC:12.5;EMEA:6.0;LATAM:1.3 | B:27.9;CCC:17.2;AAA:32.3;AA:22.6 | 6.34 | 52.7 | 252 | 413 | 11.2 | 2.5 | 30 | 55 | 20 | false | true | true | true | 1.16 | 0.08 | 0.45 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | 3 | ECN2 | RFQ | 11 | 92 | 98 | -254 | Region>limit | Reduce | Regional concentration above limit | 231 | Rotate into defensive sectors |
C08708 | CR3830 | 2025-03-03 | Recovery | 159 | 461 | 5.8 | -0 | 743,251,692 | Comm:24.2;Utilities:10.5;RealEstate:21.0;Tech:44.3 | US:66.5;EU:9.3;APAC:12.4;EMEA:8.3;LATAM:3.5 | AA:17.0;B:22.2;BB:13.7;CCC:5.5;A:16.3;AAA:25.2 | 6.55 | 61.3 | 258 | 424 | 5.7 | 4 | 25 | 55 | 20 | true | true | true | true | 1.1 | 0.03 | -0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | -23 | DealerB | RFQ | 6 | 86 | -31 | 116 | HYCap>limit | Rotate | High-yield share above policy cap | 177 | Tighten HY exposure bands |
C08709 | CR5689 | 2024-11-03 | Calm | 68 | 386 | 4.4 | 2.9 | 258,168,403 | Energy:16.2;Financials:19.6;Comm:9.4;Tech:21.2;Utilities:21.9;Materials:11.7 | US:63.8;EU:18.8;APAC:10.7;EMEA:4.5;LATAM:2.1 | AAA:12.1;AA:16.6;CCC:13.7;B:34.7;A:23.1 | 7 | 52.5 | 223 | 520 | 16.7 | 3 | 25 | 35 | 25 | false | true | true | true | -0.21 | 1.74 | 0.37 | Tech:EW;Healthcare:EW | Hedge | CDX_HY: +198bps notional | -37 | -18 | ECN2 | All2All | 6 | 97 | -96 | 7 | VAR>budget | Hedge | Portfolio VAR above budget | 144 | Reviewed by risk; hedges staggered |
C08710 | CR0249 | 2025-04-05 | Recovery | 140 | 549 | 5.8 | 0.6 | 2,021,874,205 | Comm:19.3;Energy:14.7;Healthcare:13.1;Tech:19.6;RealEstate:15.7;Financials:17.6 | US:63.2;EU:11.3;APAC:12.1;EMEA:7.5;LATAM:5.9 | BBB:14.7;A:18.1;AA:19.2;BB:32.4;AAA:15.7 | 1.85 | 56.7 | 92 | 438 | 16.5 | 2.5 | 30 | 45 | 30 | false | true | true | false | 0.95 | 1.49 | 0.24 | Healthcare:EW;Consumer:EW | Hedge | iTraxx_MAIN: +131bps notional | 14 | 22 | DealerC | RFQ | 9 | 92 | -89 | 95 | HYCap>limit | Hedge | High-yield share above policy cap | 208 | Tighten HY exposure bands |
C08711 | CR9930 | 2024-05-08 | Calm | 118 | 328 | 3.9 | 2.5 | 527,786,567 | Tech:11.8;Consumer:16.2;Utilities:16.4;Comm:19.6;Financials:15.6;Energy:20.3 | US:59.0;EU:12.9;APAC:10.8;EMEA:8.8;LATAM:8.5 | A:44.9;CCC:10.6;BB:17.9;BBB:26.6 | 7.4 | 62.8 | 114 | 301 | 4.6 | 2.5 | 25 | 45 | 25 | false | true | true | false | 0.28 | 0.62 | 0.49 | Tech:EW | Hedge | iTraxx_MAIN: +167bps notional | -49 | 15 | ECN2 | DealerAxed | 7 | 99 | -13 | -251 | Sector>limit | Rotate | Sector concentration above limit | 131 | Rotate into defensive sectors |
C08712 | CR3107 | 2024-01-31 | Recovery | 118 | 577 | 5.6 | -0.4 | 120,233,419 | Comm:10.8;Healthcare:9.0;Energy:26.9;Materials:19.9;Tech:6.2;Industrials:27.3 | US:71.0;EU:7.0;APAC:7.4;EMEA:8.4;LATAM:6.2 | CCC:4.9;BBB:16.8;B:8.3;A:39.5;BB:9.5;AAA:21.0 | 4.23 | 36.7 | 200 | 512 | 15.5 | 2.5 | 25 | 45 | 35 | true | true | false | false | 1.71 | -0.05 | -0.22 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | -12 | DealerA | RFQ | 8 | 88 | 298 | -98 | HYCap>limit | Hedge | High-yield share above policy cap | 130 | Reviewed by risk; hedges staggered |
C08713 | CR2265 | 2024-05-19 | Stress | 178 | 793 | 7.2 | -1.7 | 1,781,929,397 | Energy:16.4;Financials:19.0;Consumer:6.6;Industrials:20.0;Utilities:17.9;Tech:20.1 | US:66.8;EU:13.6;APAC:11.8;EMEA:3.2;LATAM:4.7 | CCC:24.5;A:18.4;AAA:17.9;BB:17.7;B:21.6 | 3.31 | 61.1 | 280 | 292 | 21.7 | 4 | 20 | 55 | 35 | true | true | true | true | 1.75 | 0.47 | 0.11 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | 1 | DealerC | Electronic | 6 | 90 | 52 | 163 | HYCap>limit | Hedge | High-yield share above policy cap | 108 | Escalate watchlist names |
C08714 | CR5535 | 2024-08-22 | Calm | 103 | 373 | 3.2 | 2.2 | 321,408,413 | Energy:17.8;Tech:24.4;Industrials:21.4;Consumer:36.4 | US:62.1;EU:14.8;APAC:12.7;EMEA:4.6;LATAM:5.8 | B:7.0;BBB:16.5;AAA:13.9;BB:12.8;AA:19.2;CCC:30.6 | 7.37 | 50.4 | 181 | 519 | 14.7 | 2 | 30 | 35 | 20 | true | true | true | false | -0.35 | 1.64 | -0.39 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | -5 | ECN1 | Electronic | 12 | 98 | 210 | -25 | Region>limit | Reduce | Regional concentration above limit | 102 | Reviewed by risk; hedges staggered |
C08715 | CR4661 | 2025-08-13 | Recovery | 100 | 609 | 5.2 | 0.2 | 2,581,534,681 | Utilities:21.9;Comm:27.4;Consumer:24.9;Energy:25.8 | US:68.2;EU:14.0;APAC:8.4;EMEA:6.7;LATAM:2.8 | BBB:8.8;AA:23.4;A:33.4;AAA:34.4 | 2.84 | 42 | 142 | 136 | 15.5 | 3 | 35 | 35 | 20 | false | true | false | false | 1.5 | 1.18 | 0.59 | Materials:EW;RealEstate:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -38 | 32 | ECN2 | All2All | 9 | 94 | 193 | -88 | Region>limit | Hedge | Regional concentration above limit | 254 | Rotate into defensive sectors |
C08716 | CR2548 | 2025-10-24 | Recovery | 174 | 627 | 5.6 | 0.2 | 783,506,262 | Industrials:23.4;Comm:22.8;Tech:13.3;Healthcare:19.0;Financials:21.6 | US:64.4;EU:8.1;APAC:10.1;EMEA:8.3;LATAM:9.1 | AA:29.7;BB:5.7;CCC:20.6;B:17.0;AAA:27.1 | 0.69 | 40.4 | 216 | 252 | 4.4 | 3 | 30 | 45 | 20 | false | true | true | true | 0.46 | 0.8 | 0.42 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | -5 | ECN1 | All2All | 9 | 92 | 171 | -107 | Region>limit | Hedge | Regional concentration above limit | 123 | Defer adds pending macro print |
C08717 | CR6042 | 2025-06-20 | Stress | 141 | 579 | 7.8 | -0 | 2,191,177,679 | RealEstate:15.5;Consumer:29.3;Healthcare:25.4;Comm:29.8 | US:71.1;EU:7.8;APAC:9.3;EMEA:9.5;LATAM:2.3 | AA:17.2;BBB:14.1;A:33.3;BB:19.2;CCC:16.2 | 2.27 | 41.3 | 185 | 603 | 20.1 | 4 | 25 | 55 | 25 | true | true | true | false | 1.61 | 1.56 | -0.06 | null | Hedge | Options_Payer: +142bps notional | -27 | 2 | DealerA | All2All | 2 | 99 | 315 | -263 | Sector>limit | Rotate | Sector concentration above limit | 133 | Rotate into defensive sectors |
C08718 | CR5916 | 2024-06-22 | Calm | 71 | 356 | 4.4 | 2.3 | 1,630,644,476 | RealEstate:25.9;Consumer:12.3;Healthcare:26.6;Energy:24.2;Utilities:11.1 | US:63.7;EU:5.7;APAC:13.0;EMEA:9.8;LATAM:7.8 | BBB:28.7;A:20.0;AA:41.6;BB:9.7 | 5.36 | 49.6 | 100 | 132 | 11.6 | 2 | 25 | 45 | 25 | true | true | false | false | 0.71 | 1.64 | 0.27 | Tech:EW | Hedge | CDX_IG: +86bps notional | -11 | 26 | DealerA | All2All | 3 | 94 | 299 | 147 | Sector>limit | Hedge | Sector concentration above limit | 162 | Defer adds pending macro print |
C08719 | CR6317 | 2024-05-20 | Recovery | 138 | 631 | 5.2 | 0.5 | 2,525,050,642 | Financials:10.9;Tech:25.3;Utilities:38.5;Healthcare:25.3 | US:63.1;EU:7.6;APAC:13.3;EMEA:8.2;LATAM:7.8 | BBB:34.9;AAA:19.7;B:8.5;BB:17.5;A:19.3 | 4.74 | 64.8 | 183 | 419 | 15.1 | 3 | 25 | 35 | 35 | true | true | false | false | 1.49 | 0.67 | 0.54 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 30 | ECN1 | RFQ | 7 | 99 | 327 | 17 | Region>limit | Reduce | Regional concentration above limit | 174 | Defer adds pending macro print |
C08720 | CR7570 | 2025-08-20 | Calm | 85 | 282 | 4.3 | 1.7 | 1,215,219,863 | Tech:53.2;Healthcare:23.8;RealEstate:23.0 | US:61.5;EU:14.4;APAC:10.4;EMEA:6.4;LATAM:7.2 | B:17.6;BB:19.0;AAA:31.3;A:17.5;BBB:14.6 | 0.76 | 58.5 | 222 | 398 | 4.9 | 4 | 35 | 45 | 35 | true | true | true | true | 0.47 | 1.71 | -0.23 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 16 | ECN1 | RFQ | 7 | 98 | 239 | -338 | HYCap>limit | Reduce | High-yield share above policy cap | 142 | Rotate into defensive sectors |
C08721 | CR9585 | 2024-03-19 | Recovery | 142 | 521 | 4.8 | 0.2 | 1,037,724,095 | Energy:9.7;Financials:18.9;Healthcare:20.1;Utilities:17.4;Comm:10.5;Consumer:23.3 | US:71.8;EU:11.3;APAC:8.9;EMEA:5.6;LATAM:2.4 | AA:14.4;BB:26.8;AAA:30.8;B:11.2;BBB:16.8 | 0.42 | 33.8 | 177 | 439 | 2.5 | 4 | 25 | 35 | 25 | false | true | true | false | 1.5 | 0.28 | 0.58 | null | Hedge | CDX_IG: +67bps notional | 6 | 15 | DealerC | DealerAxed | 8 | 98 | -128 | -112 | VAR>budget | Hedge | Portfolio VAR above budget | 136 | Tighten HY exposure bands |
C08722 | CR2705 | 2024-02-04 | Calm | 114 | 332 | 3.9 | 2.2 | 197,874,351 | Healthcare:59.0;Utilities:16.5;Tech:24.4 | US:69.6;EU:14.9;APAC:9.3;EMEA:3.3;LATAM:2.7 | BB:7.4;AAA:18.5;AA:25.2;CCC:25.2;A:23.7 | 4 | 55.8 | 191 | 415 | 5.5 | 3 | 35 | 45 | 25 | true | true | true | false | 1.11 | 0.07 | -0.04 | null | Hedge | iTraxx_MAIN: +124bps notional | -15 | -5 | DealerB | DealerAxed | 12 | 97 | 313 | 51 | Region>limit | Reduce | Regional concentration above limit | 170 | Tighten HY exposure bands |
C08723 | CR1289 | 2025-11-10 | Recovery | 154 | 494 | 6 | 1 | 1,768,424,480 | Healthcare:7.6;Tech:18.9;Industrials:10.3;Comm:26.0;Materials:13.8;Utilities:23.4 | US:60.0;EU:9.1;APAC:9.4;EMEA:12.1;LATAM:9.5 | AA:13.4;CCC:7.6;BBB:23.4;AAA:28.6;B:7.7;A:19.2 | 1.91 | 59.3 | 272 | 377 | 7.6 | 2 | 35 | 45 | 25 | false | true | false | true | 0.46 | -0.09 | 0.18 | Materials:EW | Hedge | iTraxx_MAIN: +56bps notional | -47 | 13 | ECN2 | DealerAxed | 0 | 96 | 232 | -435 | HYCap>limit | Reduce | High-yield share above policy cap | 146 | Escalate watchlist names |
C08724 | CR6389 | 2024-05-29 | Calm | 78 | 362 | 4 | 1.8 | 453,086,063 | RealEstate:13.4;Consumer:13.1;Industrials:20.8;Healthcare:15.8;Energy:16.4;Comm:20.6 | US:63.4;EU:12.0;APAC:8.6;EMEA:11.1;LATAM:4.9 | AA:19.4;B:9.8;BBB:23.6;CCC:21.0;AAA:26.1 | 2.99 | 23.2 | 96 | 407 | 2.2 | 2.5 | 20 | 45 | 25 | true | true | true | false | -0.02 | 0.89 | 0.51 | Consumer:EW | Hedge | SingleName_CDS: +136bps notional | -45 | 12 | ECN1 | DealerAxed | 7 | 87 | -19 | -417 | HYCap>limit | Hedge | High-yield share above policy cap | 116 | Rotate into defensive sectors |
C08725 | CR8521 | 2024-04-01 | Stress | 150 | 627 | 7.7 | 0.3 | 307,891,831 | Tech:22.6;RealEstate:49.9;Materials:27.5 | US:58.2;EU:15.2;APAC:12.8;EMEA:7.5;LATAM:6.3 | AAA:25.6;BB:10.5;A:25.0;BBB:21.9;AA:16.9 | 0.44 | 63.6 | 276 | 385 | 18.5 | 3 | 35 | 35 | 30 | true | true | false | true | 0.57 | 1.04 | -0.26 | Tech:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | -17 | DealerA | DealerAxed | 1 | 92 | 168 | -148 | Sector>limit | Reduce | Sector concentration above limit | 240 | Rotate into defensive sectors |
C08726 | CR9799 | 2025-09-21 | Calm | 78 | 292 | 3.8 | 2.4 | 2,171,237,309 | Healthcare:11.5;Consumer:17.0;Tech:13.8;RealEstate:25.0;Financials:20.4;Industrials:12.4 | US:69.5;EU:7.6;APAC:7.8;EMEA:10.0;LATAM:5.1 | BBB:36.8;A:19.7;CCC:31.8;AA:11.7 | 2.64 | 51.7 | 183 | 273 | 13.4 | 3 | 25 | 45 | 20 | false | true | true | false | 0.64 | 1.57 | 0.3 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | -20 | DealerC | Electronic | 5 | 85 | -163 | -90 | Region>limit | Rotate | Regional concentration above limit | 156 | Rotate into defensive sectors |
C08727 | CR7586 | 2024-11-25 | Tightening | 130 | 426 | 5 | 1.8 | 821,874,308 | Utilities:53.7;Consumer:14.8;Industrials:31.5 | US:63.1;EU:14.3;APAC:11.4;EMEA:7.1;LATAM:4.1 | B:15.8;AAA:39.3;BB:15.3;AA:29.6 | 2.41 | 59.4 | 244 | 420 | 5.5 | 3 | 20 | 35 | 20 | true | true | true | true | 1.7 | 1.35 | 0.16 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 45 | ECN1 | DealerAxed | 12 | 85 | 141 | -253 | HYCap>limit | Hedge | High-yield share above policy cap | 179 | Tighten HY exposure bands |
C08728 | CR3859 | 2025-10-24 | Recovery | 156 | 474 | 6.1 | 1.2 | 94,588,753 | Energy:44.0;Financials:11.0;Utilities:45.0 | US:65.3;EU:16.6;APAC:11.8;EMEA:4.2;LATAM:2.2 | AAA:25.2;CCC:10.7;BB:9.7;B:9.7;BBB:44.8 | 7.49 | 41.8 | 109 | 385 | 8.2 | 2.5 | 20 | 35 | 25 | true | true | true | false | 0.53 | 0.12 | 0.54 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | -13 | DealerA | RFQ | 7 | 89 | -170 | -334 | HYCap>limit | Hedge | High-yield share above policy cap | 146 | Defer adds pending macro print |
C08729 | CR9933 | 2024-05-05 | Calm | 94 | 289 | 4.4 | 2.7 | 489,302,087 | Comm:11.3;Financials:13.0;Materials:16.2;Industrials:20.8;Energy:20.5;Healthcare:18.1 | US:71.8;EU:7.6;APAC:7.7;EMEA:7.8;LATAM:5.1 | AAA:30.4;BB:8.0;CCC:11.5;BBB:28.4;A:21.6 | 6.55 | 25.7 | 88 | 304 | 11.1 | 2 | 25 | 45 | 25 | false | true | false | false | 1.28 | -0.29 | 0.04 | Comm:EW | Hedge | iTraxx_XOVER: +164bps notional | 19 | 18 | DealerA | RFQ | 11 | 94 | -105 | 17 | Region>limit | Reduce | Regional concentration above limit | 220 | Tighten HY exposure bands |
C08730 | CR5324 | 2024-11-02 | Tightening | 127 | 361 | 4.4 | 1.1 | 2,806,440,403 | Energy:22.7;Utilities:24.4;Financials:17.7;Comm:8.2;Healthcare:8.0;Tech:18.9 | US:67.3;EU:6.6;APAC:9.9;EMEA:10.4;LATAM:5.8 | A:12.9;AA:13.6;B:23.1;CCC:25.0;BB:7.8;BBB:17.5 | 6.07 | 62.3 | 93 | 321 | 3.6 | 3.5 | 30 | 35 | 35 | false | true | true | false | 0.18 | 0.67 | 0.01 | RealEstate:EW | Hedge | Treasury_Futures: +78bps notional | -23 | -15 | DealerC | RFQ | 4 | 92 | 279 | -35 | HYCap>limit | Reduce | High-yield share above policy cap | 145 | Rotate into defensive sectors |
C08731 | CR2579 | 2025-04-05 | Tightening | 112 | 408 | 3.9 | 1.7 | 1,981,314,079 | Materials:14.4;RealEstate:13.3;Comm:13.0;Energy:24.8;Industrials:11.5;Healthcare:23.1 | US:61.1;EU:16.4;APAC:13.3;EMEA:8.6;LATAM:0.5 | BBB:13.2;BB:18.8;A:18.7;AA:14.1;CCC:21.6;AAA:13.6 | 2.71 | 33.6 | 185 | 173 | 2.8 | 2 | 25 | 55 | 35 | false | true | true | false | 2.15 | 0.85 | -0.31 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | 6 | ECN1 | All2All | 4 | 94 | 157 | 106 | VAR>budget | Reduce | Portfolio VAR above budget | 97 | Tighten HY exposure bands |
C08732 | CR4009 | 2024-11-14 | Calm | 87 | 309 | 4 | 2.7 | 2,266,872,027 | Healthcare:18.6;Industrials:21.5;Energy:16.3;RealEstate:26.0;Utilities:17.6 | US:73.0;EU:9.1;APAC:6.5;EMEA:8.3;LATAM:3.1 | A:19.1;AA:25.6;BB:3.8;AAA:26.3;BBB:21.9;CCC:3.4 | 6.77 | 49.6 | 204 | 335 | 7.7 | 3 | 30 | 55 | 20 | false | true | false | true | 1.89 | -0.05 | -0.2 | Financials:EW | Hedge | CDX_IG: +141bps notional | 11 | 10 | DealerC | DealerAxed | 6 | 85 | -118 | -224 | HYCap>limit | Hedge | High-yield share above policy cap | 128 | Reviewed by risk; hedges staggered |
C08733 | CR5446 | 2025-06-25 | Tightening | 136 | 466 | 5.2 | 1.8 | 761,939,560 | Comm:11.3;Tech:9.7;Industrials:27.5;Healthcare:17.3;RealEstate:34.2 | US:64.7;EU:14.4;APAC:11.3;EMEA:5.7;LATAM:3.9 | AA:20.4;BB:8.4;CCC:17.0;BBB:20.6;B:18.4;A:15.2 | 4.44 | 33 | 155 | 239 | 15.3 | 2 | 25 | 45 | 25 | true | true | true | false | 1.18 | 1.12 | 0.57 | null | Hedge | CDX_HY: +187bps notional | -57 | -5 | ECN1 | Electronic | 4 | 98 | 151 | -54 | Sector>limit | Rotate | Sector concentration above limit | 173 | Reviewed by risk; hedges staggered |
C08734 | CR9363 | 2025-01-09 | Tightening | 157 | 354 | 5 | 1.3 | 2,543,492,188 | Healthcare:38.5;Materials:38.6;RealEstate:14.3;Financials:8.6 | US:69.5;EU:9.1;APAC:9.7;EMEA:6.3;LATAM:5.4 | AA:41.9;AAA:21.5;A:23.4;B:13.3 | 5.04 | 56.7 | 219 | 153 | 3.2 | 2 | 30 | 35 | 30 | true | true | false | true | -0.25 | 1.54 | -0.13 | Tech:EW | Hedge | Treasury_Futures: +102bps notional | -12 | -14 | ECN1 | Electronic | 5 | 96 | 88 | -17 | Region>limit | Reduce | Regional concentration above limit | 111 | Rotate into defensive sectors |
C08735 | CR4476 | 2025-11-26 | Tightening | 109 | 478 | 4.7 | 1.8 | 1,301,407,190 | RealEstate:27.1;Comm:31.9;Industrials:41.0 | US:66.9;EU:13.1;APAC:11.7;EMEA:5.4;LATAM:2.9 | BB:14.0;BBB:32.6;B:26.7;AAA:12.3;A:9.2;CCC:5.1 | 6.63 | 58.3 | 102 | 508 | 15.5 | 2 | 25 | 45 | 30 | true | true | true | false | 2.02 | -0.18 | 0.04 | Materials:EW | Hedge | SingleName_CDS: +180bps notional | 8 | -13 | DealerA | RFQ | 6 | 91 | -144 | -195 | VAR>budget | Rotate | Portfolio VAR above budget | 214 | Escalate watchlist names |
C08736 | CR2513 | 2025-12-21 | Tightening | 144 | 469 | 4.3 | 1.5 | 812,494,947 | Utilities:28.3;Healthcare:16.9;Comm:54.8 | US:68.2;EU:13.3;APAC:7.0;EMEA:8.6;LATAM:2.8 | CCC:13.4;BBB:31.7;BB:9.6;A:12.4;AA:26.9;B:6.1 | 4.03 | 42.1 | 103 | 286 | 12.4 | 2.5 | 25 | 45 | 35 | true | true | false | false | 0.16 | 0.74 | -0.17 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | 14 | ECN2 | DealerAxed | 8 | 93 | 38 | -192 | Sector>limit | Reduce | Sector concentration above limit | 112 | Tighten HY exposure bands |
C08737 | CR9308 | 2024-01-06 | Calm | 82 | 325 | 3.3 | 1.9 | 1,800,233,795 | Financials:56.9;Utilities:15.3;Industrials:27.8 | US:61.5;EU:11.3;APAC:10.4;EMEA:9.6;LATAM:7.2 | CCC:7.8;BB:9.4;AA:20.2;AAA:33.1;A:11.7;BBB:17.8 | 5.75 | 51.8 | 157 | 518 | 15.4 | 2 | 35 | 35 | 30 | true | true | false | false | 2.09 | 1.07 | 0.07 | Energy:EW | Hedge | iTraxx_XOVER: +177bps notional | -33 | -5 | ECN1 | All2All | 9 | 99 | 226 | -249 | HYCap>limit | Hedge | High-yield share above policy cap | 253 | Tighten HY exposure bands |
C08738 | CR0970 | 2024-04-06 | Tightening | 148 | 487 | 4 | 1.5 | 1,483,569,992 | Tech:12.0;Comm:20.6;Consumer:18.9;Utilities:31.0;Financials:17.5 | US:59.4;EU:16.0;APAC:12.3;EMEA:10.7;LATAM:1.6 | BBB:33.3;A:31.8;AA:22.8;BB:9.9;CCC:2.1 | 4.47 | 50.8 | 234 | 136 | 14.6 | 3 | 30 | 45 | 30 | true | true | false | true | -0.1 | 1.42 | -0.15 | Utilities:EW | Hedge | Options_Payer: +164bps notional | -11 | -18 | DealerB | RFQ | 1 | 100 | 162 | -147 | HYCap>limit | Hedge | High-yield share above policy cap | 195 | Defer adds pending macro print |
C08739 | CR3142 | 2024-12-02 | Stress | 158 | 762 | 6.2 | -1 | 2,412,525,866 | Healthcare:27.3;Materials:33.8;Utilities:38.9 | US:64.1;EU:13.9;APAC:8.0;EMEA:8.7;LATAM:5.3 | CCC:15.3;BB:13.6;B:31.1;A:17.6;BBB:15.5;AA:6.9 | 2.35 | 56.3 | 187 | 428 | 21.7 | 4 | 30 | 45 | 30 | true | true | true | false | -0.33 | 0.26 | -0.23 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 35 | DealerB | DealerAxed | 11 | 91 | -76 | -465 | HYCap>limit | Hedge | High-yield share above policy cap | 130 | Defer adds pending macro print |
C08740 | CR7224 | 2025-07-01 | Stress | 243 | 707 | 5.3 | 0.6 | 1,478,973,916 | Healthcare:18.9;Utilities:31.3;Energy:23.2;Comm:26.5 | US:67.6;EU:6.2;APAC:6.2;EMEA:13.6;LATAM:6.4 | CCC:15.7;AAA:26.2;A:21.9;BBB:36.2 | 1.96 | 25.1 | 288 | 517 | 6.9 | 4 | 35 | 55 | 35 | false | true | false | true | 1.12 | -0.15 | -0.26 | Consumer:EW;Energy:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | 11 | DealerC | RFQ | 12 | 90 | -137 | 83 | Sector>limit | Rotate | Sector concentration above limit | 142 | Rotate into defensive sectors |
C08741 | CR7140 | 2024-09-08 | Recovery | 128 | 519 | 6 | 1.8 | 605,864,554 | Materials:23.8;Consumer:21.9;Industrials:16.0;Tech:38.3 | US:79.7;EU:6.5;APAC:5.6;EMEA:7.2;LATAM:1.1 | BBB:18.7;A:17.3;AA:17.6;BB:13.3;B:33.2 | 6.21 | 55 | 275 | 213 | 4.3 | 4 | 35 | 45 | 20 | true | true | true | true | 0.06 | 1.4 | 0.35 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | -21 | ECN1 | Electronic | 4 | 98 | 287 | -271 | Region>limit | Reduce | Regional concentration above limit | 194 | Defer adds pending macro print |
C08742 | CR1194 | 2024-02-13 | Tightening | 132 | 507 | 4.1 | 1.2 | 1,028,769,050 | Energy:11.0;Financials:18.3;Utilities:15.5;Materials:20.8;Industrials:13.6;Tech:20.9 | US:59.5;EU:18.1;APAC:13.0;EMEA:6.6;LATAM:2.7 | AA:16.6;A:6.6;BBB:10.5;AAA:12.1;B:33.1;CCC:21.1 | 0.48 | 21 | 185 | 157 | 13.9 | 2 | 35 | 55 | 20 | false | true | true | false | 0.54 | 1 | 0.08 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 5 | DealerC | DealerAxed | 8 | 89 | 367 | -47 | VAR>budget | Hedge | Portfolio VAR above budget | 93 | Tighten HY exposure bands |
C08743 | CR8601 | 2025-05-10 | Tightening | 95 | 386 | 4.3 | 1.7 | 134,755,500 | Materials:25.6;Energy:22.9;Financials:11.9;Consumer:14.7;Tech:24.9 | US:62.4;EU:8.1;APAC:11.1;EMEA:11.9;LATAM:6.5 | BBB:21.7;CCC:20.8;BB:16.5;AAA:41.0 | 6.64 | 56.8 | 278 | 518 | 5.4 | 2 | 25 | 35 | 30 | true | true | true | true | 0.4 | 0.65 | -0.04 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 20 | ECN2 | DealerAxed | 6 | 86 | 168 | -141 | HYCap>limit | Hedge | High-yield share above policy cap | 223 | Escalate watchlist names |
C08744 | CR8804 | 2024-04-14 | Calm | 82 | 350 | 4.2 | 2.6 | 1,073,244,036 | Energy:21.1;RealEstate:7.9;Utilities:32.3;Financials:30.3;Tech:8.4 | US:66.0;EU:16.8;APAC:8.2;EMEA:7.6;LATAM:1.4 | AAA:16.9;BB:23.5;BBB:30.6;CCC:14.4;B:14.5 | 4.37 | 54.5 | 162 | 244 | 4.5 | 2.5 | 35 | 45 | 35 | false | true | true | false | 1.36 | 0.09 | -0.4 | Financials:EW | Hedge | iTraxx_XOVER: +166bps notional | 5 | 19 | ECN1 | RFQ | 8 | 98 | 56 | -118 | Region>limit | Reduce | Regional concentration above limit | 145 | Reviewed by risk; hedges staggered |
C08745 | CR0877 | 2025-06-09 | Calm | 114 | 398 | 3.8 | 1.9 | 2,168,365,562 | Comm:25.1;Materials:14.4;Utilities:17.3;Healthcare:25.4;Energy:17.9 | US:61.0;EU:17.4;APAC:10.1;EMEA:7.2;LATAM:4.3 | AAA:22.0;AA:27.0;A:39.1;BB:11.9 | 4.88 | 35 | 111 | 277 | 11.2 | 4 | 35 | 55 | 30 | false | true | false | false | 1.16 | 0.46 | 0.08 | Healthcare:EW | Hedge | CDX_HY: +174bps notional | -47 | -25 | DealerB | DealerAxed | 12 | 98 | -195 | 73 | HYCap>limit | Reduce | High-yield share above policy cap | 205 | Defer adds pending macro print |
C08746 | CR5272 | 2025-09-17 | Calm | 86 | 398 | 3.5 | 2.3 | 884,764,901 | Consumer:16.5;Healthcare:15.3;Comm:8.1;Tech:24.9;Energy:13.0;Industrials:22.1 | US:60.8;EU:10.5;APAC:12.4;EMEA:7.8;LATAM:8.5 | CCC:4.1;AAA:15.1;BBB:17.5;BB:20.5;B:15.6;AA:27.3 | 7.21 | 39.5 | 164 | 218 | 11.5 | 2.5 | 30 | 55 | 30 | false | true | true | false | -0.23 | 0.08 | -0.08 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | -1 | DealerB | DealerAxed | 6 | 97 | 29 | -374 | Region>limit | Reduce | Regional concentration above limit | 124 | Tighten HY exposure bands |
C08747 | CR9827 | 2024-04-12 | Stress | 231 | 731 | 6.5 | -1.1 | 2,455,595,360 | Utilities:12.7;Tech:25.8;Healthcare:48.1;RealEstate:13.4 | US:58.4;EU:18.1;APAC:9.8;EMEA:10.7;LATAM:3.1 | AA:8.9;A:18.9;BBB:14.8;CCC:26.1;BB:20.6;B:10.7 | 0.51 | 43.1 | 298 | 607 | 8.8 | 2.5 | 25 | 45 | 35 | true | true | true | true | 1.04 | 1 | 0.03 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 37 | ECN1 | DealerAxed | 3 | 94 | -103 | 7 | VAR>budget | Reduce | Portfolio VAR above budget | 211 | Rotate into defensive sectors |
C08748 | CR7404 | 2024-03-03 | Calm | 86 | 383 | 3.7 | 2.8 | 2,538,921,942 | Industrials:38.7;Tech:35.8;Materials:25.5 | US:63.1;EU:16.5;APAC:9.9;EMEA:5.8;LATAM:4.7 | AA:24.4;A:24.7;BB:23.0;CCC:13.7;B:14.2 | 3.89 | 55.9 | 257 | 492 | 8.8 | 3.5 | 25 | 55 | 25 | true | true | true | true | 2.47 | 0.21 | -0.26 | RealEstate:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | 29 | ECN1 | RFQ | 2 | 87 | -33 | -408 | HYCap>limit | Hedge | High-yield share above policy cap | 190 | Reviewed by risk; hedges staggered |
C08749 | CR1904 | 2025-02-09 | Calm | 73 | 354 | 4 | 2 | 2,303,470,141 | RealEstate:27.2;Industrials:16.5;Materials:27.6;Comm:28.7 | US:74.3;EU:6.9;APAC:10.0;EMEA:5.0;LATAM:3.8 | B:11.6;BB:35.4;CCC:18.3;BBB:11.8;A:10.4;AA:12.6 | 2.9 | 43.6 | 84 | 424 | 13 | 3 | 30 | 35 | 35 | false | true | true | false | 1.52 | 1.45 | -0.07 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 41 | DealerA | All2All | 8 | 99 | -98 | 172 | Region>limit | Hedge | Regional concentration above limit | 192 | Escalate watchlist names |
C08750 | CR1057 | 2025-06-19 | Calm | 104 | 323 | 4.3 | 2.3 | 956,952,036 | Comm:25.7;Industrials:34.6;RealEstate:11.2;Consumer:28.6 | US:70.2;EU:13.7;APAC:6.5;EMEA:5.3;LATAM:4.3 | A:24.4;BBB:18.1;CCC:13.8;B:3.3;AA:28.4;AAA:11.9 | 7.28 | 29.1 | 240 | 283 | 4.1 | 3.5 | 20 | 45 | 30 | true | true | false | true | 1.27 | 0.73 | 0.34 | Materials:EW | Hedge | CDX_IG: +128bps notional | 19 | -23 | ECN2 | All2All | 8 | 96 | -160 | -442 | HYCap>limit | PauseAdds | High-yield share above policy cap | 214 | Rotate into defensive sectors |
C08751 | CR8514 | 2024-08-06 | Stress | 180 | 696 | 6.4 | -1.3 | 2,618,719,541 | RealEstate:32.5;Consumer:23.4;Financials:44.1 | US:65.0;EU:14.2;APAC:11.6;EMEA:7.5;LATAM:1.7 | BB:6.9;B:8.2;AAA:24.1;A:27.8;CCC:8.0;AA:25.0 | 6.23 | 42.3 | 348 | 415 | 10.8 | 4 | 35 | 35 | 30 | true | true | false | true | 0.21 | 0.25 | 0.51 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 11 | ECN1 | Electronic | 6 | 95 | 264 | 20 | HYCap>limit | Hedge | High-yield share above policy cap | 163 | Tighten HY exposure bands |
C08752 | CR4311 | 2024-07-09 | Recovery | 155 | 602 | 4.6 | 0.6 | 2,316,799,792 | Comm:36.5;Industrials:23.6;Tech:14.1;Healthcare:25.8 | US:64.2;EU:18.0;APAC:7.1;EMEA:7.1;LATAM:3.7 | CCC:14.7;A:10.5;BB:41.1;AA:13.3;AAA:11.1;B:9.3 | 4.12 | 62.8 | 126 | 227 | 4 | 2 | 35 | 55 | 25 | true | true | true | false | 0.8 | 1.8 | -0.21 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 33 | DealerC | RFQ | 6 | 87 | -135 | 3 | VAR>budget | Hedge | Portfolio VAR above budget | 136 | Defer adds pending macro print |
C08753 | CR5317 | 2025-03-25 | Calm | 83 | 404 | 4.3 | 2.9 | 86,042,910 | Materials:19.1;Energy:39.6;Comm:41.3 | US:66.2;EU:16.6;APAC:4.9;EMEA:7.9;LATAM:4.5 | A:15.8;B:18.1;BBB:37.5;AA:28.6 | 1.5 | 24.2 | 89 | 122 | 5.4 | 2 | 30 | 55 | 35 | true | true | false | false | 2.39 | 0.67 | 0.2 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | 36 | DealerB | All2All | 8 | 85 | 326 | -48 | Region>limit | Reduce | Regional concentration above limit | 149 | Escalate watchlist names |
C08754 | CR3846 | 2025-03-09 | Calm | 90 | 381 | 3.4 | 1.8 | 2,575,925,731 | Tech:29.9;Financials:21.5;Energy:23.9;Healthcare:17.0;Industrials:7.7 | US:59.1;EU:16.9;APAC:9.2;EMEA:9.3;LATAM:5.5 | B:13.0;BBB:13.6;BB:24.8;AAA:6.4;AA:18.8;CCC:23.4 | 1.96 | 23.8 | 93 | 297 | 4.4 | 3 | 25 | 35 | 20 | true | true | true | false | 1.27 | 1.6 | 0.38 | null | Hedge | CDX_IG: +76bps notional | -54 | -10 | DealerB | DealerAxed | 9 | 100 | 397 | -377 | VAR>budget | Reduce | Portfolio VAR above budget | 170 | Defer adds pending macro print |
C08755 | CR0470 | 2024-09-19 | Tightening | 140 | 361 | 4.7 | 1.1 | 1,107,583,043 | Comm:20.2;Tech:14.0;Consumer:20.4;Industrials:19.5;Financials:17.9;Energy:7.9 | US:60.8;EU:14.8;APAC:12.5;EMEA:7.7;LATAM:4.2 | CCC:20.5;AAA:19.1;AA:11.9;B:48.5 | 5.65 | 35.8 | 243 | 444 | 16.4 | 3.5 | 20 | 55 | 20 | true | true | true | true | 1.18 | -0.09 | 0.55 | null | Hedge | CDX_HY: +118bps notional | -44 | -4 | DealerC | RFQ | 3 | 94 | 225 | 107 | Sector>limit | Rotate | Sector concentration above limit | 142 | Defer adds pending macro print |
C08756 | CR9946 | 2024-12-08 | Recovery | 137 | 522 | 4.8 | 0.7 | 2,649,629,500 | Utilities:29.6;Industrials:32.0;Consumer:38.4 | US:58.4;EU:12.8;APAC:11.1;EMEA:11.4;LATAM:6.3 | A:23.4;B:13.1;AA:18.1;AAA:10.8;BBB:24.8;CCC:9.9 | 2.44 | 33.1 | 144 | 433 | 14.7 | 3.5 | 25 | 55 | 35 | true | true | false | false | 0.57 | 1.21 | 0.19 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | -2 | DealerC | All2All | 10 | 87 | 159 | -155 | VAR>budget | Hedge | Portfolio VAR above budget | 99 | Reviewed by risk; hedges staggered |
C08757 | CR7522 | 2025-07-15 | Recovery | 118 | 455 | 5.1 | -0.3 | 2,923,282,362 | Healthcare:16.0;Energy:20.7;Financials:22.3;Comm:9.6;Tech:20.7;Materials:10.6 | US:68.8;EU:11.1;APAC:10.1;EMEA:10.0;LATAM:0.1 | A:34.0;BB:12.0;B:20.6;BBB:33.4 | 3.61 | 53.8 | 174 | 202 | 16.8 | 3.5 | 20 | 45 | 25 | true | true | true | false | 0.05 | 0.85 | -0.18 | Healthcare:EW;Comm:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | 38 | DealerA | DealerAxed | 12 | 97 | -42 | 46 | VAR>budget | Hedge | Portfolio VAR above budget | 173 | Defer adds pending macro print |
C08758 | CR1778 | 2024-04-04 | Stress | 186 | 835 | 5.2 | -0.3 | 1,501,963,945 | RealEstate:24.1;Healthcare:27.3;Materials:48.6 | US:70.4;EU:9.6;APAC:12.5;EMEA:5.3;LATAM:2.3 | BB:9.9;AAA:37.4;CCC:28.2;AA:24.6 | 3.2 | 27.9 | 374 | 479 | 21.1 | 3 | 25 | 45 | 20 | true | true | true | true | 0.06 | 0.21 | 0.43 | Consumer:EW;Comm:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 17 | DealerA | Electronic | 1 | 99 | 444 | -330 | VAR>budget | Rotate | Portfolio VAR above budget | 132 | Tighten HY exposure bands |
C08759 | CR2109 | 2025-03-04 | Tightening | 91 | 489 | 5.1 | 0.9 | 1,318,380,508 | Consumer:21.6;Industrials:8.7;Comm:17.6;Healthcare:9.2;Energy:24.4;Materials:18.4 | US:72.0;EU:6.4;APAC:7.7;EMEA:10.8;LATAM:3.2 | BB:17.3;CCC:30.3;A:33.8;AA:18.6 | 4.63 | 41.1 | 269 | 495 | 16.3 | 4 | 25 | 55 | 20 | false | true | true | true | -0.1 | 0.92 | 0.43 | Tech:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -19 | DealerA | Electronic | 9 | 91 | 105 | 36 | Sector>limit | Reduce | Sector concentration above limit | 158 | Rotate into defensive sectors |
C08760 | CR9954 | 2025-09-08 | Tightening | 133 | 427 | 5 | 1.9 | 1,636,913,889 | Materials:21.6;Healthcare:27.4;Utilities:14.7;Energy:20.2;Industrials:16.1 | US:61.3;EU:17.8;APAC:9.5;EMEA:4.0;LATAM:7.4 | BB:23.9;A:17.8;CCC:20.7;BBB:19.1;B:18.5 | 5.25 | 62.4 | 195 | 129 | 15.4 | 2 | 35 | 55 | 20 | false | true | true | false | 0.1 | 0.47 | -0.17 | Tech:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -7 | 8 | DealerC | DealerAxed | 10 | 87 | 331 | -353 | Region>limit | Rotate | Regional concentration above limit | 134 | Reviewed by risk; hedges staggered |
C08761 | CR4952 | 2024-05-25 | Calm | 71 | 402 | 3.5 | 2.2 | 855,432,436 | RealEstate:24.3;Financials:22.7;Industrials:9.7;Consumer:43.3 | US:72.9;EU:10.8;APAC:5.3;EMEA:4.4;LATAM:6.7 | AAA:24.0;B:14.1;BB:47.1;A:14.8 | 2.61 | 33.4 | 193 | 150 | 13.8 | 4 | 30 | 45 | 30 | true | true | true | false | -0.06 | 0.76 | 0.12 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -42 | 19 | ECN1 | Electronic | 9 | 85 | -72 | -235 | VAR>budget | Hedge | Portfolio VAR above budget | 131 | Defer adds pending macro print |
C08762 | CR3262 | 2025-06-20 | Tightening | 95 | 392 | 5 | 1 | 1,805,893,793 | Energy:26.5;Consumer:34.4;Utilities:39.1 | US:57.1;EU:18.5;APAC:12.9;EMEA:7.4;LATAM:4.0 | BB:35.0;AA:14.6;AAA:14.2;CCC:22.2;A:13.9 | 2.32 | 43.6 | 269 | 482 | 5.2 | 4 | 25 | 45 | 35 | true | true | true | true | 0.42 | 0.48 | -0.13 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 28 | ECN2 | All2All | 12 | 100 | 5 | -59 | HYCap>limit | Reduce | High-yield share above policy cap | 94 | Defer adds pending macro print |
C08763 | CR4036 | 2025-06-11 | Calm | 74 | 302 | 3.9 | 2.1 | 1,494,917,265 | Consumer:33.6;Utilities:16.9;Tech:33.6;Materials:16.0 | US:65.2;EU:10.0;APAC:12.4;EMEA:10.1;LATAM:2.3 | AA:17.7;BBB:39.3;AAA:34.4;B:8.6 | 7.35 | 27.3 | 118 | 340 | 16.6 | 3.5 | 25 | 55 | 30 | true | true | false | false | 1.91 | 0.13 | 0.32 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | 28 | ECN1 | DealerAxed | 12 | 86 | -141 | -385 | Region>limit | Reduce | Regional concentration above limit | 189 | Defer adds pending macro print |
C08764 | CR1735 | 2024-06-04 | Stress | 204 | 609 | 5.7 | -0.3 | 2,490,963,564 | Comm:19.5;Financials:20.6;Tech:7.6;RealEstate:33.9;Utilities:18.4 | US:66.2;EU:11.6;APAC:16.3;EMEA:4.1;LATAM:1.8 | A:8.9;B:37.1;AAA:14.2;AA:16.6;BB:12.1;BBB:11.1 | 3.19 | 35.9 | 285 | 484 | 17.7 | 3 | 25 | 45 | 20 | true | true | true | true | 0.78 | 0.02 | 0.42 | Energy:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | 34 | DealerA | RFQ | 10 | 95 | 219 | -378 | VAR>budget | Rotate | Portfolio VAR above budget | 157 | Defer adds pending macro print |
C08765 | CR2294 | 2025-03-11 | Stress | 209 | 791 | 7.4 | -0.3 | 629,095,858 | Comm:24.9;Healthcare:25.4;RealEstate:10.1;Energy:7.8;Industrials:22.5;Financials:9.3 | US:53.7;EU:18.6;APAC:10.9;EMEA:11.3;LATAM:5.6 | BB:18.2;AAA:26.5;BBB:29.6;A:25.7 | 5.66 | 44.5 | 308 | 248 | 12.3 | 2.5 | 25 | 35 | 30 | true | true | false | true | 1.97 | 0.34 | -0.15 | Healthcare:EW;Materials:EW | Hedge | CDX_IG: +70bps notional | 19 | -18 | DealerC | Electronic | 11 | 94 | -53 | -177 | VAR>budget | Hedge | Portfolio VAR above budget | 220 | Tighten HY exposure bands |
C08766 | CR2762 | 2024-09-21 | Stress | 209 | 668 | 7.1 | -1.3 | 1,928,984,678 | Healthcare:30.8;Tech:29.2;Utilities:31.9;Comm:8.1 | US:64.9;EU:18.2;APAC:9.4;EMEA:7.2;LATAM:0.2 | BBB:38.8;A:14.9;AAA:27.7;BB:18.6 | 3.04 | 24.4 | 303 | 315 | 14.1 | 3 | 20 | 45 | 30 | true | true | false | true | -0.1 | 0.27 | 0.29 | RealEstate:EW;Tech:EW | Hedge | SingleName_CDS: +178bps notional | -40 | 9 | DealerC | RFQ | 3 | 99 | -73 | 105 | Region>limit | Hedge | Regional concentration above limit | 192 | Rotate into defensive sectors |
C08767 | CR1025 | 2024-03-12 | Calm | 114 | 310 | 3.6 | 2.2 | 1,498,483,554 | Healthcare:18.5;Energy:20.5;Comm:26.1;Industrials:14.0;Materials:20.9 | US:67.6;EU:5.1;APAC:13.9;EMEA:8.8;LATAM:4.7 | BB:15.5;BBB:35.2;CCC:35.7;AA:13.6 | 6.98 | 48 | 94 | 515 | 5.1 | 2.5 | 20 | 55 | 25 | true | true | true | false | 0.96 | 1.48 | 0.5 | null | Hedge | Treasury_Futures: +187bps notional | 15 | -7 | ECN1 | DealerAxed | 4 | 99 | 259 | -123 | Region>limit | Reduce | Regional concentration above limit | 205 | Reviewed by risk; hedges staggered |
C08768 | CR8785 | 2025-04-28 | Stress | 236 | 649 | 7.9 | 0.5 | 1,037,325,227 | Consumer:20.0;Materials:26.9;Utilities:12.2;Tech:9.8;Financials:31.1 | US:62.8;EU:16.0;APAC:12.9;EMEA:3.0;LATAM:5.3 | A:29.9;B:42.1;BBB:13.7;AAA:14.3 | 4.86 | 40.2 | 300 | 273 | 18.2 | 3 | 20 | 35 | 30 | true | true | true | true | 0.34 | 0.15 | 0.33 | null | Hedge | Options_Payer: +56bps notional | 12 | -17 | DealerC | Electronic | 8 | 94 | 109 | 76 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Rotate into defensive sectors |
C08769 | CR9665 | 2025-03-30 | Calm | 113 | 402 | 4 | 1.5 | 2,206,053,875 | Industrials:28.1;Healthcare:10.6;Energy:28.1;Tech:33.1 | US:58.0;EU:13.1;APAC:15.2;EMEA:7.1;LATAM:6.5 | B:18.0;A:27.5;CCC:26.8;AAA:27.6 | 6.98 | 49 | 252 | 145 | 15.2 | 2.5 | 35 | 45 | 35 | false | true | true | true | 2.3 | 1.65 | -0.3 | Consumer:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 30 | ECN1 | RFQ | 6 | 88 | 54 | -47 | HYCap>limit | Reduce | High-yield share above policy cap | 220 | Reviewed by risk; hedges staggered |
C08770 | CR3456 | 2024-09-25 | Stress | 231 | 661 | 7.8 | 0.7 | 807,079,335 | Industrials:30.0;Healthcare:25.8;Comm:44.2 | US:63.6;EU:12.2;APAC:9.6;EMEA:12.6;LATAM:2.0 | AAA:12.2;B:47.9;BB:18.9;AA:21.0 | 4.39 | 61.6 | 158 | 460 | 15.6 | 2.5 | 30 | 45 | 25 | true | true | true | false | 1.26 | 1.66 | 0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | -19 | ECN1 | DealerAxed | 11 | 94 | 242 | 26 | VAR>budget | Reduce | Portfolio VAR above budget | 230 | Reviewed by risk; hedges staggered |
C08771 | CR7080 | 2025-02-28 | Recovery | 171 | 427 | 5.1 | 1.2 | 404,387,461 | Financials:12.2;Comm:17.7;Industrials:46.6;RealEstate:23.5 | US:60.0;EU:15.7;APAC:8.5;EMEA:9.9;LATAM:5.9 | A:25.3;BBB:21.6;AA:30.0;BB:23.2 | 3.67 | 39.4 | 173 | 469 | 3.6 | 2 | 25 | 35 | 30 | true | true | false | false | 2.49 | 0.77 | -0.32 | null | Hedge | iTraxx_XOVER: +113bps notional | -19 | -3 | DealerB | All2All | 1 | 95 | 18 | -363 | Sector>limit | Reduce | Sector concentration above limit | 205 | Rotate into defensive sectors |
C08772 | CR2996 | 2025-02-12 | Recovery | 117 | 591 | 4.5 | 1.5 | 911,051,048 | Utilities:11.3;Financials:10.6;Industrials:26.1;Materials:32.6;RealEstate:19.5 | US:71.2;EU:14.4;APAC:9.7;EMEA:3.7;LATAM:1.0 | CCC:8.4;B:14.6;AA:17.1;BBB:17.6;BB:25.0;AAA:17.4 | 2.15 | 63.4 | 163 | 264 | 17 | 3.5 | 20 | 55 | 30 | true | true | true | false | 0.1 | 0.97 | -0.4 | Tech:EW | Hedge | iTraxx_MAIN: +113bps notional | 1 | -10 | DealerA | Electronic | 8 | 96 | 232 | -375 | HYCap>limit | Hedge | High-yield share above policy cap | 145 | Rotate into defensive sectors |
C08773 | CR2233 | 2024-11-24 | Calm | 68 | 323 | 3.4 | 2.7 | 2,640,721,649 | Consumer:34.4;Energy:37.9;Materials:16.3;Comm:11.5 | US:62.2;EU:13.8;APAC:12.9;EMEA:6.9;LATAM:4.2 | AA:20.8;CCC:21.2;BBB:15.1;BB:17.5;AAA:12.9;A:12.4 | 0.95 | 29.7 | 278 | 132 | 16.5 | 4 | 20 | 45 | 20 | true | true | true | true | 0.34 | 0.13 | -0.27 | RealEstate:EW;Consumer:EW | Hedge | iTraxx_XOVER: +100bps notional | 11 | 5 | DealerC | RFQ | 5 | 93 | 300 | 115 | Sector>limit | Hedge | Sector concentration above limit | 118 | Tighten HY exposure bands |
C08774 | CR5722 | 2024-01-08 | Calm | 98 | 305 | 3.8 | 1.9 | 2,213,967,596 | Materials:23.5;Utilities:23.6;Tech:12.8;Financials:16.7;RealEstate:15.7;Energy:7.8 | US:54.4;EU:11.2;APAC:15.4;EMEA:10.5;LATAM:8.5 | AAA:28.3;AA:39.1;A:24.3;B:8.4 | 5.39 | 25.4 | 241 | 177 | 14.9 | 2.5 | 25 | 45 | 20 | false | true | false | true | 1.67 | -0.08 | -0.23 | Utilities:EW | Hedge | CDX_HY: +112bps notional | 14 | 35 | DealerB | DealerAxed | 8 | 85 | -9 | -287 | HYCap>limit | Hedge | High-yield share above policy cap | 133 | Rotate into defensive sectors |
C08775 | CR0763 | 2025-08-03 | Recovery | 167 | 505 | 4.5 | 0.6 | 526,203,626 | RealEstate:41.2;Healthcare:47.1;Industrials:11.7 | US:65.7;EU:16.1;APAC:10.4;EMEA:2.7;LATAM:5.2 | BBB:16.7;AAA:16.3;A:20.8;B:36.4;BB:9.8 | 5.08 | 22.1 | 128 | 219 | 16.6 | 3.5 | 35 | 55 | 30 | true | true | true | false | -0.02 | 0.55 | 0.59 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -44 | -22 | DealerC | All2All | 2 | 97 | -80 | -352 | HYCap>limit | Rotate | High-yield share above policy cap | 232 | Tighten HY exposure bands |
C08776 | CR6221 | 2025-06-08 | Recovery | 105 | 551 | 4.8 | 1.1 | 2,768,329,015 | Comm:15.0;Consumer:39.0;Industrials:16.8;Utilities:12.0;RealEstate:17.2 | US:58.3;EU:17.6;APAC:9.8;EMEA:10.4;LATAM:4.0 | B:9.1;AA:12.3;BB:13.9;AAA:13.4;BBB:27.1;A:24.3 | 0.66 | 64.5 | 127 | 403 | 13 | 2.5 | 20 | 35 | 30 | true | true | false | false | 0.82 | 1.41 | -0.35 | RealEstate:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -11 | 6 | DealerA | DealerAxed | 0 | 94 | -14 | -291 | Region>limit | Rotate | Regional concentration above limit | 149 | Reviewed by risk; hedges staggered |
C08777 | CR9069 | 2025-04-12 | Stress | 215 | 662 | 5.2 | 0.6 | 1,196,333,084 | RealEstate:40.6;Comm:46.6;Industrials:12.9 | US:60.6;EU:20.0;APAC:12.0;EMEA:4.6;LATAM:2.8 | AAA:22.9;BBB:28.2;B:17.5;A:23.4;CCC:8.0 | 3.76 | 33.5 | 213 | 425 | 16.4 | 3.5 | 30 | 55 | 30 | true | true | false | true | 2.22 | 0.98 | 0.5 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | 43 | DealerB | Electronic | 12 | 100 | -174 | -81 | VAR>budget | Reduce | Portfolio VAR above budget | 168 | Rotate into defensive sectors |
C08778 | CR0769 | 2024-01-22 | Stress | 231 | 566 | 8.1 | -1.9 | 658,819,440 | Financials:31.3;Comm:31.2;RealEstate:37.4 | US:71.9;EU:9.5;APAC:5.9;EMEA:5.7;LATAM:6.9 | AA:15.6;CCC:19.6;B:34.0;A:30.8 | 2.01 | 60.2 | 196 | 319 | 11.8 | 3.5 | 25 | 55 | 30 | true | true | true | false | 0.91 | 1.34 | 0.56 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | 33 | DealerA | DealerAxed | 0 | 85 | 216 | -272 | Region>limit | Hedge | Regional concentration above limit | 112 | Tighten HY exposure bands |
C08779 | CR3243 | 2024-08-06 | Stress | 233 | 557 | 6.7 | -1.2 | 245,338,400 | Tech:23.8;Utilities:15.4;Energy:15.5;Materials:26.3;Comm:19.0 | US:69.7;EU:13.1;APAC:9.5;EMEA:4.4;LATAM:3.3 | BBB:11.1;CCC:28.6;AA:14.6;A:23.2;BB:9.3;AAA:13.3 | 0.65 | 45.2 | 290 | 396 | 19.2 | 4 | 35 | 35 | 35 | false | true | true | true | 0.26 | 0.99 | -0.14 | Consumer:EW;Materials:EW | Hedge | CDX_HY: +145bps notional | -35 | 44 | ECN1 | RFQ | 2 | 93 | -146 | -446 | HYCap>limit | Hedge | High-yield share above policy cap | 181 | Rotate into defensive sectors |
C08780 | CR4480 | 2025-12-06 | Stress | 171 | 659 | 6.3 | -0.1 | 2,803,710,692 | Industrials:15.9;Healthcare:26.1;Energy:14.2;Utilities:15.6;Comm:14.1;Financials:14.1 | US:68.1;EU:12.5;APAC:10.8;EMEA:7.9;LATAM:0.7 | A:14.0;BBB:30.6;CCC:15.1;AAA:40.2 | 6.56 | 50.3 | 300 | 267 | 11.7 | 3.5 | 25 | 45 | 20 | true | true | false | true | 2.26 | 1.08 | -0.35 | Tech:EW | Hedge | CDX_IG: +179bps notional | -59 | 5 | DealerB | All2All | 7 | 100 | 153 | -319 | Region>limit | Reduce | Regional concentration above limit | 210 | Escalate watchlist names |
C08781 | CR5856 | 2025-05-29 | Calm | 112 | 405 | 4 | 2.3 | 2,455,121,435 | Financials:32.8;Utilities:23.8;Consumer:10.3;Materials:33.0 | US:68.2;EU:11.3;APAC:12.6;EMEA:2.8;LATAM:5.0 | AA:11.6;BB:34.6;B:11.7;BBB:13.0;A:29.2 | 0.46 | 59.6 | 143 | 211 | 15.6 | 4 | 30 | 45 | 20 | true | true | true | false | -0.1 | 0.01 | 0.26 | Energy:EW;Tech:EW | Hedge | Options_Payer: +142bps notional | -58 | 30 | ECN2 | DealerAxed | 12 | 100 | 247 | 33 | Sector>limit | Hedge | Sector concentration above limit | 123 | Tighten HY exposure bands |
C08782 | CR2821 | 2025-11-24 | Calm | 113 | 311 | 4.1 | 1.5 | 2,713,200,605 | Financials:48.3;Utilities:35.0;Materials:16.7 | US:69.0;EU:7.4;APAC:9.7;EMEA:8.2;LATAM:5.7 | AAA:15.2;CCC:14.2;AA:29.6;BB:13.5;A:24.2;B:3.3 | 1.29 | 55.7 | 246 | 498 | 13.3 | 4 | 30 | 35 | 25 | true | true | true | true | 2.2 | -0.27 | 0.26 | Healthcare:EW | Hedge | SingleName_CDS: +173bps notional | -58 | 44 | ECN1 | All2All | 7 | 98 | -119 | -184 | Region>limit | Hedge | Regional concentration above limit | 145 | Tighten HY exposure bands |
C08783 | CR5435 | 2025-03-12 | Stress | 164 | 567 | 6.5 | -0.5 | 2,508,582,666 | Materials:11.0;Utilities:14.4;RealEstate:21.4;Consumer:10.8;Energy:25.4;Healthcare:17.0 | US:64.4;EU:16.3;APAC:5.4;EMEA:7.6;LATAM:6.3 | BBB:26.4;AA:22.6;CCC:18.3;B:32.7 | 6.13 | 21.5 | 237 | 522 | 13.8 | 3 | 35 | 35 | 20 | false | true | true | true | 0.33 | 0.01 | 0.26 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | -1 | DealerA | DealerAxed | 5 | 92 | 339 | -252 | Region>limit | Hedge | Regional concentration above limit | 128 | Escalate watchlist names |
C08784 | CR0658 | 2025-01-05 | Stress | 197 | 598 | 6.5 | -1.2 | 1,991,946,081 | Healthcare:6.2;Consumer:19.5;RealEstate:13.9;Materials:18.4;Utilities:22.8;Financials:19.2 | US:64.7;EU:18.1;APAC:9.6;EMEA:4.1;LATAM:3.4 | BB:13.3;A:34.9;B:18.8;AA:33.0 | 4.6 | 29.8 | 256 | 305 | 9 | 2.5 | 25 | 45 | 35 | false | true | false | true | 1.71 | 1.51 | -0 | Comm:EW | Hedge | Options_Payer: +88bps notional | -34 | -10 | DealerA | All2All | 5 | 89 | -68 | 13 | HYCap>limit | Hedge | High-yield share above policy cap | 200 | Escalate watchlist names |
C08785 | CR2420 | 2024-08-28 | Stress | 205 | 667 | 5.4 | -0.1 | 2,047,174,417 | Materials:22.9;Energy:27.9;Financials:38.0;Tech:11.2 | US:77.9;EU:6.2;APAC:6.3;EMEA:6.6;LATAM:2.9 | B:12.7;AAA:49.9;BBB:21.8;CCC:15.6 | 0.94 | 50.4 | 300 | 539 | 13.6 | 2.5 | 20 | 35 | 20 | true | true | true | true | 1.41 | 0.65 | 0.47 | RealEstate:EW | Hedge | iTraxx_MAIN: +108bps notional | -27 | 1 | DealerA | DealerAxed | 9 | 98 | 42 | 139 | Sector>limit | Reduce | Sector concentration above limit | 90 | Defer adds pending macro print |
C08786 | CR6779 | 2025-01-23 | Stress | 193 | 791 | 5.1 | -0.8 | 134,414,417 | Utilities:35.0;Energy:18.2;Materials:46.8 | US:77.0;EU:6.6;APAC:8.8;EMEA:4.9;LATAM:2.7 | B:13.4;AA:12.0;BBB:38.6;CCC:5.6;A:30.4 | 1.96 | 44.8 | 319 | 300 | 17.4 | 4 | 30 | 35 | 20 | true | true | false | true | 0.72 | 1.13 | -0.01 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 22 | DealerB | RFQ | 6 | 99 | 284 | -286 | HYCap>limit | Hedge | High-yield share above policy cap | 228 | Rotate into defensive sectors |
C08787 | CR0682 | 2024-06-16 | Calm | 81 | 403 | 4 | 2.8 | 1,950,105,916 | Energy:25.8;Utilities:8.6;Healthcare:21.5;Consumer:29.0;Materials:15.0 | US:70.5;EU:12.0;APAC:6.9;EMEA:3.9;LATAM:6.7 | AA:17.6;CCC:16.6;BB:27.5;AAA:13.6;BBB:24.6 | 1.05 | 44.9 | 195 | 318 | 6.3 | 3 | 35 | 55 | 35 | false | true | true | false | 1.34 | 1.47 | 0.02 | Healthcare:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 25 | DealerC | All2All | 0 | 85 | 393 | -235 | Region>limit | Hedge | Regional concentration above limit | 255 | Escalate watchlist names |
C08788 | CR4823 | 2025-12-09 | Recovery | 158 | 633 | 4.8 | 1.1 | 1,685,170,581 | Industrials:23.3;Utilities:15.2;RealEstate:20.7;Comm:8.3;Consumer:21.9;Healthcare:10.6 | US:71.5;EU:9.1;APAC:4.7;EMEA:8.7;LATAM:6.0 | AAA:37.2;CCC:3.3;BBB:11.7;A:20.2;AA:21.8;B:5.7 | 0.51 | 48.7 | 278 | 463 | 4 | 2 | 20 | 45 | 20 | true | true | false | true | 1.43 | 1.2 | 0.09 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | 34 | DealerB | RFQ | 12 | 98 | -120 | -59 | Sector>limit | Reduce | Sector concentration above limit | 196 | Escalate watchlist names |
C08789 | CR5328 | 2024-04-27 | Stress | 192 | 793 | 5.4 | 0.1 | 1,005,826,283 | Utilities:14.6;Industrials:25.4;Energy:22.8;Tech:37.2 | US:66.0;EU:6.2;APAC:16.3;EMEA:9.8;LATAM:1.7 | BBB:24.6;CCC:4.1;A:28.2;AAA:11.2;AA:25.9;BB:6.2 | 5.7 | 62.4 | 328 | 597 | 16.8 | 2.5 | 35 | 35 | 30 | true | true | false | true | 0.01 | 0.33 | -0.27 | Materials:EW;Tech:EW | Hedge | Treasury_Futures: +101bps notional | -40 | 2 | ECN2 | DealerAxed | 10 | 99 | 380 | -386 | HYCap>limit | Hedge | High-yield share above policy cap | 164 | Defer adds pending macro print |
C08790 | CR6849 | 2025-07-19 | Calm | 69 | 291 | 4.1 | 2 | 2,650,353,171 | Tech:7.4;Comm:29.9;Utilities:28.9;Consumer:14.9;Industrials:18.9 | US:63.3;EU:9.8;APAC:15.1;EMEA:6.7;LATAM:5.1 | AA:34.8;BBB:14.3;A:16.1;CCC:13.7;B:21.1 | 3.91 | 47 | 122 | 305 | 10.9 | 2.5 | 20 | 35 | 25 | true | true | true | false | -0 | 0.5 | 0.55 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 44 | DealerB | Electronic | 6 | 95 | -16 | 97 | Region>limit | Rotate | Regional concentration above limit | 209 | Tighten HY exposure bands |
C08791 | CR1965 | 2025-12-15 | Stress | 166 | 719 | 7.2 | 0.2 | 1,112,830,378 | Consumer:31.5;Energy:11.4;Financials:23.5;Tech:33.6 | US:66.8;EU:13.2;APAC:11.8;EMEA:5.8;LATAM:2.4 | AA:17.6;B:35.4;BB:28.5;BBB:18.5 | 4.87 | 59.9 | 278 | 289 | 12.9 | 3.5 | 35 | 55 | 30 | false | true | true | true | 1.54 | 0.29 | -0.13 | RealEstate:EW;Tech:EW | Hedge | iTraxx_MAIN: +125bps notional | 15 | 44 | DealerB | DealerAxed | 11 | 88 | 357 | -302 | VAR>budget | Reduce | Portfolio VAR above budget | 94 | Rotate into defensive sectors |
C08792 | CR4141 | 2024-01-12 | Calm | 106 | 412 | 3.6 | 3 | 1,992,939,144 | Healthcare:21.3;Utilities:20.7;Comm:10.8;RealEstate:16.2;Tech:19.9;Consumer:11.1 | US:62.3;EU:13.2;APAC:10.3;EMEA:7.9;LATAM:6.3 | CCC:14.8;AA:16.3;BBB:13.4;AAA:31.1;B:24.4 | 1.23 | 24.8 | 226 | 446 | 3.2 | 4 | 35 | 55 | 20 | false | true | true | true | 0.04 | 0.47 | 0.49 | Tech:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 42 | DealerC | All2All | 11 | 98 | 58 | -97 | VAR>budget | Reduce | Portfolio VAR above budget | 184 | Tighten HY exposure bands |
C08793 | CR3718 | 2025-08-23 | Tightening | 114 | 355 | 3.9 | 1 | 395,135,038 | Utilities:26.5;Financials:14.3;Industrials:9.3;Tech:8.2;Consumer:24.4;Comm:17.4 | US:72.3;EU:10.4;APAC:7.8;EMEA:5.3;LATAM:4.3 | AAA:14.7;BBB:10.2;AA:19.4;A:10.8;BB:26.9;B:18.0 | 0.77 | 41.5 | 210 | 249 | 10.9 | 3 | 35 | 35 | 30 | false | true | true | true | 0.31 | 0.7 | 0.08 | Comm:EW | Hedge | Treasury_Futures: +58bps notional | -58 | 8 | DealerA | RFQ | 7 | 87 | 152 | 32 | HYCap>limit | Reduce | High-yield share above policy cap | 91 | Defer adds pending macro print |
C08794 | CR6021 | 2025-12-12 | Calm | 66 | 288 | 4.1 | 2.8 | 137,081,330 | Financials:25.0;Consumer:14.7;RealEstate:27.1;Tech:8.7;Healthcare:24.5 | US:64.0;EU:10.6;APAC:17.6;EMEA:7.2;LATAM:0.5 | BBB:12.7;BB:30.8;B:27.0;AAA:14.7;AA:14.7 | 6.06 | 51.4 | 164 | 384 | 17.1 | 3.5 | 20 | 45 | 35 | true | true | true | false | -0.39 | -0.27 | 0.56 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 3 | ECN2 | Electronic | 7 | 85 | 301 | -149 | Sector>limit | Reduce | Sector concentration above limit | 257 | Reviewed by risk; hedges staggered |
C08795 | CR6277 | 2024-08-13 | Tightening | 144 | 426 | 4.8 | 1.5 | 2,687,196,224 | Financials:31.2;Comm:50.8;Energy:18.0 | US:66.6;EU:6.1;APAC:11.2;EMEA:12.4;LATAM:3.7 | AA:22.2;A:33.9;B:15.4;BB:28.5 | 7.35 | 53.7 | 107 | 476 | 12.9 | 4 | 35 | 45 | 20 | true | true | true | false | 1.86 | 1.17 | 0.57 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -2 | -17 | DealerC | DealerAxed | 3 | 90 | 270 | -359 | Sector>limit | Reduce | Sector concentration above limit | 215 | Reviewed by risk; hedges staggered |
C08796 | CR1109 | 2025-01-29 | Tightening | 137 | 440 | 4.9 | 1.6 | 2,969,080,579 | Tech:25.8;Utilities:16.0;Energy:21.6;RealEstate:21.9;Industrials:14.7 | US:67.9;EU:13.1;APAC:8.7;EMEA:10.1;LATAM:0.1 | BB:20.9;AA:20.6;BBB:15.3;AAA:18.1;B:15.1;CCC:10.0 | 6.15 | 33.1 | 190 | 294 | 6.8 | 3.5 | 20 | 55 | 35 | true | true | true | false | 2.06 | 1.23 | -0.33 | null | Hedge | CDX_HY: +69bps notional | 18 | -2 | ECN1 | DealerAxed | 8 | 88 | 368 | 75 | Region>limit | Rotate | Regional concentration above limit | 201 | Escalate watchlist names |
C08797 | CR4734 | 2024-03-31 | Stress | 229 | 682 | 8.1 | -2 | 147,677,247 | Healthcare:23.6;Utilities:28.0;Tech:48.4 | US:67.2;EU:21.7;APAC:6.0;EMEA:4.2;LATAM:0.9 | BBB:37.4;AA:17.2;AAA:33.7;BB:11.7 | 2.54 | 22 | 278 | 627 | 19.3 | 4 | 25 | 55 | 30 | true | true | false | true | 1.99 | 1.05 | -0.13 | null | Hedge | SingleName_CDS: +91bps notional | -43 | -10 | DealerA | DealerAxed | 6 | 93 | 132 | 90 | HYCap>limit | Reduce | High-yield share above policy cap | 200 | Reviewed by risk; hedges staggered |
C08798 | CR6936 | 2025-05-25 | Tightening | 142 | 368 | 4.9 | 2 | 1,594,253,843 | Comm:31.6;Tech:27.3;Energy:16.6;Healthcare:24.5 | US:81.3;EU:5.7;APAC:6.5;EMEA:5.0;LATAM:1.5 | BB:5.8;CCC:26.5;B:22.7;AA:22.4;A:22.5 | 3.18 | 58.8 | 223 | 333 | 8.2 | 2.5 | 35 | 55 | 35 | false | true | true | true | 0.51 | 0.82 | -0.38 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | -21 | ECN2 | Electronic | 5 | 98 | 386 | 52 | HYCap>limit | Hedge | High-yield share above policy cap | 247 | Escalate watchlist names |
C08799 | CR6392 | 2025-04-19 | Calm | 97 | 407 | 3.2 | 2 | 1,602,319,506 | Comm:29.5;RealEstate:31.4;Energy:11.5;Consumer:14.2;Healthcare:13.4 | US:73.9;EU:8.9;APAC:9.7;EMEA:3.8;LATAM:3.6 | B:12.3;BB:24.7;AAA:16.7;A:23.3;BBB:16.7;CCC:6.4 | 6.73 | 41.6 | 207 | 400 | 17.2 | 2 | 20 | 55 | 20 | true | true | true | true | -0.33 | 0.83 | 0.4 | Industrials:EW | Hedge | CDX_IG: +53bps notional | -55 | 2 | ECN1 | RFQ | 11 | 88 | 212 | -136 | HYCap>limit | Hedge | High-yield share above policy cap | 243 | Tighten HY exposure bands |
C08800 | CR0918 | 2025-10-25 | Recovery | 114 | 529 | 5.1 | 2 | 451,052,317 | Consumer:16.5;Materials:10.1;Tech:25.0;Healthcare:21.4;Energy:9.2;Comm:17.8 | US:59.6;EU:15.8;APAC:15.9;EMEA:4.2;LATAM:4.5 | BB:16.7;CCC:12.3;AA:39.8;A:31.1 | 3.95 | 44.9 | 124 | 157 | 11.8 | 4 | 20 | 35 | 30 | true | true | false | false | 2.25 | -0.07 | 0.44 | RealEstate:EW | Hedge | Options_Payer: +58bps notional | -24 | 45 | DealerB | Electronic | 1 | 98 | 207 | -282 | HYCap>limit | Reduce | High-yield share above policy cap | 149 | Tighten HY exposure bands |
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