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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C08901 | CR6689 | 2025-03-16 | Recovery | 105 | 529 | 4.7 | 1.6 | 2,375,506,494 | RealEstate:23.6;Utilities:45.5;Materials:30.9 | US:66.5;EU:15.8;APAC:10.0;EMEA:6.8;LATAM:0.9 | AA:19.8;A:24.5;BBB:11.2;AAA:8.3;BB:25.1;CCC:11.1 | 2.43 | 28.3 | 170 | 238 | 13.8 | 4 | 20 | 35 | 20 | true | true | true | false | -0.25 | 0.55 | -0.04 | Tech:EW | Hedge | CDX_HY: +85bps notional | -29 | -6 | DealerB | Electronic | 2 | 92 | 408 | -232 | Sector>limit | Hedge | Sector concentration above limit | 150 | Reviewed by risk; hedges staggered |
C08902 | CR8385 | 2024-06-12 | Recovery | 162 | 512 | 4.9 | 1.2 | 674,608,767 | Materials:15.1;Healthcare:19.6;Industrials:23.7;Utilities:15.4;Comm:26.2 | US:57.4;EU:17.5;APAC:12.6;EMEA:6.4;LATAM:6.2 | B:25.1;AAA:15.7;CCC:24.7;A:20.3;BB:14.2 | 7.21 | 64.9 | 110 | 124 | 2.6 | 4 | 25 | 45 | 20 | true | true | true | false | 1.35 | 0.06 | -0.38 | null | Hedge | CDX_HY: +149bps notional | -2 | 26 | ECN2 | All2All | 4 | 87 | 324 | -247 | Sector>limit | Hedge | Sector concentration above limit | 237 | Tighten HY exposure bands |
C08903 | CR7852 | 2024-12-10 | Tightening | 113 | 357 | 4.1 | 0.7 | 1,903,106,882 | Healthcare:19.4;Energy:22.1;RealEstate:16.2;Materials:15.5;Tech:26.9 | US:58.6;EU:19.8;APAC:14.8;EMEA:5.4;LATAM:1.3 | BB:27.0;AA:17.3;AAA:13.2;CCC:17.0;BBB:8.3;B:17.3 | 5.18 | 59.3 | 111 | 505 | 8.5 | 4 | 35 | 55 | 25 | false | true | true | false | 1.51 | 0.12 | -0.37 | null | Hedge | Options_Payer: +178bps notional | 13 | 0 | DealerB | DealerAxed | 3 | 99 | 2 | -230 | HYCap>limit | Reduce | High-yield share above policy cap | 103 | Escalate watchlist names |
C08904 | CR5702 | 2025-11-08 | Calm | 101 | 344 | 4 | 2.8 | 2,767,259,334 | Tech:34.3;Consumer:35.3;Energy:30.3 | US:66.0;EU:15.2;APAC:7.0;EMEA:4.9;LATAM:6.9 | AAA:16.9;BB:12.9;A:33.0;CCC:12.2;BBB:25.1 | 5.58 | 48.4 | 167 | 197 | 8.7 | 4 | 35 | 35 | 30 | true | true | false | false | 0.9 | -0.01 | 0.54 | Healthcare:EW;Energy:EW | Hedge | CDX_HY: +117bps notional | -53 | 4 | DealerB | RFQ | 0 | 91 | 141 | -186 | VAR>budget | Hedge | Portfolio VAR above budget | 199 | Escalate watchlist names |
C08905 | CR9219 | 2025-02-16 | Calm | 91 | 414 | 3.3 | 1.7 | 744,333,352 | Materials:20.7;Industrials:55.5;Consumer:23.8 | US:58.7;EU:19.0;APAC:11.7;EMEA:4.2;LATAM:6.4 | BBB:40.5;B:6.1;CCC:16.6;AAA:20.3;BB:16.5 | 1.19 | 41.5 | 184 | 339 | 14.9 | 2 | 20 | 35 | 30 | true | true | true | false | 0.95 | -0.19 | 0.15 | null | Hedge | Options_Payer: +83bps notional | -50 | 17 | ECN1 | Electronic | 4 | 86 | -152 | -45 | Sector>limit | Reduce | Sector concentration above limit | 144 | Escalate watchlist names |
C08906 | CR5613 | 2025-08-23 | Calm | 83 | 349 | 3.4 | 2.7 | 2,002,960,422 | RealEstate:7.5;Utilities:25.4;Materials:24.7;Energy:11.4;Financials:23.8;Industrials:7.3 | US:60.1;EU:18.2;APAC:9.1;EMEA:8.4;LATAM:4.2 | BB:26.1;AAA:11.1;AA:17.2;B:32.5;BBB:13.1 | 0.63 | 25.6 | 109 | 231 | 9.6 | 2.5 | 30 | 55 | 25 | false | true | true | false | 0.08 | 0 | -0.28 | Energy:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | 17 | ECN2 | DealerAxed | 11 | 88 | -68 | -308 | Sector>limit | Hedge | Sector concentration above limit | 122 | Defer adds pending macro print |
C08907 | CR3590 | 2024-01-23 | Stress | 217 | 592 | 5.3 | -0.1 | 2,499,518,908 | Industrials:20.9;Materials:9.9;Utilities:34.9;Comm:34.3 | US:65.4;EU:10.8;APAC:12.6;EMEA:5.5;LATAM:5.7 | BB:19.0;BBB:15.9;B:39.2;A:25.9 | 1.27 | 49 | 207 | 344 | 16.7 | 3.5 | 25 | 55 | 35 | true | true | true | true | 1.8 | -0.22 | 0.44 | Materials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | 45 | DealerA | DealerAxed | 5 | 99 | -45 | -395 | Region>limit | Rotate | Regional concentration above limit | 242 | Reviewed by risk; hedges staggered |
C08908 | CR5164 | 2024-02-08 | Stress | 195 | 574 | 5.9 | 0.7 | 521,299,186 | Financials:26.4;Materials:16.7;Comm:24.3;Energy:10.8;RealEstate:14.2;Consumer:7.6 | US:62.1;EU:14.4;APAC:11.2;EMEA:6.4;LATAM:6.0 | A:39.6;AA:19.8;BBB:17.0;B:23.7 | 6.87 | 63.1 | 289 | 421 | 15.9 | 4 | 20 | 45 | 35 | true | true | false | true | 0.26 | 0.07 | -0.34 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 0 | 19 | ECN1 | DealerAxed | 10 | 98 | 47 | -219 | Sector>limit | Hedge | Sector concentration above limit | 174 | Defer adds pending macro print |
C08909 | CR4231 | 2025-01-15 | Calm | 69 | 287 | 4 | 1.8 | 556,021,915 | Tech:21.1;Industrials:16.5;Comm:21.3;RealEstate:18.1;Utilities:23.0 | US:54.8;EU:16.8;APAC:12.6;EMEA:11.1;LATAM:4.6 | AAA:18.9;CCC:18.5;BBB:12.0;B:20.2;A:19.2;BB:11.3 | 3.93 | 42.6 | 220 | 157 | 6.2 | 3 | 25 | 45 | 30 | false | true | true | true | 2.16 | 0.39 | -0.15 | Utilities:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -11 | DealerC | RFQ | 7 | 89 | 236 | 155 | Sector>limit | Hedge | Sector concentration above limit | 152 | Defer adds pending macro print |
C08910 | CR5048 | 2024-12-27 | Calm | 65 | 362 | 4.1 | 2.9 | 1,521,100,486 | Utilities:26.7;Energy:33.9;Financials:9.4;Tech:30.0 | US:70.4;EU:15.6;APAC:5.4;EMEA:5.8;LATAM:2.9 | A:8.7;CCC:11.9;AA:26.7;BBB:27.9;B:17.4;BB:7.5 | 1.78 | 59.9 | 162 | 291 | 10.9 | 4 | 35 | 45 | 35 | false | true | true | false | 0.2 | 0.26 | 0.08 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 44 | ECN2 | Electronic | 7 | 92 | -92 | -391 | VAR>budget | Hedge | Portfolio VAR above budget | 201 | Defer adds pending macro print |
C08911 | CR2904 | 2025-05-25 | Stress | 244 | 723 | 7.1 | 0.2 | 597,610,420 | Materials:9.3;Energy:31.2;Industrials:32.0;Healthcare:27.5 | US:57.2;EU:14.6;APAC:14.1;EMEA:5.8;LATAM:8.3 | A:12.8;AAA:21.6;AA:33.5;BBB:26.3;B:5.8 | 0.46 | 36.2 | 289 | 531 | 17.2 | 4 | 30 | 55 | 35 | true | true | false | true | 0.07 | 1.39 | 0.28 | Industrials:EW | Hedge | SingleName_CDS: +129bps notional | -19 | 41 | ECN1 | RFQ | 8 | 92 | 38 | -103 | Sector>limit | Reduce | Sector concentration above limit | 217 | Tighten HY exposure bands |
C08912 | CR3572 | 2024-11-09 | Calm | 110 | 280 | 4.2 | 2.5 | 84,428,773 | Tech:20.1;Industrials:18.0;Financials:20.2;Utilities:22.0;Materials:19.7 | US:64.9;EU:18.1;APAC:6.8;EMEA:7.0;LATAM:3.1 | AAA:12.9;BBB:9.8;CCC:16.3;BB:23.9;B:25.2;A:11.9 | 3.23 | 28 | 271 | 198 | 16.3 | 4 | 30 | 35 | 30 | false | true | true | true | 2.36 | -0.14 | 0.11 | Comm:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -20 | -7 | DealerA | Electronic | 8 | 85 | -94 | 65 | Region>limit | Reduce | Regional concentration above limit | 200 | Rotate into defensive sectors |
C08913 | CR9137 | 2025-09-17 | Stress | 173 | 745 | 5.8 | -0.2 | 459,866,792 | Tech:28.9;Consumer:19.6;Comm:25.0;Healthcare:26.5 | US:64.5;EU:7.8;APAC:12.5;EMEA:9.1;LATAM:6.1 | B:24.1;CCC:11.4;AA:26.1;BBB:38.4 | 2.81 | 25.4 | 269 | 517 | 14.5 | 3.5 | 30 | 35 | 30 | false | true | true | true | 2.42 | 1.76 | 0.56 | Industrials:EW | Hedge | Treasury_Futures: +193bps notional | -5 | -19 | DealerA | Electronic | 2 | 94 | -84 | -211 | HYCap>limit | Reduce | High-yield share above policy cap | 230 | Defer adds pending macro print |
C08914 | CR5928 | 2024-07-10 | Stress | 180 | 668 | 7.7 | -1.9 | 2,613,404,552 | Consumer:28.3;Tech:9.4;Comm:15.4;Industrials:23.1;Materials:23.8 | US:68.0;EU:13.2;APAC:12.2;EMEA:4.6;LATAM:2.0 | B:19.6;CCC:16.8;AAA:29.0;AA:34.5 | 5 | 25.9 | 233 | 588 | 17.3 | 2.5 | 20 | 45 | 25 | true | true | true | true | 2.1 | 0.14 | -0.37 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | 23 | DealerA | DealerAxed | 9 | 96 | -81 | -169 | HYCap>limit | Hedge | High-yield share above policy cap | 210 | Rotate into defensive sectors |
C08915 | CR9196 | 2025-07-05 | Tightening | 115 | 396 | 3.8 | 1.6 | 2,663,817,177 | Healthcare:21.6;RealEstate:16.1;Tech:16.5;Utilities:12.9;Industrials:32.7 | US:56.7;EU:16.4;APAC:13.1;EMEA:9.8;LATAM:3.9 | A:10.9;BBB:23.3;B:9.9;AAA:12.1;CCC:18.5;AA:25.3 | 3.73 | 42.5 | 101 | 190 | 4.3 | 2 | 20 | 55 | 35 | true | true | false | false | 2.05 | 0.53 | 0.38 | Comm:EW | Hedge | iTraxx_MAIN: +194bps notional | -59 | 43 | ECN2 | All2All | 5 | 89 | -211 | -225 | VAR>budget | Rotate | Portfolio VAR above budget | 194 | Escalate watchlist names |
C08916 | CR7044 | 2024-09-30 | Tightening | 109 | 408 | 4.3 | 0.5 | 1,522,262,839 | Comm:39.3;RealEstate:8.6;Financials:17.7;Tech:16.6;Consumer:17.8 | US:56.5;EU:17.9;APAC:12.6;EMEA:7.0;LATAM:6.0 | B:25.6;BB:12.8;AAA:33.5;CCC:15.4;A:12.7 | 4.5 | 20.6 | 171 | 211 | 11.9 | 4 | 30 | 55 | 30 | true | true | true | false | -0.44 | 0.93 | -0.15 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -31 | 45 | DealerC | RFQ | 12 | 96 | 289 | -271 | HYCap>limit | Reduce | High-yield share above policy cap | 209 | Rotate into defensive sectors |
C08917 | CR2782 | 2024-05-15 | Calm | 109 | 396 | 3.9 | 2.6 | 737,876,162 | Tech:28.1;RealEstate:19.8;Industrials:23.7;Consumer:14.7;Comm:13.8 | US:59.4;EU:18.9;APAC:9.3;EMEA:8.7;LATAM:3.7 | AA:12.2;AAA:34.9;CCC:16.1;BBB:22.7;A:14.1 | 2.71 | 28.5 | 80 | 206 | 3.3 | 3 | 30 | 45 | 35 | false | true | false | false | 2.02 | 1.1 | 0.34 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -38 | -12 | DealerB | All2All | 0 | 96 | 302 | -245 | Sector>limit | Rotate | Sector concentration above limit | 161 | Rotate into defensive sectors |
C08918 | CR7290 | 2024-01-23 | Calm | 72 | 342 | 4.1 | 2.7 | 2,886,983,469 | Comm:24.8;Tech:16.6;Consumer:26.4;Materials:32.2 | US:61.1;EU:9.1;APAC:15.3;EMEA:10.5;LATAM:4.0 | BBB:18.9;B:9.9;A:30.8;AAA:34.2;CCC:6.3 | 3.58 | 41.9 | 219 | 138 | 11.3 | 3.5 | 25 | 35 | 25 | true | true | false | true | 0.89 | 0.94 | 0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | 35 | DealerB | All2All | 6 | 95 | 254 | -388 | Sector>limit | PauseAdds | Sector concentration above limit | 159 | Reviewed by risk; hedges staggered |
C08919 | CR4684 | 2024-08-25 | Calm | 69 | 302 | 4.3 | 2.5 | 1,330,951,648 | Tech:31.1;Comm:9.4;Healthcare:18.8;Utilities:18.0;RealEstate:22.8 | US:71.5;EU:13.2;APAC:10.4;EMEA:3.2;LATAM:1.6 | AA:15.7;CCC:23.4;A:21.3;BB:39.5 | 3.43 | 32 | 174 | 120 | 9 | 3 | 30 | 45 | 20 | true | true | true | false | 1.16 | 0.91 | -0.15 | Tech:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 37 | DealerC | DealerAxed | 3 | 88 | 328 | -184 | HYCap>limit | Hedge | High-yield share above policy cap | 128 | Reviewed by risk; hedges staggered |
C08920 | CR6064 | 2025-03-07 | Stress | 255 | 677 | 5.4 | -1.3 | 843,068,511 | Materials:35.3;Consumer:41.6;Energy:23.1 | US:70.4;EU:7.6;APAC:8.1;EMEA:4.6;LATAM:9.4 | BBB:20.6;A:26.6;CCC:12.4;AA:22.1;BB:9.3;AAA:9.0 | 4.96 | 52.8 | 180 | 353 | 23 | 4 | 35 | 35 | 20 | true | true | true | false | 1.5 | 1.33 | -0.15 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | -17 | ECN1 | All2All | 0 | 90 | 224 | -121 | HYCap>limit | Reduce | High-yield share above policy cap | 106 | Reviewed by risk; hedges staggered |
C08921 | CR0704 | 2024-06-07 | Stress | 171 | 751 | 5.2 | -1.9 | 517,996,444 | Materials:20.8;Industrials:33.5;RealEstate:31.3;Tech:14.4 | US:58.4;EU:16.9;APAC:14.3;EMEA:7.6;LATAM:2.8 | BB:36.6;BBB:27.7;CCC:16.5;A:19.1 | 5.5 | 44.8 | 191 | 612 | 10.5 | 4 | 30 | 45 | 35 | true | true | true | false | 1.18 | 0.76 | 0.01 | Comm:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | -16 | DealerC | Electronic | 0 | 93 | 77 | -16 | VAR>budget | Hedge | Portfolio VAR above budget | 233 | Rotate into defensive sectors |
C08922 | CR0660 | 2025-08-21 | Recovery | 129 | 623 | 5.4 | -0.2 | 2,318,941,486 | Tech:22.3;Industrials:5.7;Financials:22.1;Comm:11.3;Consumer:25.6;RealEstate:13.0 | US:65.4;EU:9.8;APAC:12.5;EMEA:11.6;LATAM:0.7 | BBB:16.3;CCC:17.2;BB:30.3;B:36.1 | 2.39 | 56.6 | 136 | 339 | 11.7 | 4 | 35 | 45 | 30 | false | true | true | false | 0.5 | 1.13 | 0.31 | Healthcare:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 6 | -24 | DealerB | RFQ | 12 | 90 | 358 | -1 | Region>limit | Reduce | Regional concentration above limit | 126 | Defer adds pending macro print |
C08923 | CR1400 | 2025-01-06 | Stress | 179 | 824 | 7.8 | 0.2 | 2,519,837,226 | Healthcare:26.0;Tech:14.4;Energy:24.0;Consumer:14.7;Utilities:20.9 | US:75.5;EU:12.1;APAC:5.8;EMEA:4.9;LATAM:1.7 | BB:40.6;CCC:17.0;AAA:17.4;BBB:25.0 | 2.08 | 62.4 | 280 | 420 | 19.5 | 4 | 20 | 45 | 30 | true | true | true | true | 1.37 | 0.28 | 0.17 | Utilities:EW;Industrials:EW | Hedge | iTraxx_XOVER: +176bps notional | -24 | 11 | ECN1 | All2All | 10 | 98 | 243 | 108 | VAR>budget | Reduce | Portfolio VAR above budget | 243 | Escalate watchlist names |
C08924 | CR4520 | 2024-08-14 | Stress | 232 | 709 | 6.1 | 0.1 | 915,323,634 | Financials:23.3;Energy:21.8;RealEstate:26.2;Materials:28.7 | US:57.5;EU:14.4;APAC:12.6;EMEA:8.8;LATAM:6.7 | AA:15.8;AAA:14.8;BBB:45.2;B:11.6;CCC:12.7 | 7.12 | 53.1 | 250 | 679 | 14.2 | 3 | 30 | 35 | 35 | false | true | false | true | 2.18 | 0.05 | 0.15 | Utilities:EW | Hedge | iTraxx_XOVER: +59bps notional | -31 | -9 | ECN1 | All2All | 8 | 88 | 230 | -356 | HYCap>limit | Rotate | High-yield share above policy cap | 163 | Defer adds pending macro print |
C08925 | CR3908 | 2025-01-12 | Tightening | 105 | 411 | 5.2 | 0.5 | 2,452,507,652 | Consumer:17.0;Industrials:27.6;Energy:31.2;Tech:24.2 | US:61.3;EU:12.7;APAC:12.1;EMEA:9.1;LATAM:4.7 | AA:24.3;AAA:54.1;BB:12.5;B:9.1 | 0.52 | 53 | 116 | 162 | 2.6 | 4 | 20 | 35 | 35 | true | true | false | false | -0 | 1.38 | 0.51 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -39 | -6 | DealerB | RFQ | 10 | 92 | -153 | 139 | HYCap>limit | Hedge | High-yield share above policy cap | 239 | Tighten HY exposure bands |
C08926 | CR8446 | 2025-06-07 | Calm | 117 | 361 | 3.3 | 1.9 | 1,030,623,784 | Industrials:14.2;Energy:39.4;Tech:46.4 | US:64.5;EU:11.2;APAC:11.1;EMEA:6.0;LATAM:7.3 | BB:33.7;AA:14.6;BBB:13.7;A:11.1;AAA:15.6;B:11.2 | 1.19 | 36.3 | 192 | 413 | 7 | 4 | 25 | 35 | 25 | true | true | true | false | 0.12 | 0.69 | -0.09 | null | Hedge | Treasury_Futures: +54bps notional | 6 | -18 | ECN1 | RFQ | 4 | 87 | -120 | 152 | HYCap>limit | Hedge | High-yield share above policy cap | 150 | Reviewed by risk; hedges staggered |
C08927 | CR2871 | 2025-01-24 | Stress | 227 | 777 | 7.4 | -1.3 | 1,711,991,474 | Industrials:17.9;Utilities:11.9;Financials:22.6;Comm:16.6;Healthcare:11.2;Materials:19.8 | US:63.1;EU:9.0;APAC:8.8;EMEA:11.3;LATAM:7.8 | BB:23.4;CCC:17.6;B:21.1;A:38.0 | 3.61 | 51.3 | 182 | 404 | 14 | 2.5 | 30 | 35 | 25 | false | true | true | false | 0.33 | 1.41 | 0.1 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | -19 | ECN1 | All2All | 8 | 90 | 284 | -347 | Sector>limit | Hedge | Sector concentration above limit | 174 | Reviewed by risk; hedges staggered |
C08928 | CR2545 | 2025-07-07 | Calm | 82 | 329 | 3.9 | 2.9 | 1,581,415,399 | RealEstate:18.7;Utilities:13.2;Industrials:24.2;Healthcare:9.4;Comm:34.5 | US:73.8;EU:10.0;APAC:7.5;EMEA:4.8;LATAM:3.9 | BB:12.0;CCC:17.6;A:37.0;AA:17.5;BBB:15.9 | 7.28 | 39 | 212 | 359 | 10.2 | 2 | 35 | 45 | 20 | false | true | true | true | 0.42 | 0.25 | -0.15 | Materials:EW | Hedge | iTraxx_MAIN: +66bps notional | -52 | -23 | DealerA | DealerAxed | 4 | 98 | 375 | -363 | Sector>limit | Reduce | Sector concentration above limit | 115 | Defer adds pending macro print |
C08929 | CR2579 | 2024-11-17 | Calm | 71 | 364 | 4.2 | 2.6 | 1,806,096,474 | Financials:16.0;Utilities:11.9;RealEstate:9.2;Industrials:26.1;Comm:16.3;Materials:20.4 | US:68.6;EU:6.3;APAC:10.9;EMEA:13.1;LATAM:1.1 | B:16.8;AA:39.4;BB:11.8;BBB:22.5;CCC:9.5 | 4.87 | 52.4 | 183 | 126 | 8.2 | 3 | 20 | 55 | 20 | true | true | true | false | 2.32 | 1 | 0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 8 | DealerB | Electronic | 3 | 85 | 183 | -24 | Region>limit | Rotate | Regional concentration above limit | 199 | Escalate watchlist names |
C08930 | CR0748 | 2024-12-19 | Tightening | 148 | 399 | 4.3 | 2 | 1,074,375,078 | Consumer:42.1;Energy:31.1;Industrials:26.7 | US:69.5;EU:13.5;APAC:6.6;EMEA:9.3;LATAM:1.1 | BBB:20.9;BB:3.2;A:25.4;CCC:9.6;AA:15.1;AAA:25.7 | 1.48 | 35.3 | 266 | 490 | 8.8 | 2 | 30 | 35 | 30 | true | true | false | true | 2.12 | 1 | 0.01 | RealEstate:EW | Hedge | iTraxx_MAIN: +100bps notional | -25 | 13 | ECN1 | All2All | 12 | 90 | -172 | -167 | Sector>limit | Hedge | Sector concentration above limit | 176 | Rotate into defensive sectors |
C08931 | CR9110 | 2024-08-29 | Tightening | 119 | 491 | 5 | 1.5 | 2,916,554,990 | Materials:17.2;Comm:23.5;Utilities:30.7;RealEstate:28.5 | US:61.6;EU:16.4;APAC:5.9;EMEA:10.5;LATAM:5.6 | BBB:33.6;AAA:30.3;AA:17.5;B:9.9;BB:8.6 | 6.01 | 65 | 116 | 423 | 12.7 | 4 | 25 | 55 | 25 | true | true | false | false | 2.45 | 1.14 | 0.44 | null | Hedge | iTraxx_XOVER: +114bps notional | -19 | 6 | DealerC | Electronic | 0 | 97 | 404 | 129 | Region>limit | Reduce | Regional concentration above limit | 221 | Defer adds pending macro print |
C08932 | CR1731 | 2024-03-23 | Stress | 233 | 625 | 8.3 | -1.1 | 375,062,597 | Consumer:11.4;Industrials:25.9;Utilities:22.5;Energy:19.7;Healthcare:20.4 | US:54.8;EU:18.1;APAC:7.4;EMEA:11.8;LATAM:7.8 | A:51.7;CCC:16.1;BB:9.8;BBB:22.3 | 2.65 | 34.9 | 278 | 533 | 14.8 | 2.5 | 35 | 55 | 25 | false | false | true | true | 1.16 | 0.38 | 0.59 | Comm:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | 11 | DealerC | Electronic | 11 | 91 | 380 | -317 | Region>limit | Hedge | Regional concentration above limit | 174 | Defer adds pending macro print |
C08933 | CR5956 | 2025-12-01 | Calm | 89 | 340 | 3.7 | 1.7 | 2,101,952,647 | Industrials:9.5;Financials:20.1;Tech:26.3;Materials:22.1;Consumer:22.0 | US:61.1;EU:21.1;APAC:7.6;EMEA:3.4;LATAM:6.8 | B:13.8;BBB:8.9;A:15.9;CCC:9.8;BB:22.4;AA:29.2 | 5.69 | 48.1 | 139 | 207 | 7 | 3 | 35 | 35 | 30 | false | true | true | false | -0.1 | 1.68 | -0.28 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | 12 | ECN1 | Electronic | 8 | 100 | 181 | 165 | Sector>limit | Reduce | Sector concentration above limit | 221 | Rotate into defensive sectors |
C08934 | CR4312 | 2025-10-12 | Calm | 85 | 330 | 3.5 | 1.6 | 772,161,662 | Tech:10.5;Healthcare:29.2;Comm:25.8;Utilities:11.9;Materials:22.6 | US:61.3;EU:13.8;APAC:11.7;EMEA:9.8;LATAM:3.5 | B:12.4;BB:18.5;CCC:20.6;AA:21.7;A:26.8 | 3.04 | 35.3 | 258 | 319 | 16.2 | 2.5 | 20 | 35 | 25 | true | true | true | true | -0.36 | 1.15 | -0.04 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | 43 | DealerA | DealerAxed | 7 | 96 | 258 | 103 | HYCap>limit | Hedge | High-yield share above policy cap | 171 | Defer adds pending macro print |
C08935 | CR7646 | 2025-02-07 | Calm | 103 | 411 | 4.4 | 2.5 | 1,504,220,544 | Tech:25.9;Industrials:24.0;Materials:23.2;Healthcare:27.0 | US:70.6;EU:8.1;APAC:8.7;EMEA:5.3;LATAM:7.4 | B:10.6;A:35.7;CCC:4.7;AAA:32.7;BB:6.8;AA:9.6 | 6.38 | 21.2 | 176 | 459 | 16.7 | 2 | 20 | 35 | 35 | true | true | false | false | 0.4 | 0.91 | -0.37 | Financials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | 14 | DealerC | Electronic | 5 | 96 | -210 | -353 | HYCap>limit | PauseAdds | High-yield share above policy cap | 112 | Reviewed by risk; hedges staggered |
C08936 | CR1904 | 2025-06-04 | Calm | 104 | 326 | 4.1 | 2.3 | 1,650,282,401 | RealEstate:13.2;Tech:33.2;Consumer:22.0;Industrials:31.6 | US:66.0;EU:6.5;APAC:12.3;EMEA:8.7;LATAM:6.4 | CCC:21.7;A:34.7;AA:27.2;BB:16.4 | 3.51 | 46.5 | 121 | 335 | 8.7 | 3 | 35 | 35 | 30 | false | true | true | false | 1.15 | 1.76 | -0.39 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -44 | 17 | ECN1 | RFQ | 5 | 98 | 71 | -133 | Region>limit | Reduce | Regional concentration above limit | 258 | Tighten HY exposure bands |
C08937 | CR5286 | 2024-08-10 | Stress | 214 | 752 | 5.3 | -1.7 | 1,102,691,223 | Materials:34.3;Utilities:19.5;Energy:23.3;Consumer:22.8 | US:59.4;EU:19.3;APAC:10.2;EMEA:9.2;LATAM:1.9 | AA:14.5;B:30.2;AAA:16.5;BB:21.1;A:7.0;CCC:10.7 | 1.62 | 59.6 | 165 | 632 | 17.5 | 4 | 35 | 45 | 35 | false | true | true | false | 2.25 | -0.03 | 0.6 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | -21 | DealerC | All2All | 7 | 98 | 111 | -261 | Region>limit | Hedge | Regional concentration above limit | 167 | Defer adds pending macro print |
C08938 | CR3571 | 2025-06-25 | Tightening | 134 | 416 | 4.3 | 1.9 | 2,553,736,923 | Tech:32.7;Comm:43.1;Financials:24.2 | US:74.8;EU:6.7;APAC:11.2;EMEA:5.7;LATAM:1.5 | BB:27.1;BBB:29.4;A:17.9;AA:25.5 | 5.98 | 37.5 | 197 | 120 | 3.1 | 3 | 20 | 55 | 30 | true | true | false | false | 2.22 | -0.29 | 0.43 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | -21 | ECN1 | All2All | 8 | 99 | -25 | 45 | VAR>budget | Reduce | Portfolio VAR above budget | 245 | Tighten HY exposure bands |
C08939 | CR4754 | 2025-05-15 | Recovery | 135 | 478 | 6 | 0.6 | 1,640,491,616 | Tech:22.6;Utilities:10.0;Materials:18.6;Industrials:16.7;Financials:32.1 | US:64.3;EU:6.8;APAC:11.2;EMEA:11.6;LATAM:6.1 | CCC:15.7;A:21.8;BB:16.6;AAA:19.8;AA:26.1 | 2.43 | 42.8 | 163 | 366 | 11.4 | 2 | 30 | 45 | 30 | true | true | true | false | -0.14 | 0.84 | 0.18 | Materials:EW;Healthcare:EW | Hedge | iTraxx_XOVER: +101bps notional | 12 | -8 | DealerC | RFQ | 5 | 100 | 254 | 153 | VAR>budget | Reduce | Portfolio VAR above budget | 144 | Rotate into defensive sectors |
C08940 | CR2460 | 2024-11-07 | Stress | 222 | 697 | 5.6 | -0.3 | 1,596,538,353 | Industrials:21.4;Financials:30.1;Utilities:48.5 | US:63.2;EU:11.2;APAC:11.1;EMEA:9.6;LATAM:4.9 | AA:53.6;BB:15.3;A:22.5;B:8.6 | 6.01 | 34.3 | 238 | 373 | 13.5 | 3 | 25 | 35 | 30 | true | true | false | true | -0.19 | 0.56 | 0.14 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 33 | DealerC | RFQ | 3 | 96 | 238 | -31 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Escalate watchlist names |
C08941 | CR0768 | 2025-07-21 | Calm | 89 | 395 | 3.3 | 2.4 | 2,785,129,676 | Utilities:31.8;Industrials:22.5;Materials:20.0;Comm:9.9;Financials:15.9 | US:66.1;EU:14.3;APAC:12.6;EMEA:2.9;LATAM:4.1 | B:6.6;A:25.0;BBB:28.8;CCC:7.9;BB:9.0;AA:22.7 | 5.44 | 26.1 | 160 | 396 | 15.1 | 4 | 25 | 45 | 30 | true | true | false | false | 2.39 | 1.53 | 0.52 | Financials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | -16 | DealerB | DealerAxed | 11 | 87 | 238 | 104 | HYCap>limit | Reduce | High-yield share above policy cap | 221 | Defer adds pending macro print |
C08942 | CR3158 | 2025-05-01 | Stress | 184 | 704 | 8.5 | 0.8 | 805,750,043 | Tech:19.5;Consumer:21.9;RealEstate:20.4;Financials:27.1;Materials:11.1 | US:64.6;EU:13.6;APAC:10.3;EMEA:8.7;LATAM:2.9 | AAA:12.6;BBB:24.9;BB:8.9;A:18.6;B:4.0;AA:31.0 | 2.78 | 33.8 | 179 | 617 | 17.1 | 2 | 25 | 55 | 35 | true | true | false | false | 1.15 | 1.08 | -0.23 | Comm:EW | Hedge | iTraxx_XOVER: +85bps notional | 14 | 22 | DealerB | DealerAxed | 8 | 91 | -64 | 71 | Region>limit | Reduce | Regional concentration above limit | 197 | Defer adds pending macro print |
C08943 | CR3610 | 2025-04-03 | Calm | 96 | 375 | 3.4 | 3 | 231,540,402 | Utilities:46.0;Consumer:20.0;Energy:34.0 | US:68.4;EU:8.6;APAC:9.2;EMEA:11.2;LATAM:2.6 | BBB:27.6;A:11.1;AA:24.1;BB:11.1;AAA:26.1 | 5.35 | 34.1 | 177 | 269 | 17.8 | 4 | 35 | 55 | 35 | true | true | false | false | 0.15 | 0.9 | -0.19 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 25 | ECN1 | All2All | 3 | 99 | 293 | 27 | VAR>budget | Rotate | Portfolio VAR above budget | 140 | Rotate into defensive sectors |
C08944 | CR1830 | 2025-03-22 | Stress | 162 | 567 | 7.5 | 0.6 | 2,264,368,395 | Healthcare:35.3;Financials:8.9;Utilities:28.3;Materials:27.5 | US:64.1;EU:18.3;APAC:9.1;EMEA:7.5;LATAM:1.0 | CCC:15.2;BB:8.8;A:34.2;AAA:26.9;BBB:14.9 | 2.3 | 64.1 | 343 | 492 | 19.9 | 2 | 25 | 55 | 20 | true | true | true | true | 2.47 | 1.14 | 0.07 | null | Hedge | iTraxx_XOVER: +84bps notional | -30 | 28 | ECN1 | DealerAxed | 1 | 91 | -173 | -415 | Sector>limit | Hedge | Sector concentration above limit | 160 | Reviewed by risk; hedges staggered |
C08945 | CR4763 | 2024-01-13 | Calm | 93 | 343 | 3.2 | 2.9 | 1,792,148,104 | Industrials:12.0;RealEstate:35.1;Tech:15.7;Materials:20.3;Comm:17.0 | US:61.5;EU:16.5;APAC:13.0;EMEA:6.5;LATAM:2.4 | A:27.3;AA:21.2;BBB:12.8;CCC:11.4;AAA:27.4 | 1.33 | 30.3 | 273 | 482 | 16.5 | 2 | 35 | 45 | 20 | true | true | false | true | 0.8 | 1.16 | 0.49 | Comm:EW;Materials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 37 | DealerA | DealerAxed | 2 | 92 | -84 | 2 | Sector>limit | Hedge | Sector concentration above limit | 248 | Defer adds pending macro print |
C08946 | CR4086 | 2024-10-26 | Calm | 84 | 388 | 4.4 | 1.9 | 1,024,240,864 | Healthcare:18.1;Materials:21.6;Financials:18.3;Comm:5.2;Utilities:23.6;RealEstate:13.2 | US:66.2;EU:15.2;APAC:11.0;EMEA:5.9;LATAM:1.8 | CCC:9.6;B:28.7;A:29.5;AA:15.0;BBB:17.3 | 1.7 | 25 | 122 | 249 | 9.2 | 3.5 | 30 | 35 | 20 | false | true | true | false | 2.15 | -0.21 | -0.33 | Industrials:EW;Tech:EW;Energy:EW | Hedge | CDX_IG: +118bps notional | -23 | -16 | DealerC | All2All | 7 | 90 | -122 | -248 | Region>limit | Rotate | Regional concentration above limit | 182 | Defer adds pending macro print |
C08947 | CR0630 | 2025-09-10 | Stress | 176 | 794 | 7.8 | 0.1 | 891,922,540 | Industrials:10.6;Consumer:17.9;RealEstate:19.3;Financials:28.9;Materials:23.2 | US:55.7;EU:19.5;APAC:15.1;EMEA:9.7;LATAM:0.1 | AA:14.4;BBB:10.0;AAA:19.9;B:25.0;A:19.1;BB:11.6 | 3.14 | 29.1 | 315 | 481 | 19 | 4 | 30 | 45 | 35 | false | true | true | true | 1.84 | 1.76 | 0.43 | RealEstate:EW | Hedge | CDX_IG: +68bps notional | -54 | -10 | DealerA | DealerAxed | 11 | 92 | -33 | 82 | HYCap>limit | Rotate | High-yield share above policy cap | 149 | Escalate watchlist names |
C08948 | CR0316 | 2024-01-29 | Tightening | 104 | 443 | 3.9 | 1 | 1,524,480,966 | Tech:23.5;Comm:18.1;Financials:14.8;Materials:22.8;RealEstate:7.1;Utilities:13.7 | US:58.0;EU:17.0;APAC:12.1;EMEA:6.4;LATAM:6.6 | BB:7.0;AAA:32.5;A:30.9;BBB:29.6 | 4.33 | 53.5 | 155 | 348 | 10.3 | 4 | 25 | 35 | 35 | false | true | false | false | 2.21 | 0.03 | -0.26 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 31 | ECN2 | Electronic | 11 | 92 | 310 | 124 | HYCap>limit | PauseAdds | High-yield share above policy cap | 196 | Defer adds pending macro print |
C08949 | CR8734 | 2025-08-30 | Stress | 216 | 815 | 6.4 | -1.3 | 703,975,946 | Energy:37.1;Tech:9.0;Consumer:24.0;Financials:29.9 | US:62.5;EU:16.4;APAC:11.9;EMEA:2.9;LATAM:6.3 | AA:14.8;AAA:17.0;BBB:17.7;CCC:13.6;BB:14.8;A:22.0 | 4.55 | 26.7 | 207 | 299 | 14.2 | 2 | 25 | 35 | 35 | true | true | false | true | 0.15 | 0.72 | 0.29 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -60 | 40 | DealerC | All2All | 8 | 88 | 112 | 193 | Sector>limit | Rotate | Sector concentration above limit | 259 | Reviewed by risk; hedges staggered |
C08950 | CR0505 | 2024-06-10 | Tightening | 133 | 494 | 5.1 | 1 | 2,159,004,383 | Tech:50.9;Healthcare:20.0;RealEstate:29.1 | US:71.8;EU:9.2;APAC:5.8;EMEA:5.8;LATAM:7.4 | CCC:46.8;B:17.2;BBB:19.1;A:16.9 | 2.91 | 38.4 | 185 | 173 | 3.2 | 3 | 20 | 35 | 30 | true | true | true | false | 2.3 | 1.8 | 0.24 | Materials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -14 | ECN1 | RFQ | 4 | 87 | 97 | -304 | HYCap>limit | Hedge | High-yield share above policy cap | 206 | Escalate watchlist names |
C08951 | CR5224 | 2024-03-07 | Stress | 194 | 844 | 6.7 | 0.2 | 845,265,211 | Industrials:18.7;Consumer:27.1;Materials:6.8;RealEstate:19.7;Tech:11.0;Comm:16.6 | US:70.3;EU:7.1;APAC:13.9;EMEA:3.0;LATAM:5.6 | AAA:22.3;B:11.9;AA:17.1;CCC:28.3;A:20.3 | 4.82 | 38.1 | 355 | 294 | 5.7 | 2 | 25 | 55 | 25 | true | true | true | true | 2.43 | 0.21 | 0.58 | Utilities:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 25 | DealerA | DealerAxed | 11 | 96 | -82 | 57 | VAR>budget | Reduce | Portfolio VAR above budget | 210 | Defer adds pending macro print |
C08952 | CR8877 | 2024-08-14 | Tightening | 133 | 507 | 4.5 | 1.7 | 1,463,421,090 | Materials:12.4;Energy:16.8;Financials:5.6;Comm:22.7;Tech:19.8;Healthcare:22.8 | US:70.7;EU:6.2;APAC:8.1;EMEA:13.4;LATAM:1.6 | BBB:26.4;B:28.4;A:22.9;AAA:22.2 | 1.41 | 28.5 | 152 | 120 | 16.4 | 4 | 30 | 55 | 25 | false | true | true | false | 0.2 | 0.33 | 0.37 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 26 | DealerA | RFQ | 1 | 88 | 51 | 8 | Sector>limit | Rotate | Sector concentration above limit | 205 | Rotate into defensive sectors |
C08953 | CR2276 | 2024-05-16 | Calm | 112 | 377 | 3.2 | 1.9 | 567,098,706 | Healthcare:41.6;RealEstate:29.2;Materials:18.5;Consumer:10.7 | US:63.3;EU:9.5;APAC:12.5;EMEA:8.8;LATAM:5.9 | BB:19.4;AA:34.5;AAA:18.2;B:11.6;BBB:16.4 | 1.57 | 36.1 | 247 | 274 | 13.4 | 3.5 | 25 | 35 | 20 | true | true | true | true | -0.5 | -0.21 | 0.37 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | -6 | DealerB | DealerAxed | 5 | 93 | 335 | -239 | Region>limit | Reduce | Regional concentration above limit | 248 | Defer adds pending macro print |
C08954 | CR8248 | 2025-01-22 | Tightening | 106 | 435 | 3.9 | 1.2 | 1,434,707,732 | Financials:12.9;Tech:30.7;Energy:23.8;Comm:21.3;Industrials:11.3 | US:65.5;EU:13.7;APAC:11.8;EMEA:3.5;LATAM:5.5 | AA:10.5;A:13.9;CCC:23.1;AAA:13.2;B:20.2;BB:19.2 | 5.08 | 41.5 | 90 | 330 | 16.7 | 2 | 35 | 45 | 30 | false | true | true | false | 1.51 | 1.1 | 0.52 | null | Hedge | Options_Payer: +92bps notional | -26 | -3 | ECN1 | DealerAxed | 10 | 94 | 151 | 74 | Region>limit | Reduce | Regional concentration above limit | 244 | Escalate watchlist names |
C08955 | CR0920 | 2024-10-28 | Calm | 101 | 381 | 4.1 | 2.3 | 512,248,895 | Tech:18.9;Comm:10.2;Industrials:30.0;Financials:17.3;Consumer:23.6 | US:66.7;EU:13.7;APAC:11.4;EMEA:4.4;LATAM:3.8 | BBB:28.6;AA:16.5;A:16.5;B:6.2;AAA:24.8;CCC:7.5 | 2.02 | 48.4 | 259 | 279 | 11.7 | 3.5 | 25 | 35 | 35 | true | true | false | true | 1.44 | 1.5 | -0.29 | null | Hedge | iTraxx_MAIN: +138bps notional | -51 | -10 | DealerB | RFQ | 3 | 87 | 291 | -225 | HYCap>limit | Reduce | High-yield share above policy cap | 179 | Tighten HY exposure bands |
C08956 | CR2897 | 2025-09-21 | Calm | 88 | 411 | 4.1 | 2.6 | 1,379,161,818 | Tech:40.9;Healthcare:14.2;Financials:12.7;Utilities:12.4;Industrials:19.8 | US:65.3;EU:7.6;APAC:11.5;EMEA:11.5;LATAM:4.1 | B:12.8;BBB:25.3;AAA:30.7;A:17.9;CCC:13.3 | 6.43 | 58.9 | 97 | 459 | 12.1 | 4 | 20 | 45 | 35 | true | true | false | false | 1.9 | 0.92 | 0.28 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | -17 | DealerA | DealerAxed | 4 | 87 | 77 | -273 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Defer adds pending macro print |
C08957 | CR4138 | 2024-12-30 | Stress | 256 | 788 | 5.3 | -1.5 | 2,489,210,552 | Materials:28.7;RealEstate:22.5;Utilities:16.0;Financials:32.8 | US:60.6;EU:15.9;APAC:8.7;EMEA:11.9;LATAM:3.0 | BBB:34.1;A:35.5;AAA:11.0;AA:19.5 | 3.01 | 59.1 | 210 | 343 | 13.1 | 2.5 | 20 | 45 | 25 | true | true | false | true | 2.33 | 0.07 | -0.15 | null | Hedge | iTraxx_XOVER: +154bps notional | -59 | 18 | ECN2 | RFQ | 11 | 87 | 315 | -415 | HYCap>limit | PauseAdds | High-yield share above policy cap | 168 | Escalate watchlist names |
C08958 | CR1120 | 2024-12-08 | Calm | 97 | 398 | 4.4 | 1.7 | 1,332,177,595 | Tech:20.7;Materials:15.8;RealEstate:7.5;Industrials:25.0;Energy:5.6;Financials:25.4 | US:65.3;EU:13.3;APAC:8.0;EMEA:10.4;LATAM:3.1 | BB:10.5;CCC:23.5;AA:17.4;A:31.3;BBB:17.4 | 5.92 | 24.1 | 153 | 373 | 16.7 | 3 | 25 | 35 | 20 | true | true | true | false | 2.21 | -0.09 | -0.13 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -32 | -5 | ECN1 | RFQ | 5 | 95 | 383 | 44 | Region>limit | Reduce | Regional concentration above limit | 201 | Rotate into defensive sectors |
C08959 | CR5799 | 2024-02-20 | Stress | 153 | 560 | 5.4 | -0.8 | 59,704,510 | Energy:40.7;Industrials:28.9;RealEstate:30.4 | US:63.7;EU:12.9;APAC:11.0;EMEA:9.3;LATAM:3.1 | AAA:29.3;A:38.1;CCC:16.8;BBB:15.7 | 5.37 | 64.6 | 140 | 608 | 16.4 | 2 | 20 | 35 | 20 | true | true | false | false | 0.8 | 1.05 | -0.33 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -1 | -15 | ECN1 | DealerAxed | 2 | 96 | 307 | -99 | Sector>limit | Rotate | Sector concentration above limit | 237 | Defer adds pending macro print |
C08960 | CR5358 | 2024-05-20 | Calm | 108 | 346 | 4 | 2 | 285,491,293 | Tech:51.2;Healthcare:25.5;Industrials:23.4 | US:68.9;EU:14.0;APAC:8.2;EMEA:3.9;LATAM:5.1 | AAA:19.7;B:20.3;BBB:12.0;CCC:17.0;AA:14.0;A:17.0 | 3.71 | 40.4 | 181 | 437 | 16.1 | 2.5 | 30 | 55 | 25 | true | true | true | false | 1.33 | -0.2 | -0.27 | null | Hedge | SingleName_CDS: +181bps notional | 10 | 6 | ECN1 | DealerAxed | 3 | 91 | -214 | -439 | HYCap>limit | Hedge | High-yield share above policy cap | 120 | Rotate into defensive sectors |
C08961 | CR4568 | 2025-09-25 | Tightening | 157 | 406 | 3.9 | 0.6 | 1,070,346,736 | Energy:31.1;Industrials:28.9;Consumer:11.7;Healthcare:28.3 | US:60.6;EU:13.3;APAC:13.8;EMEA:9.6;LATAM:2.8 | B:15.3;AA:32.0;AAA:24.9;BBB:10.6;BB:17.1 | 0.67 | 47.2 | 85 | 403 | 9.5 | 3.5 | 30 | 55 | 25 | true | true | true | false | 0.3 | 1.39 | -0.21 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -4 | 24 | ECN2 | All2All | 0 | 94 | 66 | -3 | VAR>budget | Hedge | Portfolio VAR above budget | 113 | Escalate watchlist names |
C08962 | CR8103 | 2024-08-25 | Tightening | 115 | 517 | 5.1 | 1.4 | 1,585,612,467 | Tech:13.3;Materials:20.9;Energy:21.3;Industrials:6.3;Comm:12.1;Consumer:26.1 | US:61.2;EU:8.4;APAC:14.6;EMEA:8.4;LATAM:7.4 | AA:23.3;CCC:12.8;A:30.2;BBB:12.1;AAA:10.5;B:11.1 | 7.1 | 43.4 | 141 | 325 | 2.5 | 3 | 25 | 55 | 20 | true | true | true | false | 1.22 | 1.11 | -0.38 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -13 | ECN1 | Electronic | 1 | 92 | 143 | -76 | VAR>budget | Reduce | Portfolio VAR above budget | 201 | Tighten HY exposure bands |
C08963 | CR2270 | 2024-08-16 | Calm | 99 | 371 | 4.1 | 2.7 | 1,376,870,781 | Tech:35.5;Healthcare:31.4;Materials:33.2 | US:63.5;EU:16.1;APAC:5.6;EMEA:11.9;LATAM:2.9 | AA:28.4;BB:28.2;BBB:20.8;B:11.8;A:10.8 | 7.01 | 31.9 | 164 | 314 | 2 | 2 | 20 | 55 | 35 | true | true | true | false | 0.81 | 1.37 | 0.04 | null | Hedge | SingleName_CDS: +85bps notional | 9 | -8 | DealerB | DealerAxed | 7 | 98 | 335 | 9 | HYCap>limit | Reduce | High-yield share above policy cap | 149 | Rotate into defensive sectors |
C08964 | CR4854 | 2024-05-07 | Calm | 84 | 390 | 3.4 | 2.7 | 612,970,782 | Consumer:24.5;Industrials:11.7;Healthcare:20.6;Utilities:22.3;Comm:21.1 | US:73.1;EU:13.3;APAC:6.5;EMEA:6.9;LATAM:0.2 | CCC:7.4;BBB:12.8;BB:9.0;AAA:24.2;B:28.9;AA:17.6 | 2.44 | 31.7 | 158 | 324 | 9.8 | 3 | 30 | 45 | 30 | false | true | true | false | 0.32 | 0.84 | -0.28 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | -7 | DealerA | RFQ | 3 | 97 | 5 | -42 | HYCap>limit | Reduce | High-yield share above policy cap | 220 | Rotate into defensive sectors |
C08965 | CR5813 | 2024-06-23 | Tightening | 111 | 510 | 5.1 | 1 | 1,521,871,576 | Comm:20.8;Financials:18.1;Energy:8.0;Materials:17.2;Consumer:17.2;Tech:18.6 | US:68.1;EU:14.4;APAC:9.0;EMEA:5.6;LATAM:2.9 | B:19.5;CCC:22.6;BB:7.7;AAA:26.1;BBB:24.2 | 4.04 | 48.1 | 278 | 328 | 8.4 | 3 | 35 | 45 | 20 | false | true | true | true | 2.32 | -0.09 | -0.27 | null | Hedge | CDX_HY: +84bps notional | -24 | -11 | ECN2 | DealerAxed | 4 | 89 | -21 | -136 | VAR>budget | Hedge | Portfolio VAR above budget | 121 | Tighten HY exposure bands |
C08966 | CR8846 | 2025-06-23 | Calm | 111 | 361 | 4.2 | 2.8 | 1,075,897,125 | Comm:19.3;RealEstate:20.7;Healthcare:11.1;Utilities:7.5;Materials:17.6;Industrials:23.9 | US:62.8;EU:17.1;APAC:5.9;EMEA:9.1;LATAM:5.1 | BBB:29.7;A:13.6;CCC:22.9;B:25.4;BB:8.4 | 0.83 | 43.9 | 141 | 378 | 5.4 | 3 | 35 | 35 | 25 | false | true | true | false | -0.47 | 1.68 | -0.34 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 45 | ECN1 | Electronic | 9 | 99 | 201 | -276 | Region>limit | Rotate | Regional concentration above limit | 104 | Tighten HY exposure bands |
C08967 | CR6731 | 2025-08-09 | Calm | 75 | 385 | 4.4 | 2.6 | 1,847,065,837 | Consumer:37.2;Materials:20.2;RealEstate:42.6 | US:53.7;EU:21.1;APAC:10.3;EMEA:9.3;LATAM:5.6 | CCC:10.1;AAA:32.5;BBB:17.8;AA:14.7;B:24.9 | 1.86 | 34.8 | 208 | 132 | 15.4 | 3.5 | 25 | 45 | 30 | true | true | true | true | 0.86 | 1.23 | -0.35 | Materials:EW | Hedge | CDX_IG: +71bps notional | -41 | -10 | ECN1 | DealerAxed | 1 | 86 | 179 | -213 | HYCap>limit | Hedge | High-yield share above policy cap | 198 | Tighten HY exposure bands |
C08968 | CR4277 | 2024-06-15 | Recovery | 114 | 511 | 5.3 | -0.3 | 1,040,130,720 | Healthcare:18.5;Consumer:18.5;Comm:18.7;Tech:7.3;Materials:15.6;Industrials:21.5 | US:65.9;EU:14.9;APAC:6.3;EMEA:10.5;LATAM:2.4 | B:17.2;CCC:18.4;AA:20.6;BB:7.7;BBB:36.1 | 3.56 | 46.4 | 184 | 410 | 13 | 4 | 20 | 45 | 30 | true | true | true | false | 1.79 | 1.01 | 0.52 | Financials:EW | Hedge | iTraxx_XOVER: +73bps notional | 17 | -15 | DealerB | DealerAxed | 3 | 98 | 184 | -361 | VAR>budget | Hedge | Portfolio VAR above budget | 122 | Defer adds pending macro print |
C08969 | CR3947 | 2025-03-30 | Tightening | 114 | 442 | 5.1 | 0.9 | 700,460,908 | Materials:24.9;Industrials:16.4;RealEstate:21.2;Utilities:24.3;Comm:13.2 | US:73.6;EU:11.3;APAC:8.7;EMEA:6.2;LATAM:0.2 | B:8.6;BB:14.2;AAA:14.7;A:30.7;AA:31.9 | 1.43 | 29.8 | 121 | 362 | 6.3 | 2.5 | 35 | 55 | 30 | false | true | false | false | -0.46 | 1.29 | -0.21 | Comm:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 0 | DealerA | RFQ | 0 | 97 | -61 | -118 | Region>limit | Rotate | Regional concentration above limit | 109 | Rotate into defensive sectors |
C08970 | CR0882 | 2024-11-18 | Calm | 93 | 329 | 4.1 | 2.2 | 2,802,676,193 | Energy:21.3;Materials:11.6;Comm:14.7;RealEstate:28.7;Healthcare:23.7 | US:59.6;EU:14.9;APAC:8.2;EMEA:11.8;LATAM:5.6 | AAA:9.5;A:8.5;B:34.1;BBB:15.2;CCC:18.4;AA:14.2 | 4.28 | 48.9 | 129 | 145 | 12.3 | 2.5 | 20 | 55 | 35 | true | true | true | false | 0.22 | 1.57 | 0.6 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | 11 | ECN2 | Electronic | 8 | 90 | -204 | -443 | Sector>limit | Reduce | Sector concentration above limit | 228 | Escalate watchlist names |
C08971 | CR5514 | 2024-08-30 | Recovery | 126 | 510 | 4.8 | -0.1 | 1,781,874,439 | RealEstate:29.4;Industrials:25.3;Materials:27.5;Financials:17.8 | US:62.6;EU:8.6;APAC:12.4;EMEA:6.6;LATAM:9.8 | AA:18.4;AAA:25.7;BB:25.7;B:8.9;A:21.3 | 0.91 | 40.2 | 94 | 425 | 9.2 | 3.5 | 35 | 45 | 35 | false | true | false | false | 0.82 | -0.05 | -0.23 | null | Hedge | iTraxx_XOVER: +67bps notional | -60 | 21 | DealerC | All2All | 3 | 87 | 203 | -166 | HYCap>limit | Hedge | High-yield share above policy cap | 167 | Escalate watchlist names |
C08972 | CR7350 | 2024-07-25 | Calm | 71 | 380 | 3.5 | 2.6 | 995,288,755 | Comm:38.0;Materials:22.3;RealEstate:39.7 | US:66.2;EU:16.3;APAC:5.7;EMEA:10.2;LATAM:1.6 | AAA:26.9;CCC:4.1;BBB:15.1;B:8.4;A:22.8;AA:22.7 | 5.73 | 55.3 | 109 | 428 | 2.1 | 2 | 25 | 45 | 35 | true | true | false | false | 1.12 | 1.08 | -0.11 | null | Hedge | iTraxx_XOVER: +162bps notional | -34 | -10 | ECN1 | RFQ | 3 | 94 | 370 | 9 | Region>limit | Hedge | Regional concentration above limit | 165 | Defer adds pending macro print |
C08973 | CR5892 | 2024-10-17 | Recovery | 104 | 423 | 6 | 1.6 | 1,001,430,106 | RealEstate:19.0;Materials:23.0;Tech:5.4;Utilities:11.6;Industrials:20.7;Healthcare:20.2 | US:59.8;EU:19.6;APAC:8.1;EMEA:8.2;LATAM:4.2 | CCC:24.7;A:15.1;BBB:37.6;B:22.7 | 0.48 | 57.6 | 185 | 460 | 16.6 | 4 | 25 | 35 | 30 | false | true | true | false | -0.04 | 0.73 | 0.28 | Consumer:EW | Hedge | Options_Payer: +113bps notional | -5 | -8 | DealerA | Electronic | 7 | 99 | 58 | -302 | HYCap>limit | Hedge | High-yield share above policy cap | 225 | Escalate watchlist names |
C08974 | CR7879 | 2024-02-01 | Tightening | 92 | 480 | 4.9 | 1.3 | 1,856,784,851 | Utilities:22.2;Energy:6.1;Industrials:24.6;Comm:20.9;Consumer:19.2;RealEstate:6.9 | US:60.1;EU:13.5;APAC:10.9;EMEA:8.6;LATAM:6.9 | AA:23.6;A:31.6;CCC:22.6;BBB:12.1;BB:10.1 | 5.62 | 21.7 | 257 | 518 | 11.9 | 2 | 30 | 45 | 30 | false | true | true | true | 0.54 | 0.18 | 0.45 | Utilities:EW | Hedge | SingleName_CDS: +188bps notional | -58 | 19 | DealerB | All2All | 6 | 98 | -138 | -335 | VAR>budget | PauseAdds | Portfolio VAR above budget | 114 | Escalate watchlist names |
C08975 | CR2368 | 2024-08-26 | Tightening | 151 | 377 | 4.5 | 1 | 761,470,877 | Industrials:39.3;Tech:38.2;Energy:22.6 | US:74.2;EU:6.7;APAC:7.5;EMEA:4.9;LATAM:6.7 | BB:7.3;BBB:9.4;CCC:25.6;B:11.5;AAA:23.4;A:22.9 | 2.38 | 24.5 | 118 | 226 | 13.7 | 2 | 25 | 35 | 20 | true | true | true | false | 2.06 | 1.64 | 0.55 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 33 | DealerA | RFQ | 0 | 87 | -167 | -360 | Sector>limit | PauseAdds | Sector concentration above limit | 254 | Escalate watchlist names |
C08976 | CR3525 | 2025-08-22 | Calm | 65 | 284 | 3.5 | 1.6 | 447,696,004 | Financials:29.7;Consumer:23.7;Tech:33.1;Healthcare:13.5 | US:70.3;EU:12.9;APAC:7.0;EMEA:9.6;LATAM:0.3 | AAA:25.4;AA:27.5;CCC:10.5;BBB:22.6;B:14.1 | 1.08 | 24.5 | 91 | 497 | 8.3 | 3 | 20 | 45 | 20 | true | true | true | false | 2.02 | 1.34 | 0.16 | Tech:EW | Hedge | CDX_IG: +113bps notional | 5 | 26 | ECN1 | DealerAxed | 4 | 95 | -19 | -386 | Sector>limit | Reduce | Sector concentration above limit | 141 | Reviewed by risk; hedges staggered |
C08977 | CR1050 | 2024-01-08 | Stress | 235 | 741 | 6.5 | -1.8 | 2,522,186,356 | Consumer:15.3;Comm:12.0;Financials:9.3;Materials:18.3;Industrials:14.1;Utilities:31.0 | US:65.7;EU:7.2;APAC:12.5;EMEA:10.4;LATAM:4.2 | AAA:17.2;BB:31.2;BBB:16.3;B:27.5;CCC:7.9 | 4.26 | 64.3 | 282 | 476 | 17.6 | 4 | 35 | 45 | 30 | false | true | true | true | 0.49 | -0.03 | 0.52 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | -22 | DealerB | All2All | 7 | 93 | 382 | 68 | HYCap>limit | Reduce | High-yield share above policy cap | 149 | Rotate into defensive sectors |
C08978 | CR2071 | 2024-06-18 | Calm | 101 | 396 | 3.5 | 1.8 | 1,102,097,571 | RealEstate:6.4;Utilities:22.6;Healthcare:16.8;Tech:6.4;Comm:22.5;Industrials:25.3 | US:70.0;EU:16.0;APAC:6.4;EMEA:5.0;LATAM:2.6 | A:10.1;AA:25.5;BB:21.0;CCC:43.4 | 0.65 | 55.6 | 200 | 458 | 11 | 3.5 | 20 | 45 | 30 | true | true | true | false | 2.33 | -0.08 | -0.11 | null | Hedge | CDX_IG: +54bps notional | -7 | -25 | ECN1 | DealerAxed | 8 | 85 | 63 | -439 | HYCap>limit | Rotate | High-yield share above policy cap | 218 | Reviewed by risk; hedges staggered |
C08979 | CR7352 | 2025-10-15 | Stress | 168 | 787 | 8.1 | -0.6 | 968,349,816 | Comm:27.4;Tech:31.2;RealEstate:15.2;Financials:26.2 | US:64.3;EU:13.9;APAC:5.5;EMEA:9.8;LATAM:6.5 | CCC:28.4;AA:16.9;AAA:24.0;B:30.6 | 7.28 | 40.4 | 229 | 450 | 19.9 | 4 | 25 | 35 | 25 | true | true | true | true | 1.95 | 0.91 | -0.05 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | -14 | ECN2 | DealerAxed | 3 | 94 | 41 | -405 | Region>limit | Reduce | Regional concentration above limit | 130 | Defer adds pending macro print |
C08980 | CR4937 | 2025-07-20 | Recovery | 122 | 557 | 6.3 | 0.2 | 502,958,549 | Comm:12.9;Industrials:38.1;Healthcare:32.8;Utilities:16.3 | US:58.9;EU:15.9;APAC:13.1;EMEA:7.7;LATAM:4.5 | BBB:19.7;B:14.9;AA:16.9;BB:15.4;AAA:15.1;A:18.0 | 6.26 | 31.5 | 188 | 195 | 5.5 | 3 | 25 | 55 | 20 | true | true | true | false | 2.44 | 0.29 | 0.12 | Healthcare:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -41 | 26 | ECN2 | Electronic | 1 | 91 | -62 | -337 | HYCap>limit | Hedge | High-yield share above policy cap | 104 | Reviewed by risk; hedges staggered |
C08981 | CR2917 | 2025-09-29 | Stress | 192 | 619 | 6.2 | -0.8 | 1,863,074,527 | Energy:13.2;Consumer:13.1;Tech:18.2;Financials:18.0;Materials:30.6;RealEstate:7.0 | US:70.8;EU:6.9;APAC:9.6;EMEA:7.0;LATAM:5.7 | AA:22.7;A:12.7;BBB:10.8;CCC:28.9;AAA:24.9 | 0.69 | 29.4 | 129 | 516 | 14.4 | 4 | 30 | 45 | 25 | true | true | true | false | 0.43 | 0.74 | 0.11 | RealEstate:EW | Hedge | CDX_IG: +159bps notional | -43 | -12 | ECN1 | RFQ | 1 | 90 | -34 | 132 | HYCap>limit | Hedge | High-yield share above policy cap | 172 | Rotate into defensive sectors |
C08982 | CR0805 | 2025-10-03 | Tightening | 105 | 357 | 4.7 | 0.6 | 2,795,198,372 | Comm:23.9;Energy:31.5;Utilities:20.5;RealEstate:24.1 | US:60.2;EU:13.7;APAC:14.4;EMEA:3.6;LATAM:8.2 | BB:15.8;A:38.7;BBB:21.2;AAA:24.3 | 7.42 | 55.1 | 87 | 172 | 10.2 | 4 | 30 | 55 | 30 | true | true | false | false | 2.43 | 0.2 | 0.03 | Materials:EW | Hedge | CDX_IG: +184bps notional | -8 | 37 | DealerC | Electronic | 8 | 89 | 275 | -90 | Sector>limit | Hedge | Sector concentration above limit | 251 | Reviewed by risk; hedges staggered |
C08983 | CR8230 | 2024-03-20 | Tightening | 152 | 463 | 4.9 | 1.5 | 1,519,160,258 | Consumer:48.3;Financials:28.8;Industrials:22.9 | US:60.3;EU:13.0;APAC:13.9;EMEA:6.4;LATAM:6.3 | BBB:20.4;CCC:12.7;AA:38.6;BB:28.3 | 5.63 | 50.7 | 204 | 347 | 7.9 | 3 | 35 | 55 | 25 | true | true | true | true | -0.06 | -0.06 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 13 | DealerB | Electronic | 1 | 88 | 133 | -16 | VAR>budget | Rotate | Portfolio VAR above budget | 158 | Defer adds pending macro print |
C08984 | CR3517 | 2025-06-14 | Tightening | 153 | 430 | 5.2 | 1.9 | 1,227,738,538 | Financials:16.5;RealEstate:23.6;Healthcare:11.9;Comm:48.0 | US:58.5;EU:14.5;APAC:6.4;EMEA:12.0;LATAM:8.7 | AAA:29.1;BBB:26.9;BB:7.9;CCC:14.2;B:12.0;A:9.9 | 4.66 | 32.9 | 84 | 432 | 15.2 | 3 | 35 | 35 | 20 | true | true | true | false | 0.25 | 0.71 | 0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | 31 | DealerC | All2All | 4 | 89 | 241 | -187 | HYCap>limit | PauseAdds | High-yield share above policy cap | 125 | Tighten HY exposure bands |
C08985 | CR4544 | 2025-07-21 | Tightening | 92 | 508 | 4.4 | 1.2 | 1,506,295,222 | Tech:45.6;Utilities:26.4;Comm:28.0 | US:62.6;EU:13.7;APAC:11.1;EMEA:8.2;LATAM:4.4 | AA:24.8;CCC:15.8;BBB:32.8;B:26.6 | 3.93 | 25 | 120 | 505 | 12.2 | 3 | 30 | 45 | 20 | true | true | true | false | 0.1 | 1.28 | 0.58 | null | Hedge | Options_Payer: +116bps notional | -3 | 11 | ECN2 | Electronic | 9 | 97 | -43 | -128 | Region>limit | Reduce | Regional concentration above limit | 246 | Escalate watchlist names |
C08986 | CR0799 | 2025-12-02 | Stress | 213 | 707 | 5.8 | -0.1 | 856,781,130 | Consumer:15.6;Financials:20.2;Energy:14.8;Tech:12.4;Industrials:21.0;Materials:16.0 | US:65.7;EU:20.4;APAC:6.2;EMEA:6.6;LATAM:1.0 | CCC:17.8;A:16.9;AA:10.6;BB:25.9;BBB:28.7 | 0.83 | 35.8 | 188 | 646 | 14.6 | 3 | 30 | 35 | 35 | false | true | true | false | 0.22 | -0.17 | 0.37 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | -7 | DealerC | All2All | 12 | 95 | 67 | -51 | HYCap>limit | Hedge | High-yield share above policy cap | 169 | Defer adds pending macro print |
C08987 | CR3880 | 2025-05-17 | Recovery | 133 | 605 | 4.6 | 0.5 | 1,377,352,387 | Energy:25.3;Utilities:14.5;RealEstate:26.7;Consumer:33.6 | US:73.1;EU:10.6;APAC:6.0;EMEA:4.0;LATAM:6.4 | A:17.4;AA:35.6;CCC:13.9;AAA:33.1 | 4.21 | 63.3 | 234 | 263 | 5 | 3.5 | 30 | 45 | 20 | true | true | false | true | 0.04 | 0.05 | 0.35 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | -18 | ECN1 | DealerAxed | 6 | 95 | 108 | -69 | VAR>budget | Hedge | Portfolio VAR above budget | 140 | Rotate into defensive sectors |
C08988 | CR6171 | 2024-06-29 | Calm | 86 | 362 | 3.2 | 1.9 | 2,926,432,359 | Healthcare:14.0;Tech:26.7;Materials:18.8;Energy:15.2;Consumer:9.5;RealEstate:15.8 | US:63.0;EU:9.5;APAC:11.5;EMEA:7.0;LATAM:8.9 | CCC:2.6;A:14.8;BB:11.8;BBB:11.2;AAA:26.5;AA:33.1 | 2.9 | 43.2 | 137 | 487 | 13.6 | 2 | 35 | 35 | 30 | false | true | false | false | -0.35 | -0.04 | 0.1 | Industrials:EW;Energy:EW;Healthcare:EW | Hedge | CDX_IG: +155bps notional | -35 | 33 | ECN1 | Electronic | 1 | 85 | 15 | 148 | HYCap>limit | Reduce | High-yield share above policy cap | 98 | Tighten HY exposure bands |
C08989 | CR0224 | 2024-06-15 | Tightening | 132 | 379 | 4.1 | 0.6 | 2,580,198,041 | Utilities:21.6;Energy:16.4;Consumer:21.3;Healthcare:10.3;Tech:13.5;RealEstate:17.0 | US:66.6;EU:10.1;APAC:9.6;EMEA:6.4;LATAM:7.3 | AAA:32.0;A:11.9;BB:23.6;CCC:32.4 | 7.48 | 43.5 | 244 | 285 | 5.2 | 4 | 30 | 55 | 25 | false | true | true | true | 1.58 | 1.27 | -0.15 | null | Hedge | iTraxx_XOVER: +105bps notional | -11 | 10 | DealerA | DealerAxed | 8 | 85 | 154 | 5 | Sector>limit | Hedge | Sector concentration above limit | 142 | Escalate watchlist names |
C08990 | CR8113 | 2024-01-30 | Stress | 175 | 567 | 6.2 | 0.5 | 1,469,803,968 | Materials:17.8;Financials:9.9;Consumer:11.5;Healthcare:16.7;Industrials:20.7;Tech:23.4 | US:69.6;EU:9.4;APAC:7.0;EMEA:5.6;LATAM:8.4 | B:16.3;AA:24.5;AAA:32.7;BB:26.5 | 0.49 | 59.2 | 191 | 321 | 16.2 | 4 | 30 | 35 | 20 | false | true | true | false | -0.25 | 1.46 | -0.39 | Tech:EW | Hedge | SingleName_CDS: +133bps notional | 14 | 26 | ECN1 | Electronic | 10 | 97 | 347 | -312 | Sector>limit | Hedge | Sector concentration above limit | 197 | Defer adds pending macro print |
C08991 | CR1851 | 2024-01-15 | Recovery | 135 | 635 | 4.6 | 0.2 | 983,130,754 | Energy:21.8;Healthcare:9.1;Financials:22.3;Materials:11.4;Consumer:21.2;Tech:14.2 | US:70.3;EU:6.2;APAC:13.1;EMEA:6.4;LATAM:4.1 | BBB:24.7;B:17.9;AA:7.8;CCC:12.8;BB:18.5;A:18.3 | 2.57 | 22.9 | 195 | 506 | 12.4 | 2.5 | 30 | 55 | 20 | false | true | true | false | 2.18 | 0.05 | 0.22 | null | Hedge | Treasury_Futures: +72bps notional | -19 | -7 | DealerC | DealerAxed | 10 | 96 | 270 | -284 | Region>limit | Reduce | Regional concentration above limit | 156 | Tighten HY exposure bands |
C08992 | CR8539 | 2024-12-10 | Tightening | 128 | 424 | 4.7 | 1.1 | 2,659,064,541 | Financials:11.5;RealEstate:20.4;Industrials:15.4;Comm:11.4;Energy:22.5;Healthcare:18.8 | US:60.4;EU:12.8;APAC:12.8;EMEA:8.1;LATAM:5.9 | A:13.6;BBB:19.4;BB:27.7;AAA:17.7;CCC:21.6 | 2.95 | 20.3 | 129 | 307 | 12.4 | 2.5 | 20 | 45 | 30 | true | true | true | false | 2.32 | 1.46 | 0.21 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | 27 | ECN1 | RFQ | 3 | 99 | 197 | 33 | Region>limit | Rotate | Regional concentration above limit | 97 | Reviewed by risk; hedges staggered |
C08993 | CR7201 | 2025-05-27 | Recovery | 128 | 609 | 6 | 0.7 | 1,512,035,191 | Financials:13.4;Industrials:13.6;Tech:23.9;RealEstate:17.3;Materials:31.8 | US:61.7;EU:16.8;APAC:11.4;EMEA:5.5;LATAM:4.7 | BB:9.9;AA:17.1;BBB:15.1;CCC:9.9;AAA:31.5;A:16.4 | 3.93 | 35.4 | 217 | 374 | 7.7 | 3.5 | 30 | 35 | 20 | true | true | false | true | 0.26 | 0.84 | -0.21 | null | Hedge | iTraxx_XOVER: +153bps notional | -25 | 9 | DealerB | All2All | 1 | 93 | 48 | -217 | Sector>limit | Hedge | Sector concentration above limit | 187 | Defer adds pending macro print |
C08994 | CR5622 | 2024-10-02 | Tightening | 99 | 414 | 4.8 | 1.4 | 2,993,028,699 | RealEstate:24.4;Tech:30.6;Energy:37.1;Healthcare:8.0 | US:61.3;EU:12.6;APAC:14.3;EMEA:10.7;LATAM:1.1 | BB:9.8;A:25.7;BBB:7.6;B:11.7;AAA:18.9;AA:26.2 | 1.27 | 47.6 | 113 | 244 | 2.5 | 2.5 | 20 | 45 | 20 | true | true | true | false | 1.75 | 1.12 | 0.24 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | -7 | ECN2 | All2All | 7 | 95 | -138 | -20 | Sector>limit | Hedge | Sector concentration above limit | 247 | Tighten HY exposure bands |
C08995 | CR7347 | 2025-08-18 | Calm | 81 | 381 | 3.8 | 2.1 | 2,373,047,602 | Materials:14.2;Tech:16.8;Healthcare:24.1;Industrials:36.3;Energy:8.6 | US:62.7;EU:18.6;APAC:10.4;EMEA:7.1;LATAM:1.2 | B:16.3;CCC:27.5;A:23.1;AA:15.6;BB:17.5 | 5.87 | 64.6 | 207 | 482 | 4.3 | 4 | 20 | 45 | 25 | true | true | true | true | 0.1 | 0.27 | 0.03 | Comm:EW | Hedge | iTraxx_MAIN: +59bps notional | -52 | 24 | DealerA | All2All | 2 | 95 | 76 | -203 | HYCap>limit | Hedge | High-yield share above policy cap | 159 | Rotate into defensive sectors |
C08996 | CR5222 | 2025-07-13 | Recovery | 107 | 623 | 5.8 | 1.1 | 1,925,799,005 | Materials:12.7;Healthcare:6.9;Tech:20.9;Consumer:20.6;Utilities:17.1;Comm:21.8 | US:64.0;EU:11.4;APAC:5.7;EMEA:12.4;LATAM:6.5 | CCC:31.9;BB:8.1;B:28.0;AAA:17.9;A:14.2 | 0.77 | 22.1 | 231 | 138 | 11.6 | 3.5 | 25 | 35 | 20 | false | true | true | true | 1.82 | -0.11 | 0.45 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 0 | 19 | DealerA | All2All | 3 | 89 | -153 | -462 | HYCap>limit | Reduce | High-yield share above policy cap | 247 | Escalate watchlist names |
C08997 | CR9409 | 2024-06-17 | Tightening | 125 | 429 | 4.8 | 0.9 | 2,288,982,208 | Consumer:14.2;Materials:14.2;Financials:12.6;RealEstate:10.7;Utilities:18.7;Comm:29.6 | US:65.8;EU:7.7;APAC:6.3;EMEA:13.6;LATAM:6.6 | AAA:12.6;BBB:5.8;AA:13.2;B:22.5;A:17.7;BB:28.3 | 3.68 | 24.8 | 84 | 282 | 12.7 | 4 | 25 | 45 | 25 | true | true | true | false | -0.13 | 1.25 | 0.55 | RealEstate:EW;Utilities:EW | Hedge | iTraxx_XOVER: +168bps notional | 20 | 14 | DealerC | All2All | 1 | 100 | 372 | -323 | VAR>budget | Hedge | Portfolio VAR above budget | 175 | Defer adds pending macro print |
C08998 | CR1385 | 2024-06-03 | Recovery | 133 | 530 | 4.6 | 1.1 | 2,260,222,645 | Consumer:18.9;Financials:9.7;Industrials:27.6;Materials:10.9;Healthcare:24.5;Tech:8.4 | US:71.3;EU:5.8;APAC:13.2;EMEA:5.8;LATAM:4.0 | CCC:23.0;AAA:15.4;AA:27.3;BBB:14.9;BB:19.4 | 1.47 | 52.2 | 154 | 244 | 14.3 | 3 | 30 | 45 | 20 | false | true | true | false | 2.16 | 1.23 | 0.18 | Financials:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | 13 | ECN1 | Electronic | 3 | 91 | 147 | -31 | Region>limit | Reduce | Regional concentration above limit | 200 | Escalate watchlist names |
C08999 | CR4584 | 2025-06-12 | Stress | 146 | 550 | 5.6 | -0.8 | 1,512,188,884 | Tech:23.0;Energy:22.2;Comm:15.4;Materials:23.2;Utilities:16.2 | US:69.4;EU:7.8;APAC:7.5;EMEA:11.0;LATAM:4.3 | CCC:11.7;AA:17.8;BBB:33.3;AAA:25.4;BB:11.8 | 6.03 | 64.1 | 217 | 644 | 17.3 | 4 | 25 | 55 | 35 | false | true | false | true | 1.36 | 1.44 | -0.25 | RealEstate:EW | Hedge | iTraxx_XOVER: +108bps notional | -22 | 30 | DealerC | RFQ | 8 | 95 | 106 | -271 | HYCap>limit | Hedge | High-yield share above policy cap | 157 | Reviewed by risk; hedges staggered |
C09000 | CR9080 | 2024-04-04 | Tightening | 92 | 437 | 4.4 | 1.2 | 267,632,657 | Energy:28.7;Materials:22.7;Tech:17.3;Comm:7.7;Financials:23.5 | US:57.4;EU:13.4;APAC:13.7;EMEA:8.4;LATAM:7.0 | BB:12.6;A:43.8;CCC:4.1;AA:39.5 | 2.24 | 31.3 | 88 | 446 | 16.7 | 2.5 | 25 | 55 | 20 | true | true | false | false | 1.93 | 1.09 | 0.08 | Healthcare:EW | Hedge | iTraxx_MAIN: +186bps notional | -40 | 26 | DealerA | Electronic | 0 | 85 | 211 | -122 | HYCap>limit | Reduce | High-yield share above policy cap | 169 | Defer adds pending macro print |
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