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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08801 | CR5479 | 2025-02-14 | Stress | 233 | 645 | 6.3 | 0.8 | 2,981,618,293 | Financials:21.1;Utilities:16.7;Industrials:9.1;Comm:18.8;Energy:19.6;Healthcare:14.7 | US:68.9;EU:11.2;APAC:7.4;EMEA:11.0;LATAM:1.5 | B:29.8;BBB:5.8;AA:17.2;A:18.5;BB:6.8;CCC:21.8 | 3.21 | 23.2 | 338 | 532 | 12.6 | 4 | 30 | 35 | 30 | false | true | true | true | 0.69 | 0.48 | -0.09 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 6 | 29 | DealerC | Electronic | 3 | 92 | -145 | 180 | VAR>budget | Reduce | Portfolio VAR above budget | 124 | Reviewed by risk; hedges staggered |
C08802 | CR3594 | 2024-05-14 | Stress | 196 | 710 | 5.5 | -2 | 982,250,748 | Energy:26.3;Consumer:27.9;Industrials:12.8;Financials:21.1;Comm:11.9 | US:66.3;EU:11.4;APAC:10.0;EMEA:5.5;LATAM:6.8 | CCC:11.7;A:15.3;AA:22.6;BB:50.4 | 2.39 | 51.2 | 169 | 320 | 19.9 | 4 | 35 | 45 | 30 | false | true | true | false | 0.28 | 0.4 | 0.26 | Tech:EW | Hedge | SingleName_CDS: +96bps notional | -9 | 33 | DealerC | Electronic | 10 | 87 | -220 | -438 | VAR>budget | Hedge | Portfolio VAR above budget | 133 | Defer adds pending macro print |
C08803 | CR9696 | 2024-02-18 | Calm | 91 | 366 | 3.5 | 3 | 1,054,794,388 | Financials:15.9;Energy:22.3;Healthcare:12.8;Utilities:49.0 | US:61.1;EU:6.4;APAC:15.5;EMEA:10.2;LATAM:6.7 | BBB:16.2;AA:32.1;B:10.1;BB:15.1;CCC:17.4;AAA:9.1 | 7.33 | 53 | 269 | 448 | 7 | 3 | 35 | 35 | 25 | true | true | true | true | -0.24 | 1.15 | -0.36 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | -13 | ECN2 | RFQ | 0 | 93 | 220 | 182 | Sector>limit | Hedge | Sector concentration above limit | 247 | Reviewed by risk; hedges staggered |
C08804 | CR8532 | 2025-04-01 | Tightening | 140 | 474 | 4.9 | 0.9 | 138,204,498 | Comm:15.2;Utilities:14.9;Industrials:24.1;Consumer:15.3;Energy:6.3;Financials:24.2 | US:74.9;EU:11.8;APAC:7.5;EMEA:4.3;LATAM:1.5 | BB:18.5;BBB:5.7;AAA:17.5;AA:4.6;B:36.4;A:17.3 | 1.11 | 21.9 | 236 | 185 | 17.7 | 2 | 20 | 55 | 30 | true | true | true | true | 0.19 | 1.34 | -0.11 | Consumer:EW;Tech:EW | Hedge | CDX_IG: +167bps notional | -29 | 26 | ECN1 | DealerAxed | 2 | 93 | 261 | 14 | Sector>limit | Rotate | Sector concentration above limit | 244 | Defer adds pending macro print |
C08805 | CR8202 | 2024-07-16 | Calm | 69 | 317 | 3.5 | 2.6 | 675,415,541 | Financials:17.2;Consumer:29.4;Healthcare:8.6;Industrials:33.1;Comm:11.7 | US:70.6;EU:9.0;APAC:11.6;EMEA:8.3;LATAM:0.6 | BBB:20.7;AA:29.6;AAA:18.7;A:27.4;BB:3.6 | 5.84 | 38.7 | 98 | 300 | 15.9 | 2.5 | 20 | 45 | 35 | true | true | false | false | -0.41 | 0.81 | 0.32 | Industrials:EW;Utilities:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -8 | 42 | DealerA | RFQ | 12 | 99 | 68 | -389 | Region>limit | Hedge | Regional concentration above limit | 235 | Defer adds pending macro print |
C08806 | CR9124 | 2024-03-29 | Calm | 103 | 295 | 4.4 | 1.5 | 253,450,306 | Comm:18.3;Consumer:27.8;Healthcare:10.2;Tech:27.0;Financials:16.7 | US:66.6;EU:12.2;APAC:7.6;EMEA:8.5;LATAM:5.2 | AA:38.0;CCC:18.8;AAA:29.6;B:13.6 | 3.89 | 57.2 | 197 | 373 | 17.2 | 3.5 | 35 | 35 | 35 | false | true | false | false | 0.11 | 1.78 | -0.32 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | -1 | DealerB | Electronic | 1 | 97 | 1 | 177 | HYCap>limit | Hedge | High-yield share above policy cap | 150 | Defer adds pending macro print |
C08807 | CR3093 | 2025-03-13 | Stress | 259 | 841 | 7 | -0.7 | 1,235,060,778 | Tech:43.0;Healthcare:24.1;Utilities:32.9 | US:67.8;EU:7.4;APAC:16.4;EMEA:4.1;LATAM:4.3 | AA:26.7;BBB:10.5;B:12.3;BB:18.3;AAA:22.6;CCC:9.7 | 5.6 | 45.2 | 293 | 554 | 16.4 | 3 | 35 | 55 | 20 | true | true | true | true | 0.46 | 0.45 | 0.54 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 3 | ECN1 | RFQ | 2 | 85 | 100 | 53 | Sector>limit | Reduce | Sector concentration above limit | 104 | Defer adds pending macro print |
C08808 | CR7539 | 2025-04-04 | Tightening | 107 | 382 | 4.7 | 1.7 | 1,644,152,007 | Utilities:5.0;Tech:24.7;Energy:14.5;RealEstate:18.1;Comm:19.1;Financials:18.6 | US:65.1;EU:16.8;APAC:13.6;EMEA:3.3;LATAM:1.2 | BB:33.5;BBB:8.8;AA:23.4;B:17.3;A:16.8 | 2.75 | 46.2 | 171 | 287 | 5.1 | 4 | 35 | 35 | 20 | false | true | true | false | 1.24 | 1.07 | -0.3 | Materials:EW;Industrials:EW | Hedge | Options_Payer: +81bps notional | -33 | 44 | DealerB | All2All | 6 | 90 | -82 | 76 | Sector>limit | Hedge | Sector concentration above limit | 102 | Reviewed by risk; hedges staggered |
C08809 | CR1444 | 2025-07-12 | Recovery | 164 | 624 | 5.7 | 0.6 | 1,038,533,748 | Financials:16.9;Comm:11.6;RealEstate:28.8;Energy:17.4;Consumer:25.3 | US:63.2;EU:16.1;APAC:4.7;EMEA:10.2;LATAM:5.8 | BBB:24.3;B:8.0;A:30.6;BB:15.9;AAA:13.9;CCC:7.4 | 3.02 | 26 | 161 | 120 | 12.8 | 4 | 25 | 45 | 30 | true | true | true | false | 1.33 | 0.26 | 0.07 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | -24 | ECN2 | DealerAxed | 5 | 91 | 309 | -377 | VAR>budget | Reduce | Portfolio VAR above budget | 91 | Tighten HY exposure bands |
C08810 | CR4955 | 2025-08-22 | Tightening | 124 | 374 | 4.9 | 1.3 | 2,410,146,706 | Materials:25.8;Industrials:6.5;Tech:22.8;Healthcare:27.9;Comm:17.0 | US:64.3;EU:11.0;APAC:13.2;EMEA:8.4;LATAM:3.0 | AA:19.8;CCC:25.8;AAA:31.7;A:22.7 | 3.65 | 55.1 | 250 | 496 | 14 | 2.5 | 25 | 35 | 20 | true | true | true | true | 1.89 | 1.4 | -0.34 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 3 | 27 | DealerA | All2All | 6 | 98 | -88 | -373 | Region>limit | Reduce | Regional concentration above limit | 145 | Tighten HY exposure bands |
C08811 | CR0323 | 2024-05-27 | Recovery | 160 | 494 | 4.6 | 1.4 | 1,904,570,119 | Healthcare:11.3;Tech:6.9;RealEstate:29.8;Comm:23.4;Consumer:28.5 | US:61.1;EU:6.9;APAC:17.2;EMEA:14.1;LATAM:0.6 | BB:11.0;AAA:45.9;BBB:16.4;AA:26.7 | 4.34 | 54.8 | 247 | 202 | 16.1 | 2 | 20 | 55 | 30 | true | true | false | true | 0.02 | 0.35 | -0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | -14 | ECN1 | All2All | 5 | 90 | -27 | -133 | HYCap>limit | Reduce | High-yield share above policy cap | 95 | Reviewed by risk; hedges staggered |
C08812 | CR0980 | 2025-07-25 | Recovery | 166 | 459 | 6.4 | 0.4 | 2,739,573,471 | RealEstate:10.4;Materials:23.5;Financials:24.1;Healthcare:8.6;Tech:6.3;Consumer:27.1 | US:68.4;EU:5.8;APAC:12.8;EMEA:6.4;LATAM:6.6 | CCC:18.9;AAA:13.0;B:19.6;A:18.5;BB:19.0;AA:11.1 | 5.56 | 39.2 | 129 | 429 | 16.8 | 4 | 20 | 35 | 30 | true | true | true | false | 0.9 | -0.06 | -0.06 | null | Hedge | Options_Payer: +50bps notional | -12 | 5 | DealerC | DealerAxed | 5 | 99 | -136 | -351 | HYCap>limit | Reduce | High-yield share above policy cap | 253 | Escalate watchlist names |
C08813 | CR1174 | 2024-06-06 | Calm | 101 | 387 | 3.6 | 2.5 | 1,212,517,038 | Financials:19.8;Consumer:18.3;RealEstate:5.7;Tech:16.1;Energy:20.4;Utilities:19.7 | US:56.9;EU:15.5;APAC:12.5;EMEA:11.8;LATAM:3.2 | AAA:12.7;AA:5.9;BBB:17.1;B:13.6;CCC:31.5;A:19.2 | 0.69 | 37.8 | 216 | 184 | 2.1 | 4 | 35 | 45 | 25 | false | true | true | true | 1.62 | 1.51 | 0.01 | Materials:EW;RealEstate:EW | Hedge | Treasury_Futures: +192bps notional | -6 | 35 | DealerC | RFQ | 3 | 94 | 171 | -412 | VAR>budget | Hedge | Portfolio VAR above budget | 251 | Defer adds pending macro print |
C08814 | CR1032 | 2025-09-15 | Stress | 195 | 792 | 5.9 | -0.6 | 1,939,319,041 | Industrials:14.1;Tech:18.7;Financials:14.4;Energy:16.6;Comm:17.8;Utilities:18.4 | US:68.9;EU:10.2;APAC:9.4;EMEA:8.1;LATAM:3.4 | BB:10.3;A:27.4;B:12.8;BBB:9.3;CCC:18.3;AA:21.8 | 4.36 | 46.8 | 156 | 490 | 16.8 | 4 | 20 | 55 | 25 | false | true | true | false | -0.22 | 1.56 | 0.38 | Consumer:EW;Utilities:EW | Hedge | CDX_IG: +112bps notional | -33 | 11 | DealerC | All2All | 11 | 88 | 259 | 81 | HYCap>limit | Hedge | High-yield share above policy cap | 169 | Reviewed by risk; hedges staggered |
C08815 | CR3268 | 2024-06-11 | Tightening | 122 | 383 | 4.2 | 0.6 | 1,300,722,088 | Energy:13.1;Consumer:10.8;Industrials:14.4;Materials:26.8;Healthcare:34.8 | US:68.8;EU:12.0;APAC:9.9;EMEA:8.3;LATAM:1.0 | AA:14.9;B:34.3;BB:34.5;AAA:16.3 | 5.67 | 35.7 | 228 | 177 | 17.1 | 2.5 | 30 | 45 | 35 | true | true | true | true | 2.16 | 0.91 | 0.3 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -16 | -25 | ECN2 | DealerAxed | 1 | 95 | 287 | -392 | Region>limit | Hedge | Regional concentration above limit | 253 | Rotate into defensive sectors |
C08816 | CR4302 | 2025-02-19 | Calm | 90 | 331 | 3.3 | 2.9 | 1,712,821,177 | RealEstate:29.9;Healthcare:21.9;Consumer:32.0;Tech:16.2 | US:72.6;EU:10.5;APAC:6.8;EMEA:8.9;LATAM:1.2 | A:26.5;BBB:16.9;CCC:7.8;AAA:10.2;B:20.7;AA:17.9 | 3.28 | 39.8 | 243 | 389 | 9.4 | 3.5 | 30 | 55 | 35 | true | true | false | true | 0.04 | -0.22 | -0.3 | Industrials:EW;Comm:EW | Hedge | Options_Payer: +195bps notional | -26 | -2 | ECN1 | Electronic | 8 | 96 | 39 | 120 | Sector>limit | Hedge | Sector concentration above limit | 109 | Defer adds pending macro print |
C08817 | CR2498 | 2025-03-26 | Recovery | 158 | 566 | 6.2 | -0 | 174,733,761 | Industrials:14.7;Financials:14.5;Comm:12.6;Energy:17.3;RealEstate:40.9 | US:66.7;EU:12.7;APAC:11.9;EMEA:4.7;LATAM:4.1 | AA:11.9;B:41.4;CCC:16.7;AAA:11.5;BB:18.5 | 2.15 | 41 | 95 | 193 | 3.5 | 2.5 | 25 | 45 | 25 | true | true | true | false | -0.08 | 1.77 | 0.16 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -42 | -20 | ECN1 | DealerAxed | 3 | 88 | 220 | -172 | Sector>limit | Rotate | Sector concentration above limit | 142 | Escalate watchlist names |
C08818 | CR9165 | 2024-10-19 | Tightening | 110 | 463 | 4.3 | 1.2 | 1,607,652,421 | RealEstate:28.4;Comm:36.7;Tech:34.9 | US:62.9;EU:7.1;APAC:14.4;EMEA:10.1;LATAM:5.5 | BB:20.5;B:13.9;A:21.8;BBB:21.2;AAA:14.5;AA:8.0 | 6.53 | 43.5 | 211 | 508 | 2.3 | 3.5 | 20 | 55 | 20 | true | true | true | true | 2.27 | -0.29 | 0.24 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 20 | DealerB | DealerAxed | 10 | 97 | 148 | -348 | HYCap>limit | Reduce | High-yield share above policy cap | 222 | Reviewed by risk; hedges staggered |
C08819 | CR8864 | 2024-09-09 | Calm | 69 | 382 | 3.7 | 2.7 | 508,393,112 | Industrials:41.7;Utilities:17.3;Energy:41.0 | US:64.0;EU:9.0;APAC:12.3;EMEA:9.7;LATAM:5.1 | BBB:31.3;BB:13.8;AAA:34.5;CCC:11.1;AA:9.3 | 5.47 | 60.9 | 140 | 463 | 12.5 | 3.5 | 20 | 55 | 35 | true | true | false | false | 0.31 | 0.89 | -0.37 | Industrials:EW | Hedge | iTraxx_MAIN: +115bps notional | -22 | -15 | DealerC | DealerAxed | 4 | 95 | 79 | 101 | Region>limit | Rotate | Regional concentration above limit | 218 | Escalate watchlist names |
C08820 | CR3061 | 2024-04-07 | Calm | 79 | 301 | 4.1 | 2.8 | 1,101,466,308 | Tech:10.6;Materials:6.6;Energy:20.8;RealEstate:16.8;Financials:23.3;Comm:21.9 | US:74.9;EU:5.7;APAC:10.0;EMEA:5.8;LATAM:3.6 | AAA:23.6;BB:36.1;BBB:24.7;B:15.7 | 6.74 | 64 | 230 | 335 | 11.3 | 2 | 25 | 35 | 30 | false | true | true | true | 2.47 | 1.13 | -0.29 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | -13 | DealerB | RFQ | 11 | 100 | -100 | -212 | HYCap>limit | Hedge | High-yield share above policy cap | 149 | Escalate watchlist names |
C08821 | CR0546 | 2025-01-03 | Calm | 102 | 368 | 4.1 | 2.6 | 1,843,851,026 | Energy:11.6;Financials:13.1;Healthcare:15.0;Comm:16.8;Consumer:18.2;RealEstate:25.2 | US:65.7;EU:9.4;APAC:8.9;EMEA:8.6;LATAM:7.4 | A:19.1;B:5.6;BB:20.3;AAA:17.2;AA:37.8 | 3.75 | 45.8 | 124 | 494 | 6.2 | 3 | 30 | 55 | 25 | false | true | true | false | 2.04 | 0.41 | 0.41 | null | Hedge | SingleName_CDS: +104bps notional | -29 | -13 | ECN1 | RFQ | 0 | 93 | 122 | -317 | Sector>limit | Reduce | Sector concentration above limit | 236 | Tighten HY exposure bands |
C08822 | CR3942 | 2025-03-16 | Recovery | 113 | 540 | 6.3 | 0.7 | 2,718,539,592 | Healthcare:32.9;Materials:27.9;Comm:39.2 | US:62.6;EU:15.5;APAC:11.6;EMEA:7.5;LATAM:2.7 | AAA:28.1;A:17.0;CCC:9.1;B:21.8;BBB:24.0 | 4.49 | 43.3 | 110 | 293 | 17.6 | 2.5 | 25 | 55 | 20 | true | true | true | false | 0.3 | 0.75 | 0.35 | Comm:EW | Hedge | CDX_IG: +186bps notional | -50 | 31 | DealerA | All2All | 0 | 90 | 123 | -179 | Region>limit | Hedge | Regional concentration above limit | 95 | Escalate watchlist names |
C08823 | CR4792 | 2024-04-20 | Recovery | 132 | 451 | 5.8 | 0.4 | 1,378,207,802 | Tech:32.9;Energy:15.7;Healthcare:8.6;Materials:12.0;Financials:30.8 | US:71.6;EU:7.4;APAC:5.0;EMEA:9.7;LATAM:6.3 | A:8.6;BB:23.6;B:22.0;AAA:10.3;AA:14.6;CCC:21.0 | 1.03 | 36.1 | 158 | 339 | 14.5 | 2 | 25 | 35 | 25 | true | true | true | false | 0.59 | 1.66 | 0.42 | Industrials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | -17 | DealerC | DealerAxed | 12 | 89 | 339 | 153 | VAR>budget | Hedge | Portfolio VAR above budget | 128 | Reviewed by risk; hedges staggered |
C08824 | CR4976 | 2024-05-30 | Calm | 77 | 391 | 3.4 | 2.4 | 1,556,012,451 | Industrials:22.9;Financials:24.2;Comm:21.1;Utilities:13.5;Consumer:18.3 | US:68.0;EU:16.2;APAC:5.0;EMEA:6.5;LATAM:4.3 | B:20.2;BB:18.0;CCC:16.4;BBB:13.7;AA:21.2;A:10.5 | 4.02 | 40.3 | 154 | 158 | 5.6 | 4 | 35 | 35 | 25 | false | true | true | false | -0.3 | 1.68 | 0.33 | null | Hedge | CDX_IG: +199bps notional | -3 | 6 | DealerB | All2All | 12 | 99 | 294 | 103 | VAR>budget | Reduce | Portfolio VAR above budget | 178 | Reviewed by risk; hedges staggered |
C08825 | CR8780 | 2024-03-28 | Stress | 247 | 803 | 7.6 | -1 | 2,205,654,416 | Financials:18.1;Materials:46.6;Comm:35.3 | US:61.7;EU:14.9;APAC:9.4;EMEA:7.4;LATAM:6.6 | BB:12.4;B:38.8;CCC:13.6;AA:11.8;AAA:23.4 | 5.63 | 41.5 | 191 | 524 | 15.7 | 4 | 25 | 45 | 30 | true | true | true | false | 0.05 | 0.91 | 0.43 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | 18 | ECN1 | Electronic | 8 | 97 | 353 | 169 | VAR>budget | Reduce | Portfolio VAR above budget | 240 | Reviewed by risk; hedges staggered |
C08826 | CR8747 | 2024-09-06 | Tightening | 104 | 484 | 3.9 | 0.5 | 1,713,769,704 | Financials:47.8;Industrials:19.1;Comm:14.5;Energy:18.6 | US:71.7;EU:11.5;APAC:10.2;EMEA:5.6;LATAM:1.0 | CCC:19.9;BB:8.7;A:24.5;AA:15.9;AAA:30.9 | 2.2 | 46 | 228 | 152 | 14 | 2 | 20 | 35 | 20 | true | true | true | true | 0.77 | 0.48 | 0.44 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -43 | 5 | ECN1 | Electronic | 0 | 98 | 12 | 24 | Sector>limit | Reduce | Sector concentration above limit | 198 | Reviewed by risk; hedges staggered |
C08827 | CR3042 | 2024-04-01 | Calm | 79 | 414 | 4.4 | 2 | 2,480,831,014 | Energy:12.1;Financials:13.4;Comm:16.3;Materials:30.7;Utilities:27.5 | US:65.1;EU:15.9;APAC:6.1;EMEA:8.2;LATAM:4.7 | AA:11.3;BB:12.5;A:32.7;B:7.3;BBB:18.0;AAA:18.2 | 5.68 | 24.9 | 203 | 375 | 11.8 | 3.5 | 35 | 55 | 25 | false | true | false | true | 1.26 | 0.44 | -0.21 | Utilities:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | -19 | DealerA | Electronic | 8 | 95 | -170 | -425 | VAR>budget | Reduce | Portfolio VAR above budget | 128 | Escalate watchlist names |
C08828 | CR2440 | 2025-11-18 | Recovery | 142 | 506 | 5.4 | 1.1 | 2,937,081,666 | Industrials:35.7;Financials:46.9;RealEstate:17.5 | US:65.4;EU:14.5;APAC:6.6;EMEA:9.6;LATAM:3.9 | AA:32.9;A:13.9;AAA:24.6;CCC:28.6 | 4.54 | 48.8 | 269 | 297 | 2.5 | 4 | 30 | 45 | 25 | true | true | true | true | -0.22 | -0.27 | -0.32 | null | Hedge | CDX_IG: +198bps notional | -48 | -11 | ECN1 | RFQ | 11 | 90 | 61 | -366 | HYCap>limit | Reduce | High-yield share above policy cap | 146 | Tighten HY exposure bands |
C08829 | CR3806 | 2024-11-26 | Calm | 104 | 381 | 3.6 | 2.6 | 2,170,016,550 | Consumer:22.9;Healthcare:22.2;Tech:23.1;Comm:22.4;RealEstate:9.3 | US:57.5;EU:14.8;APAC:12.7;EMEA:9.2;LATAM:5.8 | A:23.0;BBB:13.3;CCC:21.3;B:29.3;AAA:13.2 | 6.56 | 54.2 | 191 | 257 | 16.1 | 2.5 | 20 | 45 | 35 | true | true | true | false | 2.34 | 1 | 0.05 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 28 | ECN1 | All2All | 11 | 86 | 149 | -68 | Sector>limit | Hedge | Sector concentration above limit | 246 | Tighten HY exposure bands |
C08830 | CR1432 | 2025-02-02 | Stress | 159 | 758 | 7.9 | -1.6 | 2,031,203,526 | Materials:58.0;Financials:21.7;RealEstate:20.3 | US:59.5;EU:12.7;APAC:8.8;EMEA:13.8;LATAM:5.2 | AAA:18.7;CCC:31.6;BBB:23.9;BB:25.8 | 1.2 | 39.1 | 225 | 405 | 11.4 | 2.5 | 30 | 45 | 30 | true | true | true | true | 0.14 | 1.01 | 0.29 | null | Hedge | Treasury_Futures: +125bps notional | -6 | 13 | DealerB | All2All | 4 | 86 | 31 | -245 | Sector>limit | Hedge | Sector concentration above limit | 254 | Escalate watchlist names |
C08831 | CR4703 | 2024-11-25 | Stress | 149 | 579 | 6.3 | 0.3 | 2,356,972,396 | Comm:34.5;Tech:40.3;Industrials:25.2 | US:71.6;EU:6.5;APAC:10.5;EMEA:11.2;LATAM:0.2 | BBB:21.1;BB:5.5;A:34.2;CCC:7.2;AAA:32.1 | 1.57 | 43.5 | 178 | 452 | 15.2 | 2 | 20 | 35 | 30 | true | true | false | false | 0.62 | 0.67 | -0.26 | null | Hedge | Treasury_Futures: +143bps notional | 8 | -21 | ECN1 | DealerAxed | 0 | 96 | 38 | -199 | VAR>budget | Rotate | Portfolio VAR above budget | 134 | Reviewed by risk; hedges staggered |
C08832 | CR2035 | 2025-01-24 | Calm | 87 | 415 | 3.5 | 2.7 | 1,876,386,843 | Utilities:51.7;RealEstate:24.6;Energy:23.7 | US:66.3;EU:16.1;APAC:6.7;EMEA:7.1;LATAM:3.8 | AAA:32.9;B:14.5;AA:29.5;CCC:13.7;BBB:9.5 | 6.53 | 36 | 224 | 222 | 10.7 | 2.5 | 35 | 35 | 30 | true | true | false | true | 1.4 | 0.61 | 0.52 | Healthcare:EW | Hedge | Options_Payer: +126bps notional | -50 | 40 | DealerB | All2All | 7 | 90 | 46 | 86 | Sector>limit | Hedge | Sector concentration above limit | 166 | Escalate watchlist names |
C08833 | CR5551 | 2025-01-29 | Stress | 253 | 626 | 8.5 | -1.2 | 1,854,169,821 | Comm:26.3;Consumer:15.8;RealEstate:17.6;Materials:9.5;Industrials:30.8 | US:64.3;EU:18.5;APAC:11.4;EMEA:4.8;LATAM:1.0 | AA:11.6;BB:19.4;BBB:32.5;AAA:36.5 | 4.84 | 28.9 | 268 | 429 | 22.4 | 2.5 | 30 | 55 | 35 | true | true | false | true | -0.03 | 0.32 | 0.49 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | 8 | DealerA | RFQ | 9 | 94 | 42 | 158 | VAR>budget | Hedge | Portfolio VAR above budget | 207 | Rotate into defensive sectors |
C08834 | CR7727 | 2024-04-28 | Calm | 69 | 381 | 3.3 | 2.7 | 2,427,724,657 | Industrials:16.9;Energy:25.0;Materials:28.8;Consumer:29.3 | US:74.9;EU:7.5;APAC:9.8;EMEA:5.0;LATAM:2.8 | BBB:14.7;CCC:6.8;A:16.4;AA:11.4;AAA:21.6;BB:29.1 | 6.85 | 28.9 | 87 | 319 | 14.9 | 2.5 | 20 | 35 | 30 | true | true | true | false | 1.94 | -0.29 | -0.08 | Tech:EW | Hedge | CDX_IG: +155bps notional | -32 | -16 | DealerC | DealerAxed | 9 | 90 | -142 | -6 | Sector>limit | Reduce | Sector concentration above limit | 104 | Escalate watchlist names |
C08835 | CR8639 | 2024-02-15 | Recovery | 176 | 451 | 4.6 | 1.8 | 1,128,335,941 | Energy:25.1;Utilities:24.1;Financials:23.3;RealEstate:27.6 | US:62.9;EU:15.6;APAC:7.1;EMEA:8.2;LATAM:6.2 | CCC:27.1;BB:28.3;AAA:23.5;BBB:21.2 | 0.99 | 52.7 | 116 | 196 | 11.3 | 2.5 | 25 | 35 | 25 | true | true | true | false | 2.2 | -0.01 | 0.26 | Industrials:EW | Hedge | CDX_HY: +196bps notional | -5 | 33 | DealerC | Electronic | 5 | 90 | 103 | 150 | HYCap>limit | Hedge | High-yield share above policy cap | 239 | Escalate watchlist names |
C08836 | CR0119 | 2025-09-08 | Stress | 202 | 729 | 6.5 | -0.4 | 460,860,048 | Financials:38.8;Healthcare:16.4;Tech:32.7;Consumer:12.1 | US:66.1;EU:11.1;APAC:9.7;EMEA:9.3;LATAM:3.9 | CCC:10.4;BB:29.4;B:39.5;AA:20.7 | 6.81 | 47.5 | 281 | 484 | 17.5 | 2.5 | 35 | 35 | 30 | true | true | true | true | 0.28 | 1.02 | 0.57 | null | Hedge | iTraxx_MAIN: +150bps notional | -34 | -18 | ECN1 | Electronic | 4 | 92 | -34 | 41 | Region>limit | Reduce | Regional concentration above limit | 139 | Reviewed by risk; hedges staggered |
C08837 | CR2493 | 2025-05-10 | Calm | 105 | 318 | 4.4 | 1.8 | 2,133,560,336 | Tech:15.0;Materials:40.3;Utilities:44.6 | US:54.5;EU:17.8;APAC:13.8;EMEA:11.5;LATAM:2.4 | A:10.7;AAA:15.1;BBB:20.6;CCC:23.7;B:30.0 | 3.57 | 22.2 | 199 | 351 | 4.8 | 2.5 | 35 | 55 | 35 | true | false | true | false | 0.03 | 0.24 | -0.38 | null | Hedge | Treasury_Futures: +129bps notional | -43 | 42 | DealerA | Electronic | 8 | 93 | -102 | 77 | HYCap>limit | PauseAdds | High-yield share above policy cap | 127 | Rotate into defensive sectors |
C08838 | CR7286 | 2025-09-11 | Calm | 76 | 344 | 3.3 | 2.9 | 643,295,129 | RealEstate:14.4;Financials:16.1;Tech:21.2;Materials:5.9;Energy:19.7;Consumer:22.7 | US:60.6;EU:17.0;APAC:11.1;EMEA:4.9;LATAM:6.4 | BB:23.8;AAA:15.4;CCC:25.2;BBB:6.9;AA:16.5;B:12.2 | 1.15 | 47.8 | 152 | 297 | 12.4 | 2.5 | 20 | 35 | 35 | true | true | true | false | 0.67 | 1.74 | -0.2 | RealEstate:EW | Hedge | Treasury_Futures: +92bps notional | -52 | 11 | DealerB | RFQ | 11 | 90 | 3 | -375 | HYCap>limit | Hedge | High-yield share above policy cap | 126 | Defer adds pending macro print |
C08839 | CR7639 | 2025-03-30 | Calm | 105 | 292 | 3.8 | 2.6 | 1,101,028,325 | Financials:42.9;Utilities:34.5;Materials:22.6 | US:58.9;EU:18.4;APAC:6.2;EMEA:8.8;LATAM:7.7 | BB:48.9;AA:22.2;B:14.5;BBB:14.5 | 7.29 | 56 | 275 | 214 | 12.3 | 2.5 | 25 | 35 | 30 | true | true | true | true | -0.13 | 1.23 | -0.12 | Materials:EW;RealEstate:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 20 | DealerC | Electronic | 2 | 89 | 221 | 95 | HYCap>limit | Rotate | High-yield share above policy cap | 138 | Tighten HY exposure bands |
C08840 | CR9872 | 2025-09-25 | Stress | 146 | 835 | 7.9 | 0.2 | 2,118,905,473 | Utilities:23.3;Consumer:23.4;Financials:16.7;Healthcare:12.0;Energy:24.6 | US:62.2;EU:16.8;APAC:14.2;EMEA:3.5;LATAM:3.3 | CCC:25.2;BB:10.9;A:27.2;AAA:17.3;B:19.4 | 4.72 | 49 | 159 | 272 | 15.3 | 3 | 20 | 35 | 25 | true | true | true | false | 1.68 | 1.14 | -0.15 | Materials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 40 | DealerC | All2All | 2 | 90 | 335 | -365 | Sector>limit | Reduce | Sector concentration above limit | 124 | Escalate watchlist names |
C08841 | CR1186 | 2024-02-07 | Tightening | 111 | 451 | 5 | 0.9 | 122,307,889 | Financials:26.4;Healthcare:45.6;Industrials:10.4;Tech:17.6 | US:69.5;EU:16.1;APAC:8.9;EMEA:3.6;LATAM:1.9 | A:21.7;AAA:10.1;CCC:20.1;BB:29.3;B:5.2;AA:13.8 | 2.38 | 61.8 | 269 | 321 | 6.4 | 3 | 20 | 55 | 30 | true | true | true | true | 2.41 | 1.35 | -0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 0 | DealerA | All2All | 11 | 85 | 215 | 70 | HYCap>limit | Hedge | High-yield share above policy cap | 230 | Rotate into defensive sectors |
C08842 | CR0960 | 2024-03-27 | Calm | 112 | 308 | 4 | 2.4 | 1,619,059,862 | Materials:9.9;Financials:12.8;Utilities:13.0;Energy:26.9;Consumer:7.4;Comm:30.0 | US:60.3;EU:14.9;APAC:12.0;EMEA:10.3;LATAM:2.6 | AA:24.2;BBB:18.1;CCC:11.0;BB:11.4;A:22.3;AAA:13.1 | 0.85 | 37 | 100 | 306 | 4.8 | 2.5 | 20 | 45 | 25 | true | true | false | false | 1.47 | 0.19 | -0.3 | RealEstate:EW;Healthcare:EW | Hedge | CDX_HY: +120bps notional | -15 | -10 | ECN2 | DealerAxed | 3 | 87 | -104 | -379 | HYCap>limit | Hedge | High-yield share above policy cap | 170 | Rotate into defensive sectors |
C08843 | CR5980 | 2024-12-10 | Recovery | 109 | 431 | 4.8 | 1 | 348,432,045 | Materials:33.8;Consumer:32.2;Utilities:34.0 | US:67.5;EU:7.1;APAC:10.0;EMEA:15.2;LATAM:0.2 | B:11.3;AA:21.7;A:17.5;CCC:13.6;AAA:20.7;BBB:15.2 | 7.34 | 59.5 | 129 | 283 | 12 | 2 | 20 | 45 | 30 | true | true | false | false | 0.33 | 1.62 | -0.16 | RealEstate:EW | Hedge | SingleName_CDS: +111bps notional | -36 | 20 | DealerB | RFQ | 6 | 88 | -141 | -302 | HYCap>limit | Reduce | High-yield share above policy cap | 207 | Reviewed by risk; hedges staggered |
C08844 | CR1916 | 2024-09-04 | Tightening | 132 | 509 | 5 | 0.9 | 1,273,582,009 | Tech:22.3;Materials:26.9;Comm:25.9;Energy:24.9 | US:61.5;EU:19.0;APAC:13.8;EMEA:5.3;LATAM:0.4 | B:26.6;AA:22.5;CCC:14.3;A:10.8;BB:25.8 | 6.46 | 53.3 | 205 | 505 | 6 | 4 | 20 | 55 | 35 | true | true | true | true | 0.25 | 0.96 | -0.07 | Consumer:EW | Hedge | iTraxx_XOVER: +141bps notional | -17 | 15 | DealerC | All2All | 11 | 96 | -27 | -377 | Region>limit | Reduce | Regional concentration above limit | 229 | Rotate into defensive sectors |
C08845 | CR2315 | 2024-03-11 | Calm | 119 | 377 | 4.4 | 2.3 | 815,126,124 | Consumer:26.0;Utilities:13.5;Energy:22.2;Financials:15.3;Materials:16.8;Comm:6.2 | US:70.4;EU:12.8;APAC:12.0;EMEA:4.1;LATAM:0.7 | BB:11.1;BBB:13.5;CCC:18.1;B:24.0;AA:17.4;AAA:16.0 | 3.53 | 60.1 | 99 | 232 | 5.1 | 2.5 | 20 | 45 | 35 | true | true | true | false | 1.93 | 1.74 | -0.04 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 17 | DealerC | RFQ | 10 | 98 | -19 | -410 | Region>limit | Hedge | Regional concentration above limit | 238 | Tighten HY exposure bands |
C08846 | CR8592 | 2025-06-07 | Tightening | 92 | 514 | 4.6 | 0.5 | 2,969,940,254 | Financials:20.2;Comm:15.0;RealEstate:19.0;Consumer:18.5;Industrials:6.8;Healthcare:20.4 | US:61.9;EU:16.9;APAC:7.9;EMEA:8.9;LATAM:4.3 | BB:41.8;AAA:18.5;BBB:22.3;AA:17.4 | 3.18 | 58.7 | 93 | 391 | 12.5 | 2 | 30 | 45 | 30 | false | true | true | false | 2.31 | 1.01 | -0.35 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | -14 | DealerA | RFQ | 10 | 99 | -28 | 64 | HYCap>limit | Reduce | High-yield share above policy cap | 119 | Tighten HY exposure bands |
C08847 | CR0800 | 2024-05-25 | Calm | 66 | 288 | 3.5 | 1.9 | 174,665,850 | Financials:52.2;Healthcare:12.2;Tech:35.6 | US:66.2;EU:11.0;APAC:12.4;EMEA:7.0;LATAM:3.4 | AA:36.3;BBB:10.4;BB:14.8;B:38.4 | 4.06 | 61.8 | 127 | 329 | 15.2 | 3 | 25 | 35 | 25 | true | true | true | false | -0.24 | -0.26 | 0.09 | Utilities:EW;Industrials:EW | Hedge | CDX_IG: +107bps notional | -11 | 2 | ECN2 | DealerAxed | 1 | 90 | -68 | -299 | Sector>limit | Hedge | Sector concentration above limit | 102 | Escalate watchlist names |
C08848 | CR0044 | 2024-02-10 | Tightening | 132 | 420 | 4 | 1.7 | 1,209,251,402 | Tech:19.3;Utilities:17.8;Energy:11.0;Materials:19.4;Healthcare:32.5 | US:67.7;EU:15.1;APAC:12.0;EMEA:2.8;LATAM:2.3 | CCC:14.1;BB:19.8;A:12.1;AAA:12.2;BBB:12.6;B:29.2 | 3.59 | 55.5 | 211 | 483 | 9.7 | 4 | 35 | 55 | 20 | false | true | true | true | 2.26 | 0.84 | 0.55 | RealEstate:EW | Hedge | iTraxx_MAIN: +124bps notional | -27 | 18 | ECN1 | Electronic | 7 | 97 | -58 | -172 | HYCap>limit | Reduce | High-yield share above policy cap | 142 | Defer adds pending macro print |
C08849 | CR3666 | 2025-01-14 | Calm | 97 | 312 | 4.3 | 1.7 | 1,296,022,235 | Tech:28.2;Materials:19.1;Industrials:9.2;RealEstate:14.8;Healthcare:14.3;Utilities:14.4 | US:62.0;EU:14.9;APAC:8.2;EMEA:13.2;LATAM:1.7 | B:33.5;AAA:13.3;BBB:15.7;A:10.8;AA:26.6 | 6.56 | 38.7 | 244 | 436 | 8.5 | 4 | 20 | 45 | 25 | true | true | true | true | 0.7 | 1.05 | 0.53 | Utilities:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 20 | DealerA | Electronic | 2 | 86 | 254 | 120 | Sector>limit | Rotate | Sector concentration above limit | 251 | Reviewed by risk; hedges staggered |
C08850 | CR4154 | 2024-07-28 | Stress | 146 | 579 | 8 | -0.7 | 651,151,491 | Tech:8.7;Utilities:13.3;Comm:16.7;Financials:15.1;Healthcare:15.3;Industrials:30.9 | US:68.1;EU:9.2;APAC:6.3;EMEA:11.4;LATAM:4.9 | AAA:29.0;AA:18.6;B:27.1;CCC:9.9;BBB:15.4 | 6.85 | 21.9 | 244 | 262 | 10.1 | 3 | 20 | 35 | 25 | true | true | true | true | 1.17 | -0.01 | -0.16 | Utilities:EW | Hedge | SingleName_CDS: +158bps notional | 10 | -9 | DealerC | All2All | 6 | 96 | -143 | 34 | HYCap>limit | Hedge | High-yield share above policy cap | 205 | Escalate watchlist names |
C08851 | CR5468 | 2025-10-08 | Calm | 115 | 315 | 4.1 | 2.5 | 902,773,702 | Materials:35.5;Utilities:23.7;RealEstate:40.9 | US:71.7;EU:8.3;APAC:12.7;EMEA:5.7;LATAM:1.6 | A:10.1;CCC:4.7;BB:14.7;B:11.4;AA:32.0;BBB:27.1 | 4.83 | 44.2 | 110 | 131 | 6.5 | 4 | 35 | 45 | 30 | true | true | true | false | -0.28 | 1.07 | -0.32 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 14 | DealerB | All2All | 12 | 90 | 105 | -280 | Sector>limit | Reduce | Sector concentration above limit | 124 | Reviewed by risk; hedges staggered |
C08852 | CR4666 | 2025-12-11 | Calm | 103 | 281 | 3.9 | 2.1 | 1,225,656,573 | Materials:30.4;Energy:14.5;Comm:55.2 | US:66.9;EU:9.8;APAC:7.3;EMEA:8.9;LATAM:7.1 | BB:7.6;CCC:12.8;AA:29.4;AAA:18.4;A:10.6;BBB:21.2 | 2.93 | 36.8 | 159 | 367 | 17.7 | 2 | 25 | 45 | 35 | true | true | false | false | 1.24 | 1.13 | 0.3 | Tech:EW;Financials:EW | Hedge | CDX_IG: +184bps notional | -55 | 20 | ECN2 | All2All | 12 | 88 | 312 | 74 | HYCap>limit | PauseAdds | High-yield share above policy cap | 140 | Reviewed by risk; hedges staggered |
C08853 | CR7370 | 2025-06-22 | Calm | 80 | 417 | 3.8 | 2.2 | 2,988,581,670 | RealEstate:13.7;Materials:21.5;Financials:24.0;Tech:22.1;Comm:18.8 | US:59.1;EU:22.5;APAC:7.0;EMEA:9.8;LATAM:1.6 | CCC:21.6;AAA:11.4;BBB:6.8;BB:30.3;A:20.8;B:9.1 | 3.4 | 48.7 | 210 | 509 | 12.7 | 2 | 35 | 35 | 25 | false | true | true | true | 1.54 | 0.76 | -0.38 | null | Hedge | CDX_IG: +140bps notional | -6 | 18 | DealerB | DealerAxed | 2 | 95 | -103 | -203 | HYCap>limit | Hedge | High-yield share above policy cap | 103 | Reviewed by risk; hedges staggered |
C08854 | CR9219 | 2024-06-05 | Recovery | 152 | 463 | 4.8 | -0.4 | 263,665,016 | Healthcare:6.4;Comm:17.2;Utilities:9.6;Financials:25.3;Materials:14.7;RealEstate:26.9 | US:65.4;EU:14.5;APAC:12.0;EMEA:4.9;LATAM:3.3 | A:7.6;CCC:12.0;AA:21.9;B:8.7;BB:39.0;BBB:10.7 | 3.11 | 32.1 | 141 | 289 | 11.9 | 2 | 25 | 35 | 25 | true | true | true | false | 2.31 | 1.17 | -0.27 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -15 | 4 | DealerB | RFQ | 6 | 90 | 324 | 139 | VAR>budget | PauseAdds | Portfolio VAR above budget | 136 | Rotate into defensive sectors |
C08855 | CR6016 | 2025-03-09 | Tightening | 109 | 423 | 4 | 1.3 | 1,264,101,223 | Tech:6.2;Healthcare:23.7;Comm:24.9;Utilities:19.1;Materials:26.0 | US:60.0;EU:17.7;APAC:10.8;EMEA:8.1;LATAM:3.4 | AAA:20.0;BBB:19.1;B:32.9;BB:14.0;CCC:14.1 | 6.18 | 20.2 | 170 | 320 | 16.7 | 3 | 35 | 55 | 30 | false | true | true | false | 1.38 | 0.3 | 0.55 | Tech:EW;Materials:EW | Hedge | CDX_HY: +98bps notional | -11 | -7 | ECN1 | RFQ | 0 | 85 | 97 | -101 | VAR>budget | Hedge | Portfolio VAR above budget | 232 | Tighten HY exposure bands |
C08856 | CR5638 | 2025-07-14 | Calm | 81 | 413 | 3.3 | 2.9 | 1,883,450,014 | Industrials:12.8;Materials:33.6;Comm:33.6;Utilities:12.9;Healthcare:7.1 | US:67.6;EU:10.7;APAC:6.8;EMEA:10.1;LATAM:4.8 | B:16.3;BBB:19.2;A:20.0;AAA:44.4 | 1.77 | 57.3 | 141 | 265 | 7.9 | 3 | 25 | 55 | 25 | true | true | false | false | 2.47 | 0.72 | 0.03 | Healthcare:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 30 | DealerC | All2All | 3 | 91 | 129 | -260 | HYCap>limit | Reduce | High-yield share above policy cap | 186 | Reviewed by risk; hedges staggered |
C08857 | CR5465 | 2024-04-30 | Calm | 75 | 350 | 3.5 | 2.3 | 2,398,765,681 | Energy:12.4;Tech:25.2;Materials:23.3;Healthcare:9.2;RealEstate:12.1;Financials:17.8 | US:65.1;EU:6.6;APAC:15.2;EMEA:10.7;LATAM:2.3 | AA:13.0;BBB:16.0;BB:20.2;CCC:30.2;A:20.6 | 3.51 | 32.7 | 155 | 228 | 7.9 | 3 | 20 | 35 | 25 | true | true | true | false | 0.03 | 1.17 | 0.38 | RealEstate:EW;Energy:EW | Hedge | iTraxx_XOVER: +117bps notional | -43 | 8 | DealerA | RFQ | 12 | 100 | -15 | -409 | Sector>limit | Rotate | Sector concentration above limit | 256 | Reviewed by risk; hedges staggered |
C08858 | CR3665 | 2025-05-28 | Stress | 171 | 552 | 5.4 | 0.7 | 2,394,091,259 | Utilities:24.6;Materials:20.1;Consumer:26.7;Tech:28.6 | US:65.7;EU:16.8;APAC:8.1;EMEA:5.0;LATAM:4.4 | B:14.6;BB:18.8;CCC:17.1;A:15.2;AA:34.3 | 3.59 | 60.2 | 186 | 627 | 12.8 | 3.5 | 30 | 45 | 35 | false | true | true | false | 1.12 | 0.35 | 0.48 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -30 | -8 | ECN2 | RFQ | 3 | 94 | 419 | -433 | HYCap>limit | Reduce | High-yield share above policy cap | 184 | Rotate into defensive sectors |
C08859 | CR7440 | 2025-04-07 | Tightening | 138 | 494 | 3.9 | 0.6 | 734,225,460 | Tech:32.0;Healthcare:37.1;Comm:30.9 | US:65.0;EU:9.3;APAC:10.3;EMEA:9.3;LATAM:6.0 | BBB:13.2;B:32.1;CCC:21.0;A:25.5;AAA:8.1 | 3.51 | 44.4 | 225 | 131 | 7.9 | 3.5 | 30 | 55 | 30 | true | true | true | true | -0.05 | 1.11 | 0.59 | null | Hedge | CDX_HY: +164bps notional | -50 | 38 | DealerA | All2All | 8 | 99 | 17 | -108 | Sector>limit | Rotate | Sector concentration above limit | 175 | Reviewed by risk; hedges staggered |
C08860 | CR8428 | 2024-11-24 | Stress | 175 | 582 | 6.6 | -1 | 2,079,104,839 | Tech:15.1;Utilities:30.8;Comm:29.4;Energy:24.8 | US:71.9;EU:8.1;APAC:8.9;EMEA:7.0;LATAM:4.2 | BBB:30.8;A:21.5;CCC:30.2;BB:17.4 | 2.13 | 36.1 | 190 | 519 | 13.9 | 2.5 | 35 | 35 | 35 | false | true | true | false | 0.35 | -0.17 | 0.06 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -7 | 44 | DealerB | DealerAxed | 11 | 94 | 61 | -54 | VAR>budget | PauseAdds | Portfolio VAR above budget | 180 | Defer adds pending macro print |
C08861 | CR9653 | 2024-05-06 | Calm | 78 | 313 | 3.2 | 2.2 | 1,075,096,665 | Consumer:45.5;Healthcare:37.0;Energy:17.5 | US:74.8;EU:5.2;APAC:10.0;EMEA:10.0;LATAM:0.0 | BBB:15.3;AAA:32.1;BB:27.0;B:25.6 | 5.1 | 29.3 | 225 | 353 | 15.1 | 2 | 20 | 55 | 35 | true | true | true | true | 2.24 | 0.29 | 0.39 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 38 | DealerC | RFQ | 10 | 85 | -132 | -362 | VAR>budget | Hedge | Portfolio VAR above budget | 182 | Tighten HY exposure bands |
C08862 | CR3641 | 2025-06-11 | Recovery | 113 | 461 | 5.4 | 0.4 | 751,482,071 | Industrials:20.9;Healthcare:52.3;Energy:26.8 | US:67.1;EU:13.9;APAC:9.5;EMEA:7.2;LATAM:2.2 | BBB:10.7;CCC:7.3;B:35.2;AAA:16.2;A:15.2;AA:15.4 | 4.53 | 51.7 | 190 | 335 | 7.3 | 2 | 25 | 55 | 25 | true | true | true | false | 1.33 | -0.01 | 0.15 | Materials:EW | Hedge | CDX_IG: +117bps notional | -45 | 43 | DealerA | Electronic | 2 | 97 | 336 | -67 | Sector>limit | Reduce | Sector concentration above limit | 225 | Tighten HY exposure bands |
C08863 | CR5458 | 2024-09-24 | Stress | 233 | 712 | 6.6 | -0.3 | 1,977,869,387 | Financials:8.7;Utilities:15.6;Energy:8.0;Industrials:33.4;Materials:34.3 | US:75.6;EU:8.0;APAC:9.6;EMEA:3.4;LATAM:3.4 | A:29.2;CCC:22.9;B:19.6;AA:28.3 | 4.31 | 37.9 | 251 | 354 | 15.8 | 4 | 20 | 55 | 25 | true | true | true | true | 1.85 | 0.01 | -0.12 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -20 | 14 | DealerC | All2All | 2 | 91 | 131 | -302 | HYCap>limit | Rotate | High-yield share above policy cap | 134 | Rotate into defensive sectors |
C08864 | CR7316 | 2025-11-12 | Stress | 151 | 550 | 6 | -1.4 | 1,973,698,716 | RealEstate:17.6;Consumer:33.3;Utilities:17.1;Comm:19.3;Healthcare:12.6 | US:63.2;EU:10.2;APAC:13.3;EMEA:9.5;LATAM:3.8 | AAA:14.0;BB:18.0;CCC:8.6;B:38.9;BBB:11.4;A:9.2 | 6.77 | 47.9 | 239 | 454 | 8.3 | 2 | 35 | 45 | 20 | false | true | true | true | -0.29 | 0.07 | 0.04 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -3 | DealerB | DealerAxed | 11 | 99 | 7 | -25 | HYCap>limit | Hedge | High-yield share above policy cap | 144 | Defer adds pending macro print |
C08865 | CR4716 | 2024-05-23 | Calm | 77 | 378 | 4.4 | 2.3 | 330,057,884 | Financials:10.3;Industrials:16.4;Healthcare:23.4;Utilities:7.8;Comm:20.3;Consumer:21.8 | US:74.6;EU:6.2;APAC:11.9;EMEA:4.1;LATAM:3.3 | AA:26.5;CCC:17.9;A:36.8;B:18.8 | 3.85 | 27.5 | 178 | 436 | 13.3 | 4 | 35 | 45 | 25 | false | true | true | false | 1.74 | 0.71 | 0.46 | Comm:EW;Utilities:EW | Hedge | SingleName_CDS: +120bps notional | 5 | 10 | DealerC | All2All | 12 | 97 | -78 | -388 | HYCap>limit | Reduce | High-yield share above policy cap | 147 | Escalate watchlist names |
C08866 | CR5253 | 2025-04-10 | Recovery | 144 | 480 | 4.7 | 0.2 | 800,527,147 | Healthcare:40.0;Consumer:27.6;Materials:32.5 | US:57.6;EU:21.1;APAC:10.8;EMEA:5.7;LATAM:4.8 | AA:13.7;A:21.6;BB:13.5;B:30.7;CCC:20.6 | 2.87 | 56.8 | 245 | 331 | 9.9 | 3 | 20 | 55 | 25 | true | true | true | true | 0.54 | 1.61 | -0.15 | Financials:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 40 | ECN2 | Electronic | 11 | 88 | 254 | -239 | VAR>budget | Hedge | Portfolio VAR above budget | 174 | Tighten HY exposure bands |
C08867 | CR7328 | 2025-06-04 | Tightening | 141 | 357 | 4.9 | 1.7 | 525,511,536 | RealEstate:31.3;Tech:31.0;Financials:28.4;Materials:9.4 | US:69.0;EU:7.4;APAC:5.2;EMEA:11.9;LATAM:6.6 | BB:11.7;AA:32.6;AAA:49.3;B:6.4 | 7.41 | 36.3 | 140 | 155 | 2.8 | 4 | 20 | 55 | 35 | true | true | false | false | 1.63 | 1.18 | 0.36 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | -17 | DealerA | Electronic | 4 | 86 | 122 | -312 | HYCap>limit | Hedge | High-yield share above policy cap | 191 | Defer adds pending macro print |
C08868 | CR8239 | 2024-01-09 | Stress | 254 | 706 | 5.1 | 0.3 | 288,124,252 | Financials:23.7;Healthcare:34.7;Materials:41.6 | US:56.6;EU:16.4;APAC:15.4;EMEA:4.8;LATAM:6.7 | AA:16.0;AAA:34.3;BBB:12.5;B:14.1;BB:17.1;CCC:6.1 | 6.37 | 20.6 | 142 | 443 | 13.2 | 3.5 | 35 | 35 | 30 | true | true | true | false | 1 | 0.48 | -0.13 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -43 | -4 | DealerA | DealerAxed | 7 | 92 | -89 | 32 | HYCap>limit | Rotate | High-yield share above policy cap | 250 | Rotate into defensive sectors |
C08869 | CR9399 | 2025-03-27 | Stress | 188 | 795 | 8.2 | -0.9 | 1,155,528,637 | Materials:7.6;Energy:25.7;Utilities:20.8;RealEstate:22.3;Consumer:6.5;Financials:17.1 | US:63.9;EU:16.8;APAC:12.3;EMEA:3.1;LATAM:4.0 | B:26.4;BB:10.9;AA:9.6;BBB:23.6;CCC:15.5;A:14.1 | 2.37 | 37.8 | 209 | 557 | 20 | 4 | 20 | 55 | 20 | true | true | true | true | 0.01 | 1.51 | 0.24 | Comm:EW;Industrials:EW;Consumer:EW | Hedge | iTraxx_MAIN: +173bps notional | -53 | 15 | ECN2 | DealerAxed | 5 | 89 | 225 | 79 | HYCap>limit | Reduce | High-yield share above policy cap | 229 | Reviewed by risk; hedges staggered |
C08870 | CR9535 | 2025-09-27 | Calm | 73 | 398 | 3.3 | 1.7 | 871,940,869 | Utilities:19.7;Consumer:46.6;Industrials:33.7 | US:70.0;EU:13.5;APAC:7.1;EMEA:8.8;LATAM:0.6 | BBB:14.1;AA:20.8;B:16.6;CCC:21.8;BB:26.8 | 4.05 | 30.2 | 100 | 411 | 6.9 | 3.5 | 35 | 35 | 35 | true | true | true | false | -0.33 | 0.77 | 0.14 | Comm:EW | Hedge | CDX_IG: +148bps notional | -57 | -4 | DealerC | Electronic | 0 | 90 | -49 | 126 | VAR>budget | Hedge | Portfolio VAR above budget | 152 | Escalate watchlist names |
C08871 | CR2464 | 2025-08-12 | Tightening | 130 | 518 | 4.9 | 1.1 | 879,247,761 | Utilities:15.7;Energy:11.9;Consumer:22.9;Tech:15.7;Industrials:33.8 | US:57.5;EU:17.0;APAC:7.5;EMEA:10.5;LATAM:7.4 | BBB:46.1;BB:10.8;B:12.5;AAA:30.6 | 7.29 | 39.7 | 152 | 194 | 9 | 2 | 25 | 55 | 35 | true | true | false | false | 2.45 | 0.3 | 0.21 | Materials:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 41 | DealerA | All2All | 7 | 98 | 390 | -361 | Sector>limit | Hedge | Sector concentration above limit | 246 | Reviewed by risk; hedges staggered |
C08872 | CR3563 | 2024-12-04 | Stress | 212 | 717 | 7.9 | -0.2 | 705,020,256 | Financials:14.3;Comm:22.0;Healthcare:19.6;Tech:9.7;Industrials:34.4 | US:64.9;EU:10.3;APAC:12.0;EMEA:4.5;LATAM:8.4 | AA:20.1;A:29.6;BBB:12.5;B:13.7;AAA:20.0;BB:4.0 | 3.39 | 24 | 203 | 439 | 15.3 | 2.5 | 20 | 45 | 25 | true | true | false | true | 1.17 | 1.14 | 0.28 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 13 | ECN1 | All2All | 10 | 93 | 205 | -175 | HYCap>limit | Rotate | High-yield share above policy cap | 159 | Reviewed by risk; hedges staggered |
C08873 | CR4691 | 2024-11-07 | Calm | 77 | 327 | 3.3 | 2.3 | 2,416,024,953 | Financials:41.8;Tech:19.5;Materials:38.7 | US:67.3;EU:6.8;APAC:5.9;EMEA:12.6;LATAM:7.3 | B:22.1;CCC:30.3;BB:23.0;A:17.8;BBB:6.8 | 6.03 | 32.4 | 217 | 311 | 13.6 | 2 | 30 | 45 | 20 | true | true | true | true | 2.32 | -0.06 | 0.57 | Healthcare:EW;Financials:EW | Hedge | CDX_IG: +147bps notional | -19 | 10 | ECN1 | Electronic | 8 | 86 | -65 | 39 | HYCap>limit | Reduce | High-yield share above policy cap | 148 | Escalate watchlist names |
C08874 | CR5594 | 2025-12-06 | Calm | 104 | 302 | 3.8 | 2.4 | 2,533,261,402 | Industrials:13.1;Energy:14.0;Financials:31.6;Healthcare:17.5;Utilities:23.7 | US:62.3;EU:11.8;APAC:10.0;EMEA:9.6;LATAM:6.4 | BB:10.7;AA:19.4;A:22.0;CCC:8.9;B:14.4;BBB:24.6 | 5.53 | 27.6 | 239 | 157 | 16.2 | 3 | 35 | 45 | 30 | false | true | true | true | 1.24 | 1.35 | 0.18 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | -21 | DealerA | RFQ | 4 | 92 | 312 | 75 | VAR>budget | Rotate | Portfolio VAR above budget | 158 | Reviewed by risk; hedges staggered |
C08875 | CR1006 | 2024-02-23 | Recovery | 102 | 503 | 5.2 | 1.4 | 517,144,980 | Energy:36.6;Materials:34.2;Financials:29.3 | US:67.0;EU:13.9;APAC:7.2;EMEA:8.9;LATAM:3.0 | CCC:20.3;BB:37.4;B:19.8;A:22.6 | 3.43 | 23.2 | 181 | 388 | 5 | 3 | 20 | 45 | 20 | true | true | true | false | 0.14 | 0.39 | -0.38 | Financials:EW;Energy:EW | Hedge | Options_Payer: +197bps notional | -41 | -17 | ECN2 | RFQ | 7 | 96 | 301 | -115 | Sector>limit | Hedge | Sector concentration above limit | 246 | Rotate into defensive sectors |
C08876 | CR5687 | 2025-01-10 | Calm | 99 | 371 | 4.4 | 2.8 | 995,293,285 | Financials:28.1;Utilities:56.9;Materials:15.0 | US:63.4;EU:13.6;APAC:11.6;EMEA:6.4;LATAM:5.1 | CCC:9.1;AA:33.7;B:8.0;A:49.2 | 3.4 | 59.3 | 208 | 465 | 2.1 | 2 | 25 | 55 | 35 | true | true | false | true | 1.15 | 0.82 | -0.18 | Industrials:EW | Hedge | iTraxx_MAIN: +72bps notional | 15 | 22 | DealerB | Electronic | 11 | 98 | 203 | -417 | Region>limit | Hedge | Regional concentration above limit | 145 | Rotate into defensive sectors |
C08877 | CR7078 | 2024-06-08 | Calm | 104 | 393 | 3.6 | 1.8 | 843,311,339 | RealEstate:23.7;Tech:14.6;Energy:42.3;Materials:19.4 | US:64.6;EU:11.8;APAC:6.7;EMEA:11.9;LATAM:4.9 | A:23.8;BB:25.2;B:39.4;BBB:11.6 | 7.12 | 28.7 | 221 | 517 | 7.9 | 2 | 20 | 55 | 25 | true | true | true | true | 2.3 | 0.62 | -0.14 | null | Hedge | CDX_IG: +62bps notional | -27 | 16 | ECN2 | RFQ | 0 | 88 | -134 | -265 | VAR>budget | PauseAdds | Portfolio VAR above budget | 235 | Reviewed by risk; hedges staggered |
C08878 | CR0836 | 2025-01-13 | Stress | 230 | 576 | 7.4 | -1.8 | 859,762,229 | Comm:27.7;Utilities:31.0;Materials:9.2;RealEstate:12.2;Tech:19.9 | US:66.1;EU:12.5;APAC:12.8;EMEA:4.6;LATAM:4.0 | BBB:8.4;AAA:15.6;AA:21.7;B:24.9;CCC:7.1;A:22.3 | 0.89 | 56.5 | 219 | 506 | 7.3 | 3 | 30 | 35 | 35 | true | true | false | true | 0.27 | 0.68 | 0.06 | Tech:EW | Hedge | CDX_IG: +161bps notional | -10 | 7 | DealerC | All2All | 9 | 94 | 358 | -76 | Region>limit | Rotate | Regional concentration above limit | 114 | Reviewed by risk; hedges staggered |
C08879 | CR6342 | 2024-10-31 | Calm | 113 | 328 | 3.7 | 2.4 | 1,343,113,678 | Consumer:11.4;Comm:19.9;Financials:10.8;RealEstate:40.1;Industrials:17.8 | US:69.2;EU:10.3;APAC:14.1;EMEA:6.3;LATAM:0.0 | BBB:22.3;CCC:18.2;AAA:37.3;BB:12.4;B:9.9 | 1.24 | 41.6 | 250 | 168 | 15.7 | 2.5 | 30 | 35 | 25 | true | true | true | true | -0.39 | 1.48 | 0.51 | Utilities:EW;Financials:EW;Tech:EW | Hedge | Options_Payer: +92bps notional | 0 | 41 | DealerC | All2All | 0 | 91 | -33 | -95 | Sector>limit | Hedge | Sector concentration above limit | 235 | Tighten HY exposure bands |
C08880 | CR0214 | 2025-08-07 | Recovery | 125 | 573 | 6.3 | 0.2 | 874,164,440 | Industrials:18.8;Comm:22.5;Financials:32.8;Materials:25.9 | US:61.0;EU:14.1;APAC:12.0;EMEA:6.0;LATAM:6.8 | AAA:12.1;BBB:18.2;B:20.9;CCC:31.7;A:17.1 | 1.67 | 57.7 | 219 | 505 | 17.1 | 3.5 | 30 | 45 | 35 | true | true | true | true | 2.16 | 1.22 | -0.32 | null | Hedge | iTraxx_MAIN: +120bps notional | 14 | -15 | DealerC | Electronic | 3 | 86 | 312 | 175 | HYCap>limit | Hedge | High-yield share above policy cap | 221 | Reviewed by risk; hedges staggered |
C08881 | CR9499 | 2025-06-04 | Stress | 242 | 762 | 5.4 | -0.7 | 1,998,674,340 | Comm:17.3;Energy:20.1;Tech:17.4;RealEstate:9.9;Industrials:18.9;Healthcare:16.5 | US:67.9;EU:7.7;APAC:10.9;EMEA:7.9;LATAM:5.6 | AAA:22.1;CCC:20.3;AA:13.5;A:24.0;BB:7.8;B:12.4 | 7.02 | 27.7 | 288 | 689 | 15.7 | 4 | 30 | 55 | 35 | false | true | true | true | 0.95 | 1.51 | 0.15 | null | Hedge | Treasury_Futures: +63bps notional | -56 | -20 | DealerC | Electronic | 6 | 95 | 28 | 16 | HYCap>limit | Reduce | High-yield share above policy cap | 201 | Escalate watchlist names |
C08882 | CR1293 | 2025-03-24 | Stress | 167 | 825 | 6.9 | -1.6 | 2,540,201,919 | Healthcare:21.9;Materials:61.4;Comm:16.7 | US:72.0;EU:6.4;APAC:7.9;EMEA:8.0;LATAM:5.8 | B:2.5;AAA:13.6;AA:24.8;A:29.8;BBB:20.6;BB:8.7 | 2.17 | 31.6 | 313 | 433 | 14 | 3 | 30 | 45 | 25 | true | true | false | true | 1.69 | 1.28 | -0.17 | null | Hedge | SingleName_CDS: +118bps notional | 6 | -2 | DealerA | All2All | 7 | 93 | 410 | 183 | Sector>limit | Rotate | Sector concentration above limit | 197 | Defer adds pending macro print |
C08883 | CR3011 | 2024-05-13 | Tightening | 130 | 497 | 4.7 | 1.4 | 1,807,740,263 | Materials:26.7;Utilities:34.3;RealEstate:12.8;Consumer:26.2 | US:53.9;EU:20.2;APAC:10.0;EMEA:12.7;LATAM:3.3 | A:14.8;AA:23.9;BB:29.9;CCC:31.4 | 2.15 | 52.7 | 135 | 351 | 2.9 | 2 | 20 | 45 | 35 | true | true | true | false | 0.76 | 0.26 | -0.15 | Consumer:EW | Hedge | CDX_HY: +119bps notional | 16 | 20 | DealerB | RFQ | 5 | 85 | -200 | -416 | Region>limit | Hedge | Regional concentration above limit | 124 | Escalate watchlist names |
C08884 | CR2696 | 2025-02-12 | Stress | 229 | 820 | 5.2 | -1 | 491,667,135 | Healthcare:7.1;Financials:29.0;Consumer:12.7;Comm:23.2;Utilities:14.3;RealEstate:13.8 | US:67.2;EU:12.6;APAC:6.0;EMEA:10.0;LATAM:4.2 | CCC:18.4;AAA:13.4;B:27.7;BB:24.0;BBB:16.5 | 5.31 | 27 | 298 | 467 | 15.1 | 4 | 20 | 45 | 35 | true | true | true | true | -0.45 | 0.39 | -0.1 | null | Hedge | iTraxx_XOVER: +63bps notional | -38 | -1 | DealerC | DealerAxed | 3 | 92 | 148 | -3 | Sector>limit | Reduce | Sector concentration above limit | 150 | Reviewed by risk; hedges staggered |
C08885 | CR4697 | 2024-09-11 | Calm | 93 | 311 | 3.3 | 2.1 | 239,689,058 | Healthcare:24.4;Comm:18.6;Materials:57.0 | US:63.0;EU:9.2;APAC:12.7;EMEA:10.7;LATAM:4.4 | A:22.4;BB:4.0;B:14.1;AAA:30.5;AA:18.3;CCC:10.7 | 2.76 | 48.1 | 121 | 493 | 9.2 | 4 | 35 | 45 | 25 | true | true | true | false | 1.91 | 0.8 | -0.28 | Materials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | -3 | DealerC | All2All | 8 | 88 | -61 | -291 | HYCap>limit | Hedge | High-yield share above policy cap | 122 | Rotate into defensive sectors |
C08886 | CR7235 | 2024-12-28 | Tightening | 138 | 442 | 4 | 1 | 513,932,227 | Materials:13.5;Utilities:23.8;Industrials:20.5;Consumer:9.8;Energy:16.2;Healthcare:16.4 | US:69.8;EU:7.1;APAC:14.8;EMEA:5.3;LATAM:3.0 | BBB:15.9;BB:13.0;B:28.2;A:18.4;CCC:24.5 | 0.57 | 39.6 | 246 | 169 | 16.2 | 3 | 35 | 35 | 30 | false | true | true | true | -0.38 | 0.45 | 0.36 | Comm:EW;Materials:EW | Hedge | Options_Payer: +123bps notional | 19 | 11 | DealerC | RFQ | 9 | 90 | 7 | -98 | HYCap>limit | Hedge | High-yield share above policy cap | 186 | Defer adds pending macro print |
C08887 | CR5607 | 2024-12-19 | Recovery | 128 | 636 | 4.8 | 1.9 | 483,746,140 | Industrials:33.4;Comm:35.0;RealEstate:19.9;Energy:11.7 | US:68.0;EU:9.9;APAC:10.4;EMEA:8.2;LATAM:3.4 | BBB:17.4;B:27.0;CCC:11.7;AAA:7.8;BB:36.1 | 1.71 | 45.3 | 253 | 264 | 13.6 | 3 | 35 | 55 | 35 | false | true | true | true | 0.94 | 1.11 | 0.06 | Consumer:EW;Healthcare:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | 31 | DealerC | DealerAxed | 4 | 88 | 0 | -246 | Region>limit | Hedge | Regional concentration above limit | 171 | Tighten HY exposure bands |
C08888 | CR8567 | 2025-11-20 | Tightening | 149 | 422 | 3.9 | 1 | 2,353,846,865 | Healthcare:4.5;Industrials:20.8;Consumer:20.3;Comm:12.2;Financials:21.4;Tech:20.8 | US:69.9;EU:8.7;APAC:16.0;EMEA:4.2;LATAM:1.2 | B:40.3;CCC:16.4;AAA:21.8;A:21.5 | 5.25 | 22.4 | 148 | 492 | 6.4 | 2 | 30 | 35 | 35 | false | true | true | false | 0.77 | 1.2 | 0.41 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | -12 | ECN2 | RFQ | 6 | 86 | 73 | -225 | Region>limit | Reduce | Regional concentration above limit | 253 | Tighten HY exposure bands |
C08889 | CR9044 | 2025-05-20 | Calm | 88 | 296 | 4.2 | 2.9 | 2,528,040,008 | Healthcare:18.2;RealEstate:60.1;Comm:21.7 | US:66.0;EU:14.2;APAC:7.1;EMEA:8.3;LATAM:4.3 | AAA:46.3;CCC:20.2;AA:19.3;BBB:14.3 | 2.41 | 60.8 | 196 | 360 | 15.1 | 3 | 30 | 35 | 20 | true | true | true | false | 1.86 | -0.26 | 0.12 | Utilities:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | -10 | DealerC | DealerAxed | 1 | 91 | 93 | -118 | Region>limit | PauseAdds | Regional concentration above limit | 104 | Tighten HY exposure bands |
C08890 | CR3676 | 2024-11-08 | Calm | 118 | 311 | 3.4 | 2.8 | 1,325,744,193 | Financials:21.3;Tech:26.1;Consumer:26.6;Industrials:17.5;Utilities:8.5 | US:62.0;EU:7.8;APAC:12.9;EMEA:10.7;LATAM:6.5 | BBB:22.6;CCC:24.0;B:24.2;A:14.8;AAA:14.4 | 0.61 | 41.3 | 240 | 238 | 17.1 | 2 | 35 | 35 | 30 | false | true | true | true | 1.47 | 0.66 | 0.11 | Tech:EW;Financials:EW | Hedge | CDX_HY: +134bps notional | -40 | 15 | ECN1 | Electronic | 2 | 93 | 165 | -257 | Sector>limit | Hedge | Sector concentration above limit | 185 | Defer adds pending macro print |
C08891 | CR8905 | 2024-03-02 | Stress | 241 | 678 | 7.7 | 0.8 | 2,629,054,265 | RealEstate:17.4;Utilities:34.8;Industrials:31.8;Consumer:16.0 | US:67.0;EU:6.8;APAC:13.6;EMEA:6.9;LATAM:5.7 | AA:17.7;BBB:15.0;B:24.9;BB:14.9;CCC:16.6;A:10.9 | 5.21 | 35 | 253 | 406 | 20.6 | 3 | 35 | 45 | 35 | false | true | true | true | 0.68 | 0.04 | 0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 39 | ECN1 | All2All | 2 | 100 | 113 | -129 | HYCap>limit | Reduce | High-yield share above policy cap | 137 | Rotate into defensive sectors |
C08892 | CR5473 | 2025-02-04 | Calm | 98 | 307 | 3.9 | 1.7 | 284,648,491 | Comm:28.1;Industrials:20.3;RealEstate:51.6 | US:61.4;EU:13.5;APAC:7.5;EMEA:11.3;LATAM:6.4 | BBB:17.4;A:23.9;BB:36.6;B:22.1 | 6.9 | 47.3 | 261 | 296 | 10.3 | 3.5 | 35 | 55 | 35 | true | true | true | true | 2.25 | 0.3 | 0.11 | Consumer:EW | Hedge | iTraxx_XOVER: +55bps notional | -16 | -11 | DealerC | DealerAxed | 10 | 90 | -73 | -149 | HYCap>limit | Reduce | High-yield share above policy cap | 232 | Escalate watchlist names |
C08893 | CR7619 | 2025-04-02 | Stress | 243 | 678 | 7.2 | -0.2 | 1,907,517,556 | Healthcare:12.2;Comm:20.4;Industrials:35.5;RealEstate:32.0 | US:72.8;EU:8.9;APAC:6.4;EMEA:6.5;LATAM:5.5 | BBB:45.4;CCC:7.3;B:5.0;BB:8.9;AAA:33.4 | 5.06 | 51.3 | 214 | 454 | 19.3 | 2 | 20 | 35 | 35 | true | true | false | true | 0.22 | 1.27 | -0.32 | Tech:EW | Hedge | Options_Payer: +172bps notional | -30 | 4 | ECN1 | DealerAxed | 2 | 90 | 90 | 124 | Sector>limit | Reduce | Sector concentration above limit | 187 | Tighten HY exposure bands |
C08894 | CR0419 | 2025-06-16 | Stress | 252 | 610 | 5.3 | 0.5 | 527,543,320 | Comm:27.4;Industrials:42.5;Tech:18.7;Healthcare:11.5 | US:71.1;EU:9.5;APAC:8.3;EMEA:6.6;LATAM:4.5 | A:29.3;B:7.8;CCC:20.8;AAA:42.2 | 0.9 | 32.5 | 393 | 283 | 20.5 | 2.5 | 20 | 45 | 25 | true | true | true | true | 1.81 | 0.22 | -0.03 | Industrials:EW | Hedge | iTraxx_MAIN: +169bps notional | 3 | -19 | DealerB | All2All | 0 | 87 | 353 | -257 | Sector>limit | Reduce | Sector concentration above limit | 251 | Tighten HY exposure bands |
C08895 | CR4984 | 2025-04-01 | Recovery | 149 | 612 | 5.6 | 1 | 492,614,187 | Financials:56.4;Energy:23.8;Healthcare:19.8 | US:62.8;EU:8.4;APAC:14.0;EMEA:13.9;LATAM:0.8 | BB:20.0;AAA:17.1;AA:16.4;CCC:26.7;A:19.7 | 1.1 | 25.9 | 135 | 371 | 13 | 4 | 30 | 55 | 25 | true | true | true | false | 2.21 | 0.8 | 0.19 | RealEstate:EW | Hedge | CDX_HY: +129bps notional | -11 | -21 | DealerC | All2All | 1 | 89 | -8 | -398 | Region>limit | Hedge | Regional concentration above limit | 104 | Reviewed by risk; hedges staggered |
C08896 | CR5113 | 2024-05-09 | Tightening | 96 | 379 | 4.4 | 1.9 | 1,524,233,853 | RealEstate:27.9;Tech:39.2;Utilities:19.0;Consumer:13.9 | US:60.1;EU:17.3;APAC:8.3;EMEA:8.2;LATAM:6.1 | AAA:28.5;B:4.0;BBB:27.9;AA:25.9;BB:13.7 | 5.88 | 38.9 | 130 | 227 | 6.7 | 4 | 25 | 45 | 35 | true | true | false | false | 1.24 | 0.05 | 0.01 | Utilities:EW | Hedge | iTraxx_MAIN: +80bps notional | -55 | 10 | ECN2 | DealerAxed | 6 | 98 | -10 | 121 | HYCap>limit | Reduce | High-yield share above policy cap | 168 | Rotate into defensive sectors |
C08897 | CR4381 | 2024-05-29 | Calm | 87 | 395 | 4 | 2.5 | 1,119,472,910 | Healthcare:39.0;Consumer:16.1;RealEstate:44.9 | US:66.9;EU:8.4;APAC:12.9;EMEA:8.6;LATAM:3.3 | AAA:29.5;B:8.7;BBB:18.7;A:24.9;CCC:18.3 | 5.48 | 23.4 | 120 | 450 | 3.8 | 3 | 20 | 55 | 35 | true | true | false | false | 1.39 | 1.26 | -0.33 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | -8 | DealerC | DealerAxed | 7 | 92 | -29 | -277 | Sector>limit | Reduce | Sector concentration above limit | 141 | Defer adds pending macro print |
C08898 | CR4868 | 2025-12-10 | Calm | 109 | 338 | 3.3 | 2.1 | 2,513,578,685 | Healthcare:41.3;Industrials:41.3;Comm:17.4 | US:63.5;EU:10.1;APAC:14.7;EMEA:4.0;LATAM:7.7 | A:40.7;AA:28.2;BB:13.3;AAA:17.8 | 5.26 | 49.7 | 170 | 149 | 2.9 | 4 | 25 | 55 | 20 | true | true | false | false | 0.9 | 0.57 | 0.49 | Financials:EW;Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 41 | DealerA | DealerAxed | 4 | 100 | 436 | -219 | HYCap>limit | Hedge | High-yield share above policy cap | 241 | Reviewed by risk; hedges staggered |
C08899 | CR1260 | 2024-08-27 | Recovery | 137 | 535 | 6.1 | 0.4 | 1,859,835,187 | RealEstate:11.5;Financials:29.7;Healthcare:16.2;Materials:29.9;Consumer:12.8 | US:61.8;EU:12.6;APAC:11.7;EMEA:7.8;LATAM:6.1 | AAA:29.3;B:23.2;A:29.6;BBB:17.9 | 7.33 | 61.3 | 201 | 443 | 10.3 | 2 | 25 | 55 | 35 | true | true | false | true | 1.22 | 1.06 | -0.14 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -15 | -17 | ECN2 | All2All | 3 | 92 | 171 | -257 | Region>limit | Reduce | Regional concentration above limit | 242 | Escalate watchlist names |
C08900 | CR5526 | 2024-09-26 | Recovery | 165 | 646 | 5.4 | 1.1 | 797,381,291 | Energy:22.9;Materials:27.0;RealEstate:17.5;Healthcare:32.5 | US:54.7;EU:21.3;APAC:12.5;EMEA:4.7;LATAM:6.8 | BB:19.8;B:11.6;BBB:10.5;A:17.0;AAA:18.2;AA:22.9 | 1.81 | 52 | 192 | 125 | 4.1 | 3.5 | 20 | 45 | 30 | true | true | true | false | 0.21 | -0.26 | 0.43 | Consumer:EW | Hedge | iTraxx_MAIN: +181bps notional | -22 | -12 | DealerB | RFQ | 4 | 96 | 266 | 111 | Region>limit | Reduce | Regional concentration above limit | 217 | Defer adds pending macro print |
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