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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C00101 | CR2070 | 2025-10-09 | Recovery | 137 | 604 | 6 | 1.8 | 1,999,312,319 | Healthcare:21.6;Tech:21.6;Energy:24.3;Utilities:16.4;Comm:16.2 | US:62.0;EU:11.7;APAC:11.3;EMEA:9.8;LATAM:5.2 | AA:30.1;CCC:16.2;B:28.2;AAA:10.8;A:14.7 | 4.1 | 43.4 | 102 | 223 | 8.8 | 3.5 | 25 | 55 | 35 | false | true | true | false | 2.26 | 0.59 | -0.22 | Healthcare:EW;Financials:EW | Hedge | Treasury_Futures: +158bps notional | -24 | 37 | ECN2 | All2All | 5 | 97 | 237 | -360 | Sector>limit | Hedge | Sector concentration above limit | 104 | Tighten HY exposure bands |
C00102 | CR6831 | 2025-04-04 | Calm | 99 | 412 | 3.7 | 2.8 | 415,654,977 | Healthcare:17.9;Financials:34.6;Consumer:47.5 | US:70.0;EU:12.5;APAC:13.4;EMEA:2.9;LATAM:1.3 | CCC:30.2;AAA:27.8;BBB:12.4;BB:29.6 | 6.7 | 63.8 | 221 | 306 | 11.5 | 2 | 30 | 45 | 35 | true | true | true | true | 0.06 | 0.89 | 0.12 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | -24 | ECN2 | All2All | 10 | 96 | 105 | 49 | Sector>limit | Hedge | Sector concentration above limit | 156 | Defer adds pending macro print |
C00103 | CR7016 | 2024-10-10 | Stress | 244 | 840 | 7.6 | -1.2 | 467,600,653 | RealEstate:24.6;Financials:17.7;Consumer:24.1;Tech:6.2;Comm:16.1;Materials:11.4 | US:61.0;EU:12.7;APAC:12.0;EMEA:8.5;LATAM:5.7 | AA:40.5;BBB:28.0;CCC:2.6;AAA:18.7;BB:10.3 | 3.05 | 28.7 | 201 | 460 | 17.7 | 3 | 30 | 35 | 25 | false | true | false | true | 1.3 | 0.75 | 0.04 | Energy:EW;Materials:EW | Hedge | iTraxx_MAIN: +131bps notional | -18 | 25 | ECN1 | DealerAxed | 3 | 99 | 289 | 144 | VAR>budget | Reduce | Portfolio VAR above budget | 106 | Tighten HY exposure bands |
C00104 | CR7378 | 2024-04-07 | Stress | 144 | 662 | 5.7 | -0.8 | 1,710,291,126 | Healthcare:23.1;Industrials:9.8;Utilities:23.5;Energy:17.7;Financials:26.0 | US:70.9;EU:6.9;APAC:10.7;EMEA:10.6;LATAM:0.9 | A:13.5;AA:29.9;BB:30.9;AAA:25.7 | 3.71 | 42.8 | 171 | 339 | 8.3 | 2 | 30 | 45 | 25 | false | true | true | false | 0.87 | 0.12 | 0.14 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | -16 | DealerA | DealerAxed | 2 | 93 | 75 | 86 | HYCap>limit | Hedge | High-yield share above policy cap | 145 | Tighten HY exposure bands |
C00105 | CR0106 | 2024-06-12 | Calm | 109 | 398 | 3.4 | 2.9 | 569,375,759 | Financials:37.1;RealEstate:30.4;Industrials:32.4 | US:65.4;EU:12.9;APAC:10.9;EMEA:5.0;LATAM:5.9 | AA:28.6;AAA:30.7;BBB:33.2;BB:7.4 | 5.64 | 56.1 | 253 | 378 | 9 | 3.5 | 30 | 45 | 35 | true | true | false | true | 1.97 | -0.26 | -0.02 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | 13 | DealerC | RFQ | 9 | 93 | 415 | 108 | Sector>limit | Hedge | Sector concentration above limit | 143 | Rotate into defensive sectors |
C00106 | CR0783 | 2025-08-11 | Stress | 186 | 803 | 6.4 | 0.7 | 2,955,233,019 | Healthcare:15.8;Consumer:6.0;Financials:23.2;Utilities:15.3;RealEstate:18.3;Comm:21.4 | US:66.6;EU:11.2;APAC:7.6;EMEA:7.5;LATAM:7.2 | CCC:8.6;B:22.7;AA:39.9;AAA:28.8 | 1.35 | 62.5 | 334 | 543 | 14.3 | 3.5 | 30 | 55 | 25 | false | true | true | true | 1.62 | 0.63 | 0.6 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | 23 | DealerB | Electronic | 1 | 87 | 314 | -26 | Region>limit | Hedge | Regional concentration above limit | 190 | Escalate watchlist names |
C00107 | CR6267 | 2025-05-03 | Calm | 96 | 380 | 4.1 | 2.2 | 532,984,552 | Healthcare:31.5;Comm:23.3;Materials:45.2 | US:59.7;EU:15.7;APAC:11.7;EMEA:6.7;LATAM:6.2 | AA:18.7;CCC:9.4;BBB:25.6;BB:6.3;A:31.7;B:8.4 | 4.02 | 32.4 | 120 | 167 | 7.5 | 2 | 35 | 35 | 25 | true | true | false | false | 1.1 | 0.27 | 0.18 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | -4 | DealerC | DealerAxed | 0 | 85 | 114 | -194 | Sector>limit | Hedge | Sector concentration above limit | 240 | Escalate watchlist names |
C00108 | CR5817 | 2024-09-10 | Tightening | 120 | 369 | 4.6 | 0.6 | 191,449,831 | Materials:10.3;Energy:18.6;Financials:17.7;Comm:18.6;Tech:34.8 | US:64.3;EU:9.9;APAC:13.2;EMEA:7.7;LATAM:4.8 | B:25.6;BB:15.3;CCC:25.0;A:23.2;AA:10.9 | 4.63 | 63.2 | 226 | 302 | 14.6 | 2.5 | 35 | 45 | 25 | false | true | true | true | 1.94 | 1.23 | -0.13 | Tech:EW | Hedge | iTraxx_MAIN: +194bps notional | -36 | -4 | DealerC | All2All | 8 | 93 | 74 | 43 | HYCap>limit | Hedge | High-yield share above policy cap | 257 | Escalate watchlist names |
C00109 | CR7360 | 2025-07-01 | Tightening | 147 | 474 | 4.6 | 1.4 | 932,678,652 | Energy:31.2;Consumer:16.8;Tech:21.9;Utilities:8.2;Healthcare:21.8 | US:71.9;EU:14.2;APAC:9.1;EMEA:4.5;LATAM:0.3 | B:28.2;BB:23.4;AAA:30.7;CCC:17.7 | 4.29 | 53.1 | 259 | 190 | 13.1 | 3 | 20 | 35 | 25 | true | true | true | true | -0.33 | 0.99 | 0.14 | Tech:EW | Hedge | SingleName_CDS: +151bps notional | -40 | -24 | DealerA | DealerAxed | 0 | 97 | 64 | -329 | Region>limit | Rotate | Regional concentration above limit | 237 | Rotate into defensive sectors |
C00110 | CR0825 | 2024-03-05 | Recovery | 137 | 624 | 5.7 | -0.4 | 186,706,670 | Comm:27.7;RealEstate:21.6;Energy:39.7;Materials:10.9 | US:63.6;EU:8.3;APAC:14.6;EMEA:12.4;LATAM:1.1 | BB:45.1;B:15.8;BBB:10.3;AAA:28.8 | 4.6 | 38.2 | 83 | 353 | 7.9 | 3 | 35 | 45 | 35 | true | true | true | false | 2.24 | -0.16 | 0.15 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 11 | ECN2 | Electronic | 0 | 97 | 227 | 89 | VAR>budget | Hedge | Portfolio VAR above budget | 252 | Rotate into defensive sectors |
C00111 | CR8124 | 2024-11-18 | Recovery | 106 | 590 | 5.7 | 0.4 | 2,681,282,358 | Energy:26.0;Healthcare:33.3;Industrials:40.7 | US:68.2;EU:15.3;APAC:13.2;EMEA:2.9;LATAM:0.4 | BBB:8.0;B:31.9;CCC:32.0;A:28.1 | 1.74 | 22.9 | 245 | 205 | 2.6 | 2 | 35 | 35 | 35 | true | true | true | true | -0.47 | -0.13 | -0.21 | Tech:EW;Utilities:EW | Hedge | Options_Payer: +114bps notional | -10 | 16 | ECN1 | All2All | 9 | 97 | 119 | -85 | VAR>budget | Hedge | Portfolio VAR above budget | 186 | Reviewed by risk; hedges staggered |
C00112 | CR0902 | 2024-06-21 | Tightening | 106 | 484 | 4.5 | 1.4 | 2,938,730,526 | Industrials:21.2;Energy:19.1;Financials:24.6;Tech:9.2;Consumer:26.0 | US:67.1;EU:10.8;APAC:9.1;EMEA:5.3;LATAM:7.8 | A:28.6;AA:28.9;BB:21.1;BBB:21.3 | 6.57 | 34.7 | 224 | 494 | 7.4 | 3.5 | 30 | 35 | 25 | false | true | false | true | 0.33 | 0.99 | 0.37 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | -9 | DealerB | Electronic | 4 | 98 | 34 | -187 | Sector>limit | Reduce | Sector concentration above limit | 156 | Defer adds pending macro print |
C00113 | CR7628 | 2024-11-02 | Stress | 176 | 553 | 7.4 | -0.2 | 1,507,182,523 | Energy:45.2;Industrials:30.1;Comm:24.7 | US:69.9;EU:7.9;APAC:10.8;EMEA:7.0;LATAM:4.5 | AAA:21.4;CCC:10.5;A:12.6;AA:37.7;BB:17.8 | 1.51 | 52.1 | 255 | 708 | 7.6 | 3.5 | 25 | 35 | 25 | true | true | true | true | 2.31 | 0.21 | -0.07 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 16 | ECN1 | DealerAxed | 8 | 88 | 56 | 153 | HYCap>limit | PauseAdds | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C00114 | CR3524 | 2024-01-26 | Calm | 68 | 394 | 3.9 | 2.5 | 359,004,249 | Materials:31.6;Consumer:22.2;Energy:31.7;RealEstate:14.5 | US:65.5;EU:7.1;APAC:14.8;EMEA:4.8;LATAM:7.9 | B:5.0;CCC:19.5;AAA:19.9;AA:23.7;BB:11.2;BBB:20.7 | 6.14 | 57.3 | 95 | 259 | 11 | 3.5 | 35 | 35 | 30 | false | true | true | false | 0.18 | 1.31 | 0.48 | Comm:EW | Hedge | iTraxx_MAIN: +170bps notional | 0 | -20 | ECN1 | All2All | 0 | 89 | 170 | 78 | VAR>budget | Reduce | Portfolio VAR above budget | 155 | Reviewed by risk; hedges staggered |
C00115 | CR6298 | 2024-07-01 | Tightening | 125 | 478 | 5.1 | 0.8 | 1,694,977,776 | Tech:16.6;Comm:17.2;RealEstate:13.5;Materials:24.1;Utilities:23.3;Consumer:5.3 | US:70.9;EU:6.2;APAC:7.3;EMEA:8.0;LATAM:7.6 | A:25.9;AA:24.1;BB:32.9;CCC:6.8;BBB:10.3 | 5.01 | 62.8 | 190 | 151 | 10.7 | 4 | 25 | 55 | 30 | false | true | true | false | 1.83 | 0.16 | 0.22 | Consumer:EW;Tech:EW;RealEstate:EW | Hedge | Treasury_Futures: +108bps notional | 0 | -15 | DealerB | Electronic | 2 | 96 | -157 | 127 | Sector>limit | Hedge | Sector concentration above limit | 174 | Rotate into defensive sectors |
C00116 | CR3431 | 2025-04-14 | Recovery | 133 | 586 | 4.9 | 0.3 | 2,738,467,377 | Healthcare:19.0;Consumer:20.5;RealEstate:60.5 | US:57.0;EU:22.3;APAC:11.7;EMEA:4.1;LATAM:5.0 | A:9.9;BBB:24.8;CCC:38.8;AAA:26.5 | 6.69 | 25.9 | 111 | 211 | 8.1 | 4 | 20 | 35 | 35 | true | true | true | false | 1.79 | 0.48 | -0.15 | null | Hedge | iTraxx_XOVER: +145bps notional | -2 | 0 | ECN1 | All2All | 3 | 96 | 234 | 80 | HYCap>limit | Reduce | High-yield share above policy cap | 233 | Tighten HY exposure bands |
C00117 | CR8450 | 2024-09-23 | Calm | 105 | 282 | 3.6 | 3 | 1,970,253,931 | Materials:20.6;Comm:28.2;Financials:6.0;Utilities:17.7;Industrials:27.5 | US:68.4;EU:11.9;APAC:10.1;EMEA:3.8;LATAM:5.8 | AA:25.0;A:27.8;BB:16.6;AAA:30.5 | 2.66 | 59.1 | 237 | 333 | 6.5 | 2.5 | 35 | 35 | 20 | false | true | false | true | 0.49 | -0.28 | 0.25 | Utilities:EW;Healthcare:EW;Comm:EW | Hedge | iTraxx_MAIN: +71bps notional | 13 | 36 | DealerB | DealerAxed | 12 | 99 | -147 | 124 | Region>limit | Reduce | Regional concentration above limit | 165 | Rotate into defensive sectors |
C00118 | CR3404 | 2025-05-05 | Recovery | 116 | 601 | 5.1 | 1.3 | 1,898,899,034 | Utilities:30.1;Healthcare:23.8;Financials:14.7;Energy:31.3 | US:63.8;EU:16.0;APAC:9.9;EMEA:10.2;LATAM:0.0 | AAA:20.9;CCC:9.8;BB:24.9;B:9.7;A:17.1;AA:17.5 | 7.1 | 51.8 | 185 | 156 | 8.3 | 3 | 35 | 45 | 35 | false | true | true | false | 0.92 | -0.2 | -0.25 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 4 | DealerA | Electronic | 8 | 91 | -179 | -413 | HYCap>limit | Rotate | High-yield share above policy cap | 151 | Tighten HY exposure bands |
C00119 | CR2245 | 2025-09-22 | Calm | 112 | 311 | 4 | 2.9 | 179,487,056 | Financials:15.8;Consumer:33.4;Tech:20.4;Energy:30.5 | US:71.2;EU:8.6;APAC:9.7;EMEA:6.5;LATAM:4.0 | B:19.0;BB:17.0;AAA:21.1;CCC:21.9;A:21.0 | 7.03 | 34.3 | 259 | 503 | 17.1 | 2.5 | 20 | 35 | 25 | true | true | true | true | 1.67 | 0.29 | -0.07 | null | Hedge | SingleName_CDS: +69bps notional | -16 | -6 | ECN1 | All2All | 7 | 100 | 39 | -137 | Region>limit | Hedge | Regional concentration above limit | 260 | Tighten HY exposure bands |
C00120 | CR7798 | 2024-01-14 | Tightening | 116 | 378 | 4.2 | 1 | 1,756,490,500 | Consumer:32.5;Healthcare:44.8;Industrials:22.7 | US:63.7;EU:11.6;APAC:11.0;EMEA:7.6;LATAM:6.1 | AA:10.7;A:19.5;B:31.6;CCC:20.5;AAA:17.8 | 4.03 | 25.1 | 127 | 207 | 7.5 | 3.5 | 20 | 55 | 30 | true | true | true | false | 2.16 | 0.31 | 0.15 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 19 | ECN1 | Electronic | 12 | 86 | 321 | -172 | VAR>budget | Rotate | Portfolio VAR above budget | 99 | Tighten HY exposure bands |
C00121 | CR3424 | 2024-10-27 | Calm | 70 | 412 | 3.8 | 2.6 | 250,164,340 | Materials:8.8;Utilities:28.4;Consumer:10.7;Financials:17.7;Tech:7.0;Energy:27.4 | US:65.5;EU:13.2;APAC:14.4;EMEA:6.7;LATAM:0.2 | AA:34.0;BB:7.9;CCC:9.9;B:2.1;A:18.4;BBB:27.7 | 4.42 | 54.8 | 174 | 172 | 3.9 | 4 | 20 | 45 | 30 | true | true | false | false | 1.44 | 0.73 | -0.29 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | 1 | DealerC | Electronic | 2 | 88 | -99 | 87 | VAR>budget | Reduce | Portfolio VAR above budget | 258 | Tighten HY exposure bands |
C00122 | CR8290 | 2024-03-12 | Tightening | 98 | 466 | 4.4 | 0.7 | 552,117,252 | Materials:61.9;Energy:19.7;Financials:18.4 | US:56.6;EU:16.2;APAC:7.8;EMEA:12.8;LATAM:6.6 | B:12.5;AAA:45.4;BB:19.5;BBB:17.5;CCC:5.2 | 3.92 | 23.8 | 133 | 128 | 5.1 | 2.5 | 20 | 35 | 20 | true | true | true | false | 0.01 | -0.14 | -0.21 | Materials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 20 | ECN2 | RFQ | 1 | 94 | 124 | -129 | HYCap>limit | Reduce | High-yield share above policy cap | 237 | Reviewed by risk; hedges staggered |
C00123 | CR0303 | 2024-05-10 | Calm | 111 | 391 | 4 | 1.9 | 1,859,232,634 | Industrials:13.3;RealEstate:19.3;Energy:22.6;Materials:44.8 | US:71.4;EU:9.7;APAC:10.8;EMEA:6.4;LATAM:1.6 | A:17.9;BB:33.6;AAA:23.0;CCC:25.5 | 6.18 | 37.5 | 80 | 163 | 5.9 | 2 | 30 | 55 | 35 | true | true | true | false | 0.65 | 0.72 | -0.26 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 20 | DealerC | RFQ | 11 | 85 | 267 | 29 | HYCap>limit | Rotate | High-yield share above policy cap | 235 | Defer adds pending macro print |
C00124 | CR9110 | 2024-12-10 | Recovery | 110 | 437 | 4.9 | 1.3 | 2,688,126,224 | Tech:17.0;Comm:10.0;RealEstate:19.3;Materials:14.9;Healthcare:18.2;Utilities:20.6 | US:61.9;EU:17.8;APAC:7.3;EMEA:9.4;LATAM:3.5 | A:34.1;AAA:14.5;B:10.6;AA:40.8 | 0.62 | 20.5 | 253 | 399 | 7.6 | 4 | 35 | 45 | 35 | false | true | false | true | 1.08 | -0.05 | 0.03 | Consumer:EW | Hedge | iTraxx_XOVER: +149bps notional | -56 | -19 | DealerC | Electronic | 7 | 87 | 388 | 8 | Region>limit | Rotate | Regional concentration above limit | 195 | Tighten HY exposure bands |
C00125 | CR7346 | 2025-04-03 | Recovery | 104 | 460 | 4.6 | 0.8 | 2,147,246,048 | Industrials:12.1;Energy:35.9;Tech:14.0;Consumer:21.3;Utilities:16.7 | US:66.5;EU:6.4;APAC:11.8;EMEA:11.2;LATAM:4.2 | AAA:12.5;BBB:9.0;CCC:28.2;B:31.0;AA:19.3 | 0.81 | 58.7 | 100 | 424 | 17.2 | 2 | 20 | 55 | 25 | true | true | true | false | 0.93 | -0.11 | -0 | null | Hedge | CDX_HY: +139bps notional | 19 | 17 | ECN1 | RFQ | 12 | 91 | -61 | 182 | Sector>limit | Reduce | Sector concentration above limit | 114 | Tighten HY exposure bands |
C00126 | CR3766 | 2025-01-31 | Stress | 205 | 656 | 7 | 0.5 | 1,571,457,309 | Utilities:13.1;Industrials:21.9;Energy:19.0;Comm:17.2;Healthcare:28.8 | US:69.5;EU:6.4;APAC:7.2;EMEA:10.6;LATAM:6.3 | B:11.4;AA:11.7;BBB:30.6;A:40.3;BB:6.1 | 6.18 | 24.1 | 259 | 319 | 15.6 | 2 | 20 | 35 | 35 | true | true | false | true | 0.95 | 1.68 | -0.26 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | -17 | DealerA | Electronic | 10 | 91 | -163 | -233 | VAR>budget | Hedge | Portfolio VAR above budget | 213 | Reviewed by risk; hedges staggered |
C00127 | CR9443 | 2024-07-02 | Tightening | 129 | 358 | 4.7 | 1.5 | 2,343,673,814 | RealEstate:16.2;Utilities:51.3;Consumer:32.5 | US:58.8;EU:18.5;APAC:13.9;EMEA:3.8;LATAM:5.0 | AAA:31.4;AA:19.4;B:9.3;A:24.2;BB:15.7 | 6.86 | 26.2 | 108 | 146 | 12 | 3 | 35 | 55 | 25 | true | true | false | false | 2.34 | 0.42 | 0.4 | null | Hedge | SingleName_CDS: +134bps notional | -14 | 28 | ECN1 | Electronic | 1 | 85 | 287 | -38 | HYCap>limit | Hedge | High-yield share above policy cap | 229 | Tighten HY exposure bands |
C00128 | CR8074 | 2025-08-05 | Recovery | 129 | 530 | 5.2 | 0.9 | 635,265,224 | Tech:10.1;Healthcare:35.2;RealEstate:19.8;Utilities:14.6;Materials:20.4 | US:66.8;EU:7.0;APAC:11.8;EMEA:10.1;LATAM:4.3 | CCC:13.0;BB:15.5;AA:50.2;A:21.3 | 4.97 | 43.7 | 164 | 171 | 10.8 | 4 | 30 | 45 | 25 | true | true | true | false | -0.16 | 0.27 | 0.31 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | -22 | DealerC | RFQ | 10 | 95 | -21 | -173 | HYCap>limit | Reduce | High-yield share above policy cap | 246 | Defer adds pending macro print |
C00129 | CR7140 | 2024-03-05 | Recovery | 111 | 627 | 6.4 | 0.6 | 1,410,339,009 | Industrials:25.3;Utilities:24.5;RealEstate:24.6;Financials:25.6 | US:65.7;EU:12.0;APAC:8.1;EMEA:11.3;LATAM:2.9 | AA:23.4;BB:18.8;BBB:33.1;B:24.7 | 1.98 | 51.5 | 242 | 170 | 15.2 | 3 | 20 | 45 | 30 | true | true | true | true | 2.06 | 0.75 | 0.11 | Energy:EW;Consumer:EW | Hedge | iTraxx_XOVER: +174bps notional | -17 | 22 | DealerB | Electronic | 7 | 93 | -155 | 47 | Sector>limit | Reduce | Sector concentration above limit | 139 | Reviewed by risk; hedges staggered |
C00130 | CR2100 | 2024-06-27 | Calm | 98 | 318 | 4 | 2.7 | 498,259,266 | Comm:35.4;Utilities:14.3;Tech:28.6;RealEstate:21.7 | US:68.6;EU:7.1;APAC:8.4;EMEA:12.6;LATAM:3.3 | BB:6.5;A:36.4;CCC:12.0;B:25.6;BBB:19.4 | 1.06 | 33.5 | 81 | 130 | 11.2 | 2.5 | 30 | 35 | 30 | true | true | true | false | -0.04 | 1.7 | -0.08 | Industrials:EW;Healthcare:EW | Hedge | Options_Payer: +77bps notional | -18 | 2 | DealerB | Electronic | 6 | 95 | 303 | -346 | VAR>budget | Reduce | Portfolio VAR above budget | 131 | Tighten HY exposure bands |
C00131 | CR6812 | 2024-12-05 | Recovery | 125 | 525 | 5.3 | -0.4 | 2,000,203,553 | RealEstate:23.1;Financials:17.1;Consumer:31.7;Materials:28.1 | US:67.9;EU:11.2;APAC:8.5;EMEA:5.6;LATAM:6.8 | BBB:29.5;AAA:10.7;BB:32.3;CCC:10.3;AA:17.2 | 5.7 | 56.9 | 168 | 141 | 17.5 | 3.5 | 25 | 45 | 35 | true | true | true | false | 0.99 | 1.14 | 0.31 | Financials:EW | Hedge | iTraxx_XOVER: +160bps notional | -43 | 21 | DealerC | Electronic | 2 | 87 | -165 | 118 | HYCap>limit | Rotate | High-yield share above policy cap | 102 | Escalate watchlist names |
C00132 | CR4224 | 2025-10-21 | Calm | 87 | 345 | 3.4 | 2.3 | 2,770,607,637 | RealEstate:21.6;Tech:9.6;Industrials:24.1;Energy:11.7;Financials:9.3;Materials:23.6 | US:65.0;EU:10.2;APAC:12.7;EMEA:10.0;LATAM:2.2 | AAA:17.0;CCC:6.1;B:10.4;A:47.0;AA:14.6;BB:4.9 | 1.47 | 28.8 | 231 | 175 | 11.1 | 2 | 30 | 55 | 25 | false | true | false | true | -0.17 | 0.2 | 0.09 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | -16 | DealerB | RFQ | 10 | 94 | 310 | -372 | Sector>limit | Hedge | Sector concentration above limit | 117 | Defer adds pending macro print |
C00133 | CR8302 | 2025-01-19 | Calm | 106 | 371 | 4.2 | 2.5 | 1,626,434,827 | Healthcare:11.3;Tech:15.2;Financials:25.0;Industrials:30.7;Materials:17.8 | US:59.4;EU:13.9;APAC:12.0;EMEA:7.1;LATAM:7.6 | B:27.2;AAA:9.4;CCC:13.4;BBB:13.7;BB:17.4;AA:18.9 | 5.61 | 40.7 | 158 | 234 | 8.5 | 3.5 | 35 | 35 | 30 | false | true | true | false | 1.93 | -0.04 | 0.3 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | 5 | DealerC | DealerAxed | 4 | 98 | -89 | 66 | Region>limit | Reduce | Regional concentration above limit | 114 | Defer adds pending macro print |
C00134 | CR4032 | 2025-11-16 | Recovery | 101 | 524 | 6.2 | 0.7 | 2,665,564,931 | Comm:33.5;Financials:36.5;Healthcare:30.0 | US:54.6;EU:18.1;APAC:13.4;EMEA:10.4;LATAM:3.5 | A:21.0;BBB:18.0;BB:9.1;B:10.2;AA:27.3;AAA:14.3 | 4.32 | 51.5 | 246 | 487 | 10.8 | 3.5 | 35 | 55 | 35 | true | false | false | true | 1.88 | 1.36 | -0.33 | Materials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 1 | DealerC | DealerAxed | 9 | 92 | 340 | -8 | HYCap>limit | Rotate | High-yield share above policy cap | 223 | Reviewed by risk; hedges staggered |
C00135 | CR1947 | 2025-10-24 | Tightening | 100 | 513 | 4 | 1.5 | 1,622,917,991 | Tech:17.8;RealEstate:25.5;Materials:27.1;Comm:29.5 | US:72.1;EU:7.9;APAC:8.7;EMEA:9.1;LATAM:2.2 | CCC:24.0;AAA:13.7;A:15.2;B:18.2;BB:29.0 | 4.07 | 47.8 | 100 | 167 | 2.1 | 3 | 20 | 45 | 25 | true | true | true | false | -0.4 | 0.27 | 0.3 | null | Hedge | Options_Payer: +148bps notional | -35 | -16 | ECN1 | RFQ | 8 | 92 | 106 | -72 | Region>limit | Hedge | Regional concentration above limit | 121 | Escalate watchlist names |
C00136 | CR9424 | 2025-12-24 | Recovery | 110 | 633 | 4.9 | 1.4 | 2,820,480,840 | Energy:10.0;Consumer:27.5;Industrials:9.1;Comm:26.8;Tech:26.6 | US:71.1;EU:7.4;APAC:13.8;EMEA:7.5;LATAM:0.2 | AAA:32.2;BB:30.9;AA:29.8;B:7.1 | 2.3 | 21.7 | 246 | 325 | 3.4 | 2 | 30 | 55 | 35 | false | true | true | true | -0.22 | 1.25 | 0.52 | Financials:EW;Industrials:EW | Hedge | Options_Payer: +83bps notional | 14 | -8 | ECN2 | Electronic | 3 | 93 | 300 | -50 | HYCap>limit | Rotate | High-yield share above policy cap | 122 | Rotate into defensive sectors |
C00137 | CR0869 | 2025-01-02 | Tightening | 151 | 428 | 4.6 | 1.5 | 2,140,537,931 | Energy:16.2;Consumer:35.4;Comm:28.9;Healthcare:19.4 | US:63.9;EU:16.2;APAC:4.7;EMEA:7.9;LATAM:7.3 | BB:13.7;A:8.7;B:17.7;AA:27.2;AAA:13.2;CCC:19.5 | 2.35 | 48.5 | 208 | 177 | 17.6 | 3.5 | 25 | 55 | 25 | true | true | true | true | -0.31 | 0.61 | 0.26 | null | Hedge | Options_Payer: +114bps notional | -19 | -20 | ECN2 | All2All | 12 | 95 | 216 | -139 | Region>limit | Reduce | Regional concentration above limit | 99 | Escalate watchlist names |
C00138 | CR7408 | 2025-09-13 | Calm | 112 | 402 | 3.6 | 2.3 | 1,395,219,443 | Comm:21.4;Consumer:23.4;Tech:20.9;Energy:26.1;Materials:8.2 | US:65.0;EU:7.5;APAC:12.9;EMEA:8.3;LATAM:6.3 | CCC:14.5;A:24.1;B:13.6;BBB:23.0;BB:24.7 | 4.43 | 61.1 | 174 | 296 | 12.5 | 3 | 35 | 35 | 20 | false | true | true | false | 1.34 | 0.46 | -0.2 | RealEstate:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | 19 | ECN1 | All2All | 11 | 86 | 161 | 66 | Region>limit | Hedge | Regional concentration above limit | 136 | Tighten HY exposure bands |
C00139 | CR1155 | 2024-07-18 | Calm | 111 | 379 | 3.7 | 2.9 | 2,398,843,572 | Healthcare:29.3;Consumer:13.1;Materials:14.1;Financials:43.4 | US:65.6;EU:12.9;APAC:9.7;EMEA:7.6;LATAM:4.2 | AA:14.3;A:24.2;CCC:31.4;AAA:30.1 | 0.89 | 29.2 | 221 | 405 | 5.2 | 3 | 20 | 55 | 20 | true | true | true | true | 0.75 | 0.91 | 0.58 | null | Hedge | Treasury_Futures: +65bps notional | -13 | -25 | DealerC | DealerAxed | 7 | 100 | 186 | -169 | HYCap>limit | Hedge | High-yield share above policy cap | 158 | Reviewed by risk; hedges staggered |
C00140 | CR3911 | 2024-12-17 | Calm | 98 | 381 | 3.6 | 2.5 | 188,781,928 | Industrials:10.2;Tech:22.2;RealEstate:10.6;Energy:9.6;Utilities:21.8;Consumer:25.6 | US:66.2;EU:14.0;APAC:5.5;EMEA:7.8;LATAM:6.6 | BBB:9.6;CCC:28.7;AAA:20.6;BB:15.8;AA:12.8;A:12.5 | 1.63 | 32.6 | 171 | 170 | 9.1 | 2.5 | 35 | 35 | 25 | false | true | true | false | 1.95 | -0.26 | 0.41 | Comm:EW | Hedge | Options_Payer: +111bps notional | -39 | -5 | DealerA | Electronic | 12 | 100 | 131 | 18 | Sector>limit | Reduce | Sector concentration above limit | 259 | Tighten HY exposure bands |
C00141 | CR7143 | 2025-09-01 | Tightening | 150 | 516 | 4.6 | 0.7 | 1,805,774,877 | Industrials:18.7;Financials:19.8;Healthcare:18.3;Energy:9.1;Comm:11.1;Utilities:23.0 | US:66.6;EU:11.2;APAC:12.8;EMEA:6.0;LATAM:3.3 | AA:21.2;A:8.4;B:29.4;CCC:14.3;BBB:12.9;AAA:13.7 | 6.46 | 62.9 | 241 | 378 | 10.2 | 3 | 25 | 45 | 30 | false | true | true | true | -0.25 | 0.35 | 0.16 | Utilities:EW;Consumer:EW | Hedge | SingleName_CDS: +62bps notional | -49 | -7 | DealerB | RFQ | 2 | 87 | 403 | -297 | Region>limit | Hedge | Regional concentration above limit | 161 | Defer adds pending macro print |
C00142 | CR6736 | 2024-12-05 | Tightening | 122 | 382 | 4.2 | 1.3 | 1,879,122,200 | Healthcare:46.7;RealEstate:32.2;Financials:21.1 | US:72.5;EU:7.8;APAC:8.1;EMEA:9.4;LATAM:2.2 | AAA:10.5;BBB:24.6;AA:22.3;B:19.1;A:23.5 | 1.05 | 50 | 108 | 365 | 7.7 | 2.5 | 20 | 55 | 25 | true | true | false | false | 1.57 | 1.29 | 0.25 | Materials:EW | Hedge | Treasury_Futures: +114bps notional | -56 | 32 | ECN2 | Electronic | 8 | 98 | -171 | 53 | HYCap>limit | Rotate | High-yield share above policy cap | 109 | Rotate into defensive sectors |
C00143 | CR0342 | 2024-05-25 | Tightening | 119 | 391 | 4.4 | 1.1 | 194,952,802 | Industrials:15.7;Energy:13.8;Comm:37.6;RealEstate:13.5;Tech:19.4 | US:66.8;EU:14.2;APAC:4.9;EMEA:10.6;LATAM:3.5 | A:14.6;B:13.8;BBB:19.7;AAA:19.5;CCC:25.3;AA:7.2 | 7.49 | 20.3 | 105 | 367 | 3.6 | 2.5 | 35 | 55 | 25 | true | true | true | false | 0.55 | -0.07 | 0.33 | null | Hedge | SingleName_CDS: +143bps notional | 16 | 45 | ECN1 | Electronic | 8 | 100 | -74 | -333 | Sector>limit | Reduce | Sector concentration above limit | 146 | Defer adds pending macro print |
C00144 | CR3006 | 2025-05-01 | Tightening | 98 | 405 | 4.6 | 1.4 | 1,223,075,898 | Utilities:12.5;Energy:38.4;RealEstate:9.7;Consumer:39.4 | US:76.9;EU:9.4;APAC:5.6;EMEA:3.9;LATAM:4.2 | AAA:19.6;AA:15.5;BB:22.6;BBB:11.3;CCC:4.9;A:26.2 | 6.21 | 45.5 | 100 | 337 | 3.4 | 2.5 | 30 | 45 | 25 | true | true | true | false | 0.51 | 0.57 | -0.38 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -30 | 2 | DealerA | Electronic | 10 | 94 | 218 | 64 | VAR>budget | Rotate | Portfolio VAR above budget | 220 | Escalate watchlist names |
C00145 | CR6909 | 2025-07-18 | Calm | 69 | 326 | 3.8 | 1.5 | 2,013,582,085 | Comm:15.3;Consumer:29.9;Tech:54.8 | US:64.8;EU:15.3;APAC:9.2;EMEA:3.6;LATAM:7.0 | AAA:31.0;AA:31.6;BB:15.2;B:22.2 | 1.31 | 34.2 | 259 | 469 | 12.8 | 3.5 | 35 | 35 | 30 | true | true | true | true | 0.65 | 0.05 | -0.34 | Financials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 30 | ECN1 | All2All | 12 | 98 | 244 | -92 | HYCap>limit | Rotate | High-yield share above policy cap | 153 | Escalate watchlist names |
C00146 | CR7121 | 2025-05-04 | Calm | 118 | 321 | 4.2 | 1.8 | 2,546,257,509 | Consumer:21.0;Utilities:19.7;Tech:22.7;Energy:20.2;Healthcare:16.3 | US:59.6;EU:15.3;APAC:12.4;EMEA:7.0;LATAM:5.6 | AAA:22.1;BB:10.2;CCC:14.3;AA:28.3;A:25.1 | 4.92 | 53.3 | 217 | 352 | 5.7 | 4 | 20 | 45 | 20 | true | true | true | true | 2.05 | 1.32 | 0.51 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | -8 | ECN2 | DealerAxed | 11 | 89 | -141 | -44 | HYCap>limit | Reduce | High-yield share above policy cap | 242 | Defer adds pending macro print |
C00147 | CR9257 | 2025-05-29 | Calm | 100 | 300 | 3.5 | 2.8 | 2,289,604,687 | Industrials:25.1;Consumer:29.2;Energy:15.0;RealEstate:12.6;Healthcare:18.1 | US:63.7;EU:6.7;APAC:14.8;EMEA:7.2;LATAM:7.7 | BBB:25.4;AAA:29.0;AA:32.1;CCC:13.5 | 3.22 | 63.7 | 93 | 263 | 16.7 | 2 | 20 | 45 | 25 | true | true | false | false | 1.41 | 0.33 | -0.14 | Materials:EW | Hedge | SingleName_CDS: +151bps notional | -45 | -10 | DealerA | Electronic | 12 | 99 | 4 | 13 | HYCap>limit | Hedge | High-yield share above policy cap | 98 | Defer adds pending macro print |
C00148 | CR6244 | 2025-06-28 | Stress | 219 | 747 | 7.9 | 0.3 | 1,233,835,702 | RealEstate:7.6;Healthcare:24.8;Energy:10.6;Utilities:15.7;Financials:9.3;Comm:32.0 | US:75.6;EU:6.8;APAC:10.9;EMEA:6.7;LATAM:0.1 | AAA:20.8;BB:19.2;CCC:18.7;B:18.4;A:22.9 | 2.58 | 45.8 | 309 | 291 | 20.2 | 2 | 35 | 45 | 30 | false | true | true | true | 1.81 | 1.59 | 0.41 | Materials:EW | Hedge | SingleName_CDS: +65bps notional | 17 | 42 | DealerC | Electronic | 6 | 100 | -122 | -225 | Region>limit | Rotate | Regional concentration above limit | 162 | Rotate into defensive sectors |
C00149 | CR7081 | 2024-09-23 | Tightening | 152 | 401 | 4.9 | 0.5 | 2,794,864,614 | Industrials:21.0;Materials:40.9;Consumer:38.0 | US:56.5;EU:18.5;APAC:7.0;EMEA:12.0;LATAM:6.0 | B:16.6;AA:7.9;AAA:20.8;BBB:14.2;BB:20.5;CCC:20.0 | 2.83 | 58.6 | 176 | 191 | 6.7 | 3.5 | 35 | 45 | 35 | true | true | true | false | 2.13 | 0.6 | 0.01 | Consumer:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -23 | -24 | DealerA | All2All | 5 | 85 | 328 | 22 | VAR>budget | Rotate | Portfolio VAR above budget | 169 | Rotate into defensive sectors |
C00150 | CR8859 | 2025-10-12 | Tightening | 124 | 360 | 4.2 | 0.9 | 2,297,468,683 | Consumer:8.2;Materials:15.9;Financials:16.9;Comm:19.9;Utilities:19.0;Energy:20.1 | US:65.3;EU:17.5;APAC:12.8;EMEA:4.2;LATAM:0.2 | BBB:11.1;CCC:8.1;A:30.0;AA:25.3;BB:25.5 | 7.18 | 38.9 | 96 | 484 | 16.8 | 2.5 | 20 | 55 | 35 | true | true | false | false | 2.44 | 0.79 | -0.39 | Financials:EW | Hedge | Options_Payer: +63bps notional | -7 | 33 | ECN2 | RFQ | 2 | 97 | 126 | 45 | VAR>budget | PauseAdds | Portfolio VAR above budget | 167 | Defer adds pending macro print |
C00151 | CR6048 | 2024-09-21 | Calm | 113 | 395 | 4.1 | 1.6 | 2,918,721,889 | Utilities:26.8;Industrials:29.0;Healthcare:28.9;Comm:15.2 | US:63.8;EU:16.3;APAC:12.1;EMEA:6.4;LATAM:1.5 | AAA:20.1;BB:4.2;B:7.1;BBB:17.4;AA:19.8;A:31.4 | 0.97 | 34.8 | 86 | 373 | 9.5 | 3.5 | 35 | 55 | 35 | false | true | false | false | 1.99 | 1.58 | 0.04 | null | Hedge | CDX_HY: +177bps notional | -49 | 35 | ECN1 | Electronic | 3 | 86 | 280 | -113 | HYCap>limit | Reduce | High-yield share above policy cap | 201 | Rotate into defensive sectors |
C00152 | CR2684 | 2025-03-13 | Stress | 150 | 779 | 7 | -0.5 | 98,779,260 | Consumer:27.2;Utilities:30.1;Tech:23.8;Industrials:18.9 | US:69.2;EU:13.0;APAC:8.2;EMEA:3.7;LATAM:5.9 | BBB:18.9;BB:14.7;AAA:21.0;A:25.7;CCC:9.9;AA:9.8 | 6.51 | 41.6 | 371 | 315 | 7.2 | 3 | 35 | 55 | 30 | false | true | false | true | 0.89 | 1.62 | 0.38 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | -13 | DealerC | Electronic | 1 | 85 | 300 | -225 | Region>limit | Reduce | Regional concentration above limit | 245 | Defer adds pending macro print |
C00153 | CR2370 | 2024-07-30 | Recovery | 174 | 431 | 6 | 0.5 | 2,678,947,928 | Materials:15.9;Financials:22.9;Utilities:13.9;Comm:12.7;Tech:20.7;Industrials:13.9 | US:70.4;EU:12.5;APAC:8.7;EMEA:4.1;LATAM:4.3 | AA:18.8;B:19.3;BB:30.0;AAA:19.5;CCC:12.3 | 2.8 | 49.8 | 259 | 457 | 5.1 | 3 | 20 | 45 | 20 | true | true | true | true | 0.47 | 0.16 | 0.22 | Financials:EW | Hedge | Options_Payer: +87bps notional | -30 | 44 | DealerC | All2All | 6 | 99 | 251 | -243 | Sector>limit | Hedge | Sector concentration above limit | 187 | Reviewed by risk; hedges staggered |
C00154 | CR0214 | 2025-01-21 | Recovery | 171 | 632 | 6.1 | 0.6 | 2,112,253,006 | Materials:42.7;RealEstate:13.4;Financials:34.3;Consumer:9.6 | US:62.3;EU:13.1;APAC:11.5;EMEA:8.5;LATAM:4.6 | BB:13.0;CCC:14.2;BBB:11.5;AAA:19.2;AA:15.3;A:26.8 | 5.05 | 34.4 | 235 | 371 | 3.4 | 2 | 25 | 45 | 30 | true | true | false | true | 0.04 | 0.89 | 0.57 | Consumer:EW;Energy:EW | Hedge | SingleName_CDS: +62bps notional | -25 | -14 | DealerC | RFQ | 7 | 92 | 25 | -3 | VAR>budget | Reduce | Portfolio VAR above budget | 188 | Tighten HY exposure bands |
C00155 | CR3125 | 2025-03-26 | Stress | 234 | 571 | 6.4 | -1 | 1,570,934,389 | Utilities:33.8;Industrials:20.5;Consumer:14.1;Healthcare:31.6 | US:69.1;EU:11.1;APAC:6.9;EMEA:8.5;LATAM:4.4 | B:22.7;A:16.1;BB:12.2;CCC:25.9;AA:16.4;AAA:6.7 | 1.35 | 29.5 | 351 | 630 | 10.5 | 3.5 | 35 | 45 | 35 | false | true | true | true | 2.17 | 0.88 | -0.18 | RealEstate:EW | Hedge | iTraxx_XOVER: +112bps notional | -52 | 22 | ECN2 | RFQ | 11 | 89 | -206 | -211 | HYCap>limit | Hedge | High-yield share above policy cap | 107 | Reviewed by risk; hedges staggered |
C00156 | CR4394 | 2024-07-19 | Recovery | 143 | 634 | 4.9 | 1.1 | 602,132,947 | Materials:12.4;Healthcare:26.6;Energy:14.9;Consumer:7.5;RealEstate:26.5;Utilities:12.1 | US:68.0;EU:8.2;APAC:14.7;EMEA:8.0;LATAM:1.2 | AAA:13.3;AA:32.1;A:29.5;CCC:25.1 | 4.4 | 37.1 | 136 | 429 | 11.9 | 3 | 20 | 45 | 30 | true | true | false | false | 2.23 | 1.62 | 0.58 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | 17 | ECN1 | Electronic | 0 | 87 | 311 | -146 | Region>limit | Hedge | Regional concentration above limit | 157 | Escalate watchlist names |
C00157 | CR0028 | 2024-04-06 | Calm | 78 | 409 | 3.2 | 2.6 | 625,056,026 | Tech:18.4;Healthcare:24.7;Utilities:21.1;Financials:17.1;Industrials:11.8;Energy:7.1 | US:58.6;EU:15.0;APAC:14.1;EMEA:6.8;LATAM:5.5 | AA:23.8;A:29.8;AAA:17.3;BB:8.7;B:20.4 | 2.75 | 22.4 | 196 | 281 | 12.7 | 2 | 20 | 55 | 20 | true | true | true | false | 0.42 | 1.1 | 0.08 | null | Hedge | CDX_HY: +122bps notional | -44 | 31 | DealerA | RFQ | 12 | 89 | 176 | -9 | HYCap>limit | Hedge | High-yield share above policy cap | 140 | Rotate into defensive sectors |
C00158 | CR3188 | 2025-12-22 | Calm | 72 | 283 | 3.5 | 1.9 | 501,940,978 | Materials:35.6;RealEstate:21.0;Industrials:31.3;Utilities:12.1 | US:55.6;EU:16.8;APAC:7.8;EMEA:12.6;LATAM:7.1 | AAA:16.0;BB:3.3;AA:39.6;A:32.6;B:8.6 | 6.61 | 49.1 | 125 | 217 | 9.6 | 4 | 35 | 35 | 25 | true | true | false | false | 2.23 | 1.32 | -0.13 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 17 | DealerA | Electronic | 11 | 90 | 405 | -223 | Sector>limit | Reduce | Sector concentration above limit | 214 | Rotate into defensive sectors |
C00159 | CR7466 | 2025-10-15 | Tightening | 107 | 356 | 5 | 1.4 | 2,109,656,909 | Utilities:12.3;Healthcare:20.5;Consumer:20.8;RealEstate:10.5;Financials:17.6;Industrials:18.3 | US:58.2;EU:15.0;APAC:13.1;EMEA:10.2;LATAM:3.5 | A:22.7;CCC:15.0;B:17.1;AAA:24.8;AA:20.4 | 4.14 | 50.8 | 140 | 350 | 3.6 | 2 | 30 | 35 | 30 | false | true | true | false | 1.56 | 1.66 | -0.1 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 23 | ECN1 | Electronic | 2 | 91 | 288 | 42 | Region>limit | Hedge | Regional concentration above limit | 234 | Tighten HY exposure bands |
C00160 | CR2816 | 2025-06-28 | Tightening | 159 | 483 | 4.2 | 0.5 | 467,519,807 | RealEstate:26.2;Financials:29.1;Industrials:27.1;Utilities:17.6 | US:59.3;EU:11.3;APAC:16.2;EMEA:10.0;LATAM:3.2 | AA:32.4;B:10.9;CCC:12.1;BB:10.9;BBB:22.6;AAA:11.2 | 6.29 | 54.9 | 179 | 189 | 15.7 | 3.5 | 25 | 35 | 35 | true | true | false | false | 2.24 | 0.99 | -0.38 | Financials:EW;Tech:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 16 | ECN2 | Electronic | 10 | 98 | -15 | -85 | VAR>budget | Hedge | Portfolio VAR above budget | 220 | Reviewed by risk; hedges staggered |
C00161 | CR6755 | 2025-05-08 | Tightening | 152 | 405 | 4.3 | 1.2 | 1,552,531,273 | Utilities:14.3;RealEstate:9.0;Healthcare:12.3;Industrials:24.2;Financials:19.4;Materials:20.8 | US:67.4;EU:8.5;APAC:14.3;EMEA:4.5;LATAM:5.3 | AA:12.7;A:12.2;CCC:26.3;BBB:18.7;AAA:30.1 | 6.06 | 25.9 | 215 | 471 | 10.8 | 4 | 25 | 35 | 25 | false | true | true | true | 0.62 | 1.26 | 0.57 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -50 | 23 | ECN2 | All2All | 7 | 89 | 324 | -96 | Sector>limit | Reduce | Sector concentration above limit | 255 | Defer adds pending macro print |
C00162 | CR1222 | 2024-08-29 | Stress | 217 | 663 | 6.2 | -0 | 2,317,175,550 | Industrials:29.4;Tech:39.3;Materials:31.3 | US:69.0;EU:8.1;APAC:12.2;EMEA:6.6;LATAM:4.1 | AA:11.2;CCC:7.2;BB:22.8;AAA:19.6;B:18.1;BBB:21.1 | 4.96 | 35.1 | 204 | 442 | 8.3 | 4 | 30 | 55 | 20 | true | true | true | true | 1.8 | 0.35 | -0.1 | null | Hedge | Options_Payer: +108bps notional | -43 | -3 | DealerC | DealerAxed | 2 | 94 | 141 | -373 | HYCap>limit | Reduce | High-yield share above policy cap | 198 | Defer adds pending macro print |
C00163 | CR4207 | 2024-01-11 | Calm | 69 | 335 | 4.4 | 2.9 | 1,847,091,447 | Materials:7.3;Comm:12.7;Tech:24.7;Utilities:27.6;Energy:27.7 | US:61.1;EU:14.2;APAC:8.7;EMEA:9.8;LATAM:6.2 | BB:8.8;AA:29.8;A:16.4;BBB:22.9;CCC:10.8;B:11.3 | 1 | 37.9 | 140 | 340 | 2.3 | 2.5 | 30 | 45 | 30 | false | true | true | false | 1.77 | -0.06 | 0.37 | Tech:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | -22 | DealerA | Electronic | 10 | 98 | -112 | -209 | HYCap>limit | Hedge | High-yield share above policy cap | 149 | Rotate into defensive sectors |
C00164 | CR2861 | 2025-10-18 | Stress | 158 | 781 | 8 | -1.3 | 2,377,973,023 | Utilities:36.6;Industrials:10.5;Comm:16.6;Materials:36.3 | US:69.0;EU:8.6;APAC:7.7;EMEA:12.0;LATAM:2.7 | BBB:25.4;AA:20.4;AAA:14.2;BB:9.4;A:25.7;CCC:4.9 | 3.11 | 24.9 | 349 | 375 | 20.6 | 2.5 | 35 | 55 | 35 | true | true | false | true | 0.23 | 0.96 | -0.21 | Consumer:EW | Hedge | Treasury_Futures: +135bps notional | 17 | 10 | DealerC | Electronic | 9 | 85 | 324 | -252 | Region>limit | Hedge | Regional concentration above limit | 204 | Escalate watchlist names |
C00165 | CR6116 | 2025-01-08 | Calm | 77 | 400 | 4.2 | 2.7 | 2,544,175,997 | Consumer:32.6;Industrials:54.8;Materials:12.6 | US:66.6;EU:10.5;APAC:6.8;EMEA:11.5;LATAM:4.5 | AA:34.5;AAA:9.7;BB:13.9;CCC:20.5;A:14.2;B:7.2 | 3.88 | 25.5 | 95 | 125 | 9.1 | 3 | 20 | 55 | 25 | true | true | true | false | 1.85 | 0.11 | -0.35 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 16 | DealerA | Electronic | 12 | 85 | 126 | -313 | VAR>budget | Rotate | Portfolio VAR above budget | 98 | Defer adds pending macro print |
C00166 | CR7477 | 2024-09-06 | Tightening | 155 | 515 | 4.8 | 1.7 | 1,317,331,016 | Utilities:38.8;RealEstate:32.5;Healthcare:28.7 | US:56.5;EU:18.6;APAC:13.0;EMEA:9.6;LATAM:2.3 | AA:12.4;BB:35.0;BBB:16.0;A:14.1;CCC:22.5 | 3.13 | 38.2 | 126 | 340 | 12.2 | 4 | 25 | 35 | 30 | true | true | true | false | -0.06 | 1.13 | -0.4 | Materials:EW;Healthcare:EW | Hedge | iTraxx_XOVER: +120bps notional | 8 | 9 | DealerC | Electronic | 2 | 92 | -77 | -175 | VAR>budget | Rotate | Portfolio VAR above budget | 184 | Reviewed by risk; hedges staggered |
C00167 | CR2317 | 2025-07-23 | Recovery | 126 | 444 | 6.3 | 0.5 | 133,701,694 | Energy:23.2;Industrials:19.4;RealEstate:20.0;Materials:15.9;Tech:21.5 | US:68.7;EU:10.0;APAC:10.8;EMEA:4.3;LATAM:6.2 | BB:13.8;B:17.1;BBB:10.3;CCC:24.8;AA:16.7;A:17.5 | 2.61 | 43.9 | 255 | 261 | 2.5 | 3 | 35 | 55 | 35 | false | true | true | true | 1.89 | -0.14 | -0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -8 | ECN1 | RFQ | 3 | 86 | 341 | 127 | Region>limit | Reduce | Regional concentration above limit | 249 | Escalate watchlist names |
C00168 | CR6066 | 2024-04-02 | Tightening | 153 | 488 | 4.2 | 0.7 | 2,467,065,992 | Energy:14.1;Industrials:25.4;Healthcare:24.3;Tech:14.7;Materials:21.6 | US:60.4;EU:11.9;APAC:14.3;EMEA:7.4;LATAM:6.1 | AA:21.9;B:5.8;BBB:37.7;A:25.5;BB:9.0 | 6.9 | 31 | 166 | 312 | 17.3 | 3.5 | 30 | 35 | 30 | false | true | false | false | 2.09 | 1.36 | 0.38 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | -20 | DealerB | RFQ | 11 | 96 | 46 | 93 | VAR>budget | Rotate | Portfolio VAR above budget | 207 | Escalate watchlist names |
C00169 | CR3364 | 2025-11-08 | Calm | 77 | 403 | 4.1 | 1.7 | 506,007,446 | Financials:15.8;Energy:15.0;Materials:32.7;Healthcare:9.0;RealEstate:12.2;Tech:15.3 | US:64.2;EU:19.2;APAC:11.4;EMEA:4.4;LATAM:0.9 | AAA:30.2;B:9.0;A:16.8;BB:15.8;CCC:15.5;BBB:12.7 | 1.69 | 55.4 | 136 | 234 | 3.6 | 2 | 20 | 35 | 35 | true | true | true | false | 1.01 | 1.2 | -0.28 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | 32 | DealerB | All2All | 7 | 89 | 283 | -369 | Region>limit | Rotate | Regional concentration above limit | 101 | Defer adds pending macro print |
C00170 | CR6774 | 2025-03-20 | Calm | 70 | 342 | 4.4 | 2.8 | 1,264,459,946 | Tech:19.2;Industrials:15.2;Comm:21.0;Consumer:17.8;RealEstate:19.8;Energy:7.1 | US:62.2;EU:16.0;APAC:5.3;EMEA:12.2;LATAM:4.3 | AAA:28.2;AA:17.9;A:22.5;BBB:19.0;CCC:12.4 | 6.26 | 24.7 | 154 | 326 | 12.5 | 3 | 35 | 55 | 20 | false | true | false | false | 0.3 | 1.45 | -0.32 | RealEstate:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | 29 | ECN1 | Electronic | 8 | 92 | -207 | -141 | HYCap>limit | Rotate | High-yield share above policy cap | 135 | Rotate into defensive sectors |
C00171 | CR7395 | 2024-02-10 | Recovery | 114 | 479 | 5.9 | 1.8 | 1,421,785,826 | Comm:21.9;Utilities:36.4;Tech:16.7;Consumer:25.0 | US:60.8;EU:16.1;APAC:11.9;EMEA:9.9;LATAM:1.2 | BBB:14.4;B:18.3;AAA:16.3;CCC:29.1;BB:21.8 | 2.21 | 36 | 96 | 393 | 4.1 | 4 | 35 | 35 | 35 | true | true | true | false | 1.92 | 1.63 | 0.32 | null | Hedge | SingleName_CDS: +87bps notional | -13 | -23 | DealerC | DealerAxed | 10 | 95 | -66 | -2 | HYCap>limit | Reduce | High-yield share above policy cap | 158 | Reviewed by risk; hedges staggered |
C00172 | CR4979 | 2024-08-24 | Recovery | 115 | 593 | 4.7 | 0.1 | 2,125,005,682 | Consumer:10.1;Tech:21.6;Financials:18.8;Comm:18.6;Utilities:5.6;Energy:25.3 | US:70.0;EU:13.8;APAC:10.2;EMEA:4.8;LATAM:1.2 | AAA:18.3;A:20.7;B:32.6;BBB:21.3;BB:7.2 | 3.5 | 53 | 145 | 267 | 5.4 | 3.5 | 35 | 45 | 30 | false | true | true | false | 1.81 | 1.37 | 0.05 | Materials:EW | Hedge | Treasury_Futures: +66bps notional | -41 | -8 | ECN1 | DealerAxed | 6 | 88 | 374 | -185 | HYCap>limit | Hedge | High-yield share above policy cap | 96 | Escalate watchlist names |
C00173 | CR8693 | 2024-01-06 | Recovery | 146 | 440 | 6.5 | 1.1 | 322,709,208 | Industrials:28.2;Utilities:36.2;Consumer:14.1;Tech:21.5 | US:67.7;EU:11.6;APAC:6.6;EMEA:10.2;LATAM:3.9 | BBB:31.2;BB:24.2;CCC:8.1;A:23.4;AAA:13.0 | 1.55 | 49 | 246 | 313 | 7.9 | 3 | 30 | 45 | 20 | true | true | true | true | 2.38 | 1.8 | 0.33 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | -1 | ECN1 | All2All | 2 | 92 | 220 | -344 | HYCap>limit | Reduce | High-yield share above policy cap | 259 | Rotate into defensive sectors |
C00174 | CR7148 | 2024-03-29 | Calm | 67 | 283 | 3.9 | 2.2 | 1,152,998,499 | Tech:18.5;RealEstate:19.1;Comm:28.1;Financials:19.2;Energy:15.1 | US:61.0;EU:18.4;APAC:7.0;EMEA:4.7;LATAM:9.0 | CCC:35.7;BB:11.9;BBB:14.1;AA:13.3;B:16.2;AAA:8.7 | 3.22 | 30.8 | 159 | 271 | 11.8 | 2 | 35 | 45 | 20 | false | true | true | false | 0.26 | 0.87 | 0.08 | null | Hedge | iTraxx_XOVER: +85bps notional | -23 | 1 | ECN1 | RFQ | 1 | 94 | -33 | 147 | HYCap>limit | Reduce | High-yield share above policy cap | 101 | Defer adds pending macro print |
C00175 | CR5789 | 2025-01-04 | Tightening | 148 | 366 | 4.8 | 1.2 | 2,922,524,060 | Financials:8.1;Industrials:28.8;Tech:11.9;Energy:19.7;Healthcare:19.8;Consumer:11.8 | US:67.2;EU:12.6;APAC:12.1;EMEA:4.1;LATAM:4.0 | CCC:19.0;B:49.3;BB:13.0;BBB:18.7 | 4.12 | 24.9 | 202 | 417 | 8.6 | 3.5 | 20 | 45 | 30 | true | true | true | true | 0.17 | -0.21 | 0.02 | Energy:EW | Hedge | Options_Payer: +177bps notional | -11 | -1 | DealerC | RFQ | 5 | 97 | 54 | -77 | Sector>limit | Reduce | Sector concentration above limit | 117 | Tighten HY exposure bands |
C00176 | CR8532 | 2025-01-04 | Calm | 68 | 356 | 3.8 | 1.5 | 1,817,414,361 | Consumer:9.7;Financials:12.9;Healthcare:10.6;Tech:23.8;Utilities:23.8;Materials:19.1 | US:60.1;EU:11.2;APAC:13.8;EMEA:13.7;LATAM:1.2 | CCC:34.5;BBB:15.3;AAA:18.8;BB:31.4 | 0.83 | 38.2 | 200 | 329 | 16.4 | 2.5 | 25 | 45 | 25 | false | true | true | false | 0.86 | 0.43 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 45 | ECN1 | All2All | 11 | 96 | 2 | -145 | Region>limit | Rotate | Regional concentration above limit | 213 | Defer adds pending macro print |
C00177 | CR4425 | 2024-06-23 | Tightening | 136 | 487 | 4.3 | 1.2 | 1,511,852,498 | Financials:12.7;Energy:43.5;Industrials:43.8 | US:72.2;EU:5.6;APAC:13.3;EMEA:2.8;LATAM:6.0 | AAA:33.6;BB:26.4;BBB:33.6;B:6.4 | 4.46 | 35.2 | 255 | 205 | 13.4 | 4 | 25 | 55 | 35 | true | true | false | true | 1.72 | -0.12 | 0.54 | Industrials:EW | Hedge | iTraxx_XOVER: +87bps notional | 13 | 26 | ECN1 | RFQ | 0 | 97 | 152 | -338 | HYCap>limit | Reduce | High-yield share above policy cap | 206 | Reviewed by risk; hedges staggered |
C00178 | CR1491 | 2025-04-25 | Recovery | 159 | 561 | 5.1 | 0.2 | 129,172,494 | RealEstate:31.4;Tech:28.9;Comm:25.0;Utilities:14.7 | US:56.4;EU:19.1;APAC:9.4;EMEA:7.4;LATAM:7.7 | CCC:23.6;AAA:32.0;A:30.9;BB:13.6 | 6.21 | 47 | 92 | 438 | 14.2 | 3 | 20 | 35 | 35 | true | true | true | false | 0.79 | 0.13 | 0.52 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 26 | ECN1 | Electronic | 3 | 98 | 67 | -91 | Sector>limit | Reduce | Sector concentration above limit | 143 | Tighten HY exposure bands |
C00179 | CR1826 | 2025-11-18 | Calm | 66 | 312 | 4.1 | 1.6 | 987,462,337 | Comm:28.4;Healthcare:25.0;Tech:20.4;Energy:26.2 | US:61.4;EU:6.9;APAC:10.4;EMEA:13.6;LATAM:7.6 | B:8.4;BB:40.0;AA:43.4;CCC:8.2 | 0.86 | 51.9 | 229 | 336 | 10.8 | 2.5 | 25 | 45 | 25 | true | true | true | true | -0.15 | -0.03 | 0.44 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 34 | ECN1 | DealerAxed | 5 | 96 | 169 | -362 | Sector>limit | Rotate | Sector concentration above limit | 166 | Rotate into defensive sectors |
C00180 | CR4234 | 2025-05-20 | Calm | 112 | 413 | 4.2 | 2 | 123,366,967 | Industrials:24.3;Materials:17.5;Tech:15.1;Consumer:22.8;Financials:20.3 | US:58.2;EU:13.7;APAC:10.6;EMEA:11.1;LATAM:6.4 | CCC:5.8;BB:3.8;AA:37.0;AAA:33.4;B:20.0 | 3.49 | 44.7 | 118 | 193 | 5.8 | 2.5 | 25 | 35 | 30 | false | true | false | false | -0.29 | 0.04 | 0.25 | RealEstate:EW;Utilities:EW | Hedge | SingleName_CDS: +113bps notional | 15 | 21 | ECN1 | RFQ | 1 | 92 | 295 | -383 | Sector>limit | Reduce | Sector concentration above limit | 131 | Rotate into defensive sectors |
C00181 | CR2889 | 2024-07-30 | Tightening | 146 | 496 | 4.2 | 1.7 | 319,701,558 | Materials:18.5;Financials:40.7;RealEstate:40.8 | US:60.8;EU:8.6;APAC:12.0;EMEA:10.1;LATAM:8.6 | B:16.7;BBB:25.8;BB:24.9;CCC:32.6 | 7.31 | 62.6 | 95 | 424 | 8.7 | 2 | 30 | 35 | 35 | true | true | true | false | 0.17 | 0.73 | 0.56 | Tech:EW | Hedge | CDX_IG: +55bps notional | -4 | -23 | DealerA | All2All | 4 | 87 | 139 | -150 | Sector>limit | Hedge | Sector concentration above limit | 225 | Reviewed by risk; hedges staggered |
C00182 | CR6705 | 2025-12-20 | Calm | 69 | 346 | 4.3 | 2.9 | 1,901,097,053 | Consumer:16.7;Comm:41.3;Energy:41.9 | US:77.0;EU:9.5;APAC:8.9;EMEA:3.7;LATAM:0.9 | A:25.9;BB:13.6;AAA:16.1;BBB:30.3;CCC:14.1 | 7.33 | 32.1 | 251 | 320 | 14.7 | 3.5 | 30 | 45 | 20 | true | true | true | true | 1.32 | -0.07 | 0.36 | Comm:EW;Materials:EW | Hedge | CDX_HY: +150bps notional | 11 | -2 | ECN2 | All2All | 12 | 100 | 235 | -218 | HYCap>limit | Reduce | High-yield share above policy cap | 127 | Defer adds pending macro print |
C00183 | CR1749 | 2025-05-02 | Recovery | 148 | 426 | 5.8 | 1.6 | 1,580,313,292 | Comm:32.0;Consumer:29.6;Financials:24.1;Industrials:14.2 | US:59.3;EU:16.1;APAC:10.4;EMEA:9.3;LATAM:4.9 | AAA:15.8;AA:22.3;A:26.7;B:7.0;BB:8.8;BBB:19.4 | 2.2 | 21.4 | 162 | 491 | 12.7 | 4 | 35 | 35 | 30 | false | true | false | false | 1.65 | 1.69 | -0.06 | Utilities:EW | Hedge | SingleName_CDS: +93bps notional | -12 | 7 | ECN1 | DealerAxed | 12 | 91 | 136 | -266 | HYCap>limit | Hedge | High-yield share above policy cap | 115 | Tighten HY exposure bands |
C00184 | CR1359 | 2024-04-09 | Calm | 108 | 311 | 3.7 | 1.8 | 1,554,077,613 | Comm:11.5;Energy:29.3;Financials:17.2;Healthcare:42.1 | US:63.6;EU:9.6;APAC:14.8;EMEA:5.6;LATAM:6.4 | BB:22.8;B:6.7;CCC:9.9;A:24.5;BBB:16.2;AA:19.9 | 4.13 | 51.6 | 98 | 304 | 7.4 | 2 | 20 | 35 | 20 | true | true | true | false | 0.13 | 1.29 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | -9 | ECN1 | All2All | 6 | 94 | 232 | -85 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Reviewed by risk; hedges staggered |
C00185 | CR5870 | 2024-03-24 | Calm | 112 | 307 | 4.3 | 2.5 | 1,588,578,031 | Industrials:29.4;Financials:8.1;RealEstate:22.6;Consumer:7.9;Healthcare:19.9;Energy:12.2 | US:62.5;EU:14.0;APAC:7.2;EMEA:11.6;LATAM:4.7 | BBB:23.3;CCC:11.7;AAA:26.5;BB:11.9;B:18.6;A:8.0 | 1.35 | 64.7 | 266 | 274 | 7.3 | 2 | 35 | 55 | 35 | false | true | true | true | 0.89 | 0.26 | 0.25 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -11 | 15 | DealerA | All2All | 1 | 98 | 172 | -327 | HYCap>limit | Hedge | High-yield share above policy cap | 231 | Rotate into defensive sectors |
C00186 | CR2412 | 2025-03-13 | Stress | 152 | 766 | 8.3 | -1.7 | 2,695,165,469 | Utilities:9.0;Consumer:18.4;Materials:21.9;Energy:23.9;Industrials:10.8;Financials:16.0 | US:69.9;EU:14.0;APAC:8.8;EMEA:4.0;LATAM:3.3 | AA:58.3;CCC:12.3;BB:10.9;BBB:18.5 | 0.97 | 46 | 222 | 405 | 19.9 | 2.5 | 20 | 55 | 35 | true | true | false | true | 0.28 | 1.03 | 0.36 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -15 | -16 | ECN2 | DealerAxed | 10 | 87 | 176 | 3 | HYCap>limit | Reduce | High-yield share above policy cap | 106 | Escalate watchlist names |
C00187 | CR9712 | 2025-11-13 | Calm | 101 | 359 | 4.1 | 1.8 | 1,098,627,994 | Utilities:17.1;Energy:46.8;Consumer:36.1 | US:68.8;EU:9.4;APAC:9.6;EMEA:7.2;LATAM:4.9 | AAA:6.3;BBB:19.8;BB:15.0;CCC:19.8;B:21.1;A:18.0 | 3.03 | 27.5 | 210 | 306 | 2.8 | 3 | 20 | 55 | 30 | true | true | true | true | 1.24 | 1.34 | -0.26 | null | Hedge | CDX_IG: +87bps notional | 18 | 44 | ECN1 | RFQ | 11 | 90 | 238 | 149 | VAR>budget | Reduce | Portfolio VAR above budget | 188 | Escalate watchlist names |
C00188 | CR5565 | 2025-04-04 | Tightening | 107 | 383 | 4.6 | 1.9 | 2,249,130,758 | Tech:21.6;Consumer:24.3;RealEstate:24.7;Industrials:29.3 | US:69.1;EU:6.0;APAC:10.1;EMEA:9.3;LATAM:5.6 | A:44.9;CCC:14.2;BB:11.4;BBB:29.6 | 5.07 | 26.5 | 276 | 502 | 14.9 | 3.5 | 35 | 35 | 25 | false | true | true | true | -0.4 | 1.07 | -0.22 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | -8 | DealerA | Electronic | 1 | 93 | 339 | -277 | Sector>limit | Reduce | Sector concentration above limit | 171 | Escalate watchlist names |
C00189 | CR7452 | 2024-12-07 | Tightening | 146 | 518 | 4.8 | 1.9 | 615,190,341 | Utilities:18.4;Materials:19.3;RealEstate:10.3;Tech:28.5;Financials:7.4;Healthcare:16.0 | US:62.5;EU:16.3;APAC:8.4;EMEA:8.9;LATAM:4.0 | A:40.3;CCC:8.2;BBB:42.4;BB:9.0 | 0.9 | 40.5 | 280 | 462 | 7.9 | 2.5 | 30 | 55 | 20 | false | true | false | true | 1.87 | 0.81 | -0.03 | RealEstate:EW;Financials:EW | Hedge | iTraxx_MAIN: +89bps notional | -54 | 14 | ECN1 | RFQ | 7 | 90 | -178 | -298 | VAR>budget | Hedge | Portfolio VAR above budget | 159 | Reviewed by risk; hedges staggered |
C00190 | CR9672 | 2024-06-17 | Tightening | 131 | 470 | 4.4 | 0.8 | 1,068,967,246 | RealEstate:11.4;Financials:26.3;Comm:18.9;Materials:29.0;Healthcare:14.4 | US:63.3;EU:12.8;APAC:11.5;EMEA:11.1;LATAM:1.3 | CCC:29.2;AA:20.5;B:30.8;AAA:19.5 | 3.5 | 24.8 | 92 | 182 | 9.8 | 4 | 20 | 45 | 30 | true | true | true | false | 1.79 | 1.32 | 0.08 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 45 | ECN1 | Electronic | 12 | 96 | 10 | -101 | HYCap>limit | Reduce | High-yield share above policy cap | 198 | Defer adds pending macro print |
C00191 | CR2191 | 2025-12-14 | Calm | 114 | 356 | 4 | 1.6 | 988,135,699 | Tech:29.8;Comm:27.4;RealEstate:23.6;Consumer:19.1 | US:62.8;EU:15.2;APAC:8.5;EMEA:9.7;LATAM:3.8 | B:30.8;A:20.1;BB:31.5;AA:17.6 | 6.6 | 43.5 | 209 | 408 | 17.2 | 4 | 30 | 35 | 35 | false | true | true | true | 0.18 | -0.17 | 0.45 | Tech:EW;Materials:EW | Hedge | CDX_IG: +107bps notional | -14 | 31 | ECN2 | RFQ | 6 | 86 | 330 | 79 | VAR>budget | Hedge | Portfolio VAR above budget | 102 | Rotate into defensive sectors |
C00192 | CR5075 | 2024-10-08 | Stress | 140 | 790 | 5.3 | -1 | 2,461,072,672 | Energy:20.1;RealEstate:53.5;Comm:26.4 | US:67.7;EU:5.9;APAC:14.1;EMEA:6.9;LATAM:5.3 | AA:23.0;BBB:15.4;CCC:10.2;A:26.6;B:3.1;AAA:21.7 | 2.6 | 45.7 | 204 | 441 | 14.5 | 3.5 | 25 | 55 | 20 | true | true | false | true | 0.8 | 0.92 | -0.37 | null | Hedge | SingleName_CDS: +187bps notional | 19 | -20 | ECN1 | Electronic | 1 | 96 | 42 | 47 | HYCap>limit | Hedge | High-yield share above policy cap | 256 | Defer adds pending macro print |
C00193 | CR3251 | 2025-03-15 | Calm | 95 | 353 | 3.5 | 2.6 | 123,292,377 | RealEstate:44.2;Utilities:17.3;Comm:38.5 | US:67.8;EU:15.1;APAC:9.6;EMEA:4.0;LATAM:3.5 | CCC:31.9;BB:18.3;AA:15.0;BBB:12.4;B:22.4 | 2.31 | 53.1 | 92 | 424 | 11.1 | 2.5 | 25 | 45 | 25 | true | true | true | false | 0.4 | 1.65 | 0.3 | Utilities:EW;Tech:EW | Hedge | iTraxx_MAIN: +147bps notional | 19 | -4 | ECN2 | RFQ | 2 | 100 | 52 | -93 | VAR>budget | Rotate | Portfolio VAR above budget | 181 | Tighten HY exposure bands |
C00194 | CR9641 | 2025-09-25 | Recovery | 174 | 448 | 4.8 | 0.4 | 461,090,387 | Utilities:33.6;RealEstate:19.8;Energy:46.6 | US:68.8;EU:6.5;APAC:9.2;EMEA:10.7;LATAM:4.9 | CCC:9.4;A:33.9;BBB:11.2;B:9.1;AAA:28.6;BB:7.8 | 5.7 | 33 | 141 | 366 | 15.8 | 3.5 | 35 | 55 | 30 | true | true | false | false | 1.25 | 1.65 | -0.31 | Comm:EW | Hedge | Options_Payer: +194bps notional | -60 | 34 | ECN1 | Electronic | 8 | 100 | 79 | -387 | Sector>limit | Hedge | Sector concentration above limit | 158 | Reviewed by risk; hedges staggered |
C00195 | CR4567 | 2025-01-16 | Calm | 76 | 409 | 3.8 | 2.2 | 2,687,064,313 | Energy:30.4;Materials:18.3;RealEstate:51.3 | US:58.9;EU:12.9;APAC:13.2;EMEA:8.3;LATAM:6.8 | CCC:6.2;B:6.6;AA:29.2;AAA:35.5;BBB:14.0;BB:8.5 | 3.79 | 57.5 | 147 | 147 | 17.8 | 2.5 | 20 | 55 | 25 | true | true | false | false | 0.17 | 1.12 | -0.02 | Energy:EW | Hedge | CDX_HY: +171bps notional | -4 | 44 | DealerC | Electronic | 2 | 98 | 285 | -286 | Sector>limit | Hedge | Sector concentration above limit | 120 | Reviewed by risk; hedges staggered |
C00196 | CR9639 | 2024-05-21 | Tightening | 110 | 435 | 4.2 | 1.8 | 184,008,441 | Energy:31.7;Comm:18.1;Healthcare:31.5;Utilities:18.7 | US:70.2;EU:6.5;APAC:11.7;EMEA:7.5;LATAM:4.0 | CCC:22.8;AAA:16.5;A:21.7;BBB:17.0;B:13.9;BB:8.1 | 7.3 | 22.5 | 262 | 152 | 17.9 | 4 | 25 | 55 | 30 | true | true | true | true | 1.21 | 0.08 | 0.16 | null | Hedge | Treasury_Futures: +57bps notional | 18 | -17 | DealerB | RFQ | 0 | 87 | 85 | -272 | Region>limit | Rotate | Regional concentration above limit | 103 | Defer adds pending macro print |
C00197 | CR0208 | 2025-01-20 | Recovery | 142 | 598 | 5.9 | 1.5 | 2,395,937,300 | Energy:24.9;Financials:29.3;Healthcare:45.8 | US:60.6;EU:18.2;APAC:9.5;EMEA:9.2;LATAM:2.5 | BB:8.0;AAA:26.5;A:13.3;B:27.0;AA:9.8;CCC:15.2 | 4.15 | 56.2 | 240 | 279 | 14.9 | 2 | 30 | 55 | 25 | true | true | true | true | -0.39 | 1.5 | -0.31 | null | Hedge | CDX_IG: +120bps notional | -3 | -25 | DealerA | RFQ | 3 | 100 | 218 | -200 | VAR>budget | PauseAdds | Portfolio VAR above budget | 229 | Tighten HY exposure bands |
C00198 | CR8164 | 2024-08-27 | Calm | 75 | 337 | 3.8 | 2.5 | 2,147,102,696 | Energy:9.1;Tech:19.6;Utilities:13.7;Financials:23.3;Consumer:17.4;Industrials:17.0 | US:55.0;EU:15.1;APAC:12.2;EMEA:10.6;LATAM:7.0 | AA:22.4;CCC:11.7;B:11.5;A:29.8;AAA:15.7;BB:8.9 | 1.67 | 25.6 | 239 | 482 | 13.9 | 2.5 | 25 | 45 | 30 | false | true | true | true | 1.19 | 1.41 | -0.08 | null | Hedge | iTraxx_XOVER: +182bps notional | 1 | 45 | DealerB | DealerAxed | 12 | 90 | 238 | 16 | VAR>budget | Reduce | Portfolio VAR above budget | 251 | Escalate watchlist names |
C00199 | CR0791 | 2024-08-20 | Calm | 99 | 280 | 3.9 | 2.3 | 2,938,960,597 | Energy:17.8;Tech:24.1;Consumer:40.4;Healthcare:17.7 | US:78.8;EU:5.4;APAC:7.8;EMEA:5.6;LATAM:2.4 | CCC:7.7;BBB:39.3;BB:16.1;AAA:36.9 | 1.91 | 20.1 | 146 | 508 | 15.4 | 2 | 20 | 35 | 35 | true | true | false | false | 0.46 | -0.06 | -0.21 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 9 | ECN1 | Electronic | 11 | 100 | 147 | 116 | HYCap>limit | Rotate | High-yield share above policy cap | 134 | Escalate watchlist names |
C00200 | CR5986 | 2025-08-25 | Recovery | 164 | 515 | 5 | 0.8 | 308,385,053 | Utilities:13.2;Comm:22.6;Healthcare:7.6;Industrials:35.0;Consumer:21.7 | US:70.1;EU:11.4;APAC:12.5;EMEA:3.0;LATAM:2.9 | CCC:22.1;BBB:28.4;A:21.5;AA:21.4;B:6.6 | 6.72 | 48.8 | 231 | 121 | 11.3 | 4 | 30 | 45 | 20 | true | true | true | true | 1.41 | 0.35 | -0.06 | Materials:EW | Hedge | CDX_HY: +121bps notional | 11 | 3 | DealerB | All2All | 2 | 94 | 49 | -112 | Sector>limit | PauseAdds | Sector concentration above limit | 96 | Reviewed by risk; hedges staggered |
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