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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09001 | CR2622 | 2024-12-26 | Calm | 85 | 327 | 4 | 2.2 | 1,194,017,406 | Utilities:32.1;Comm:19.4;Healthcare:17.3;Financials:31.2 | US:59.5;EU:17.4;APAC:9.6;EMEA:9.4;LATAM:4.0 | A:14.4;B:14.8;BBB:9.5;AAA:26.6;CCC:14.3;AA:20.3 | 4.88 | 54.6 | 271 | 192 | 16.5 | 3 | 20 | 45 | 25 | true | true | true | true | -0.5 | 0.97 | 0.37 | null | Hedge | Treasury_Futures: +100bps notional | 18 | -17 | DealerC | DealerAxed | 10 | 96 | -81 | -171 | HYCap>limit | Reduce | High-yield share above policy cap | 178 | Escalate watchlist names |
C09002 | CR2876 | 2025-06-09 | Calm | 71 | 346 | 4 | 2.8 | 1,687,728,254 | Utilities:14.1;Consumer:11.2;RealEstate:14.0;Financials:26.0;Tech:26.4;Materials:8.2 | US:61.5;EU:15.3;APAC:9.7;EMEA:9.0;LATAM:4.6 | BBB:7.1;AA:15.0;AAA:22.6;CCC:19.0;BB:15.5;A:20.7 | 0.54 | 48 | 177 | 487 | 9.9 | 2 | 30 | 35 | 35 | false | true | false | false | 2.17 | 1 | -0.12 | null | Hedge | iTraxx_XOVER: +166bps notional | -22 | 21 | DealerA | RFQ | 5 | 85 | 382 | -87 | HYCap>limit | Reduce | High-yield share above policy cap | 236 | Escalate watchlist names |
C09003 | CR7855 | 2024-07-06 | Tightening | 129 | 404 | 4 | 0.6 | 110,254,569 | Financials:5.8;Utilities:19.1;Comm:19.7;Healthcare:18.7;Tech:14.3;RealEstate:22.4 | US:66.8;EU:16.3;APAC:5.4;EMEA:5.3;LATAM:6.2 | BBB:42.0;AA:24.7;B:20.7;CCC:12.5 | 1.91 | 29.2 | 102 | 453 | 5.2 | 4 | 35 | 45 | 25 | false | true | true | false | 2.46 | 1.51 | 0.35 | Industrials:EW;Consumer:EW | Hedge | CDX_IG: +50bps notional | 7 | 13 | ECN2 | Electronic | 12 | 98 | -159 | -477 | Sector>limit | Reduce | Sector concentration above limit | 228 | Reviewed by risk; hedges staggered |
C09004 | CR1655 | 2024-04-05 | Calm | 92 | 385 | 3.7 | 1.7 | 246,962,466 | Healthcare:23.3;Utilities:17.2;RealEstate:25.1;Financials:13.2;Materials:21.3 | US:67.7;EU:12.6;APAC:7.4;EMEA:9.3;LATAM:3.0 | BBB:9.1;AAA:16.9;A:34.3;BB:3.9;B:9.5;AA:26.2 | 7.05 | 25.3 | 162 | 137 | 9.8 | 3 | 35 | 45 | 35 | false | true | false | false | 0.7 | 1.79 | 0.28 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | -8 | ECN1 | All2All | 9 | 86 | 407 | 64 | VAR>budget | Hedge | Portfolio VAR above budget | 215 | Defer adds pending macro print |
C09005 | CR2132 | 2024-08-28 | Tightening | 142 | 375 | 4 | 1.4 | 1,915,960,028 | Industrials:13.0;Healthcare:21.3;Financials:17.9;Consumer:22.7;Energy:15.0;RealEstate:10.1 | US:61.1;EU:13.6;APAC:9.9;EMEA:8.5;LATAM:6.8 | AA:10.2;AAA:22.7;A:22.8;CCC:22.7;BBB:21.6 | 2.02 | 21.7 | 264 | 256 | 17.3 | 4 | 25 | 35 | 20 | false | true | true | true | 0.63 | 1.64 | -0.29 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | 34 | DealerC | Electronic | 8 | 99 | 380 | -352 | HYCap>limit | Rotate | High-yield share above policy cap | 174 | Reviewed by risk; hedges staggered |
C09006 | CR0099 | 2024-03-14 | Calm | 100 | 369 | 3.4 | 1.9 | 986,489,184 | Industrials:25.5;Tech:34.9;Consumer:14.8;RealEstate:24.8 | US:68.6;EU:16.3;APAC:5.9;EMEA:4.4;LATAM:4.8 | AAA:30.7;BBB:18.1;A:34.8;BB:16.4 | 0.97 | 38 | 170 | 518 | 14.2 | 2 | 20 | 35 | 30 | true | true | false | false | -0.11 | 0.95 | -0.27 | Consumer:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | -3 | DealerB | RFQ | 4 | 87 | 132 | 10 | HYCap>limit | Hedge | High-yield share above policy cap | 144 | Defer adds pending macro print |
C09007 | CR8740 | 2025-02-03 | Recovery | 108 | 554 | 5.4 | -0.4 | 1,466,464,203 | Healthcare:31.9;Industrials:19.8;Tech:14.4;Comm:7.0;Utilities:9.1;RealEstate:17.7 | US:62.7;EU:13.5;APAC:9.4;EMEA:10.6;LATAM:3.8 | AA:9.0;AAA:21.5;BBB:19.7;A:18.3;BB:8.6;B:23.0 | 2.57 | 56.8 | 202 | 223 | 4.8 | 4 | 30 | 45 | 35 | true | true | false | true | 1.15 | 1.16 | 0.49 | RealEstate:EW;Energy:EW | Hedge | Treasury_Futures: +105bps notional | -32 | 18 | DealerB | All2All | 1 | 99 | 223 | -38 | Region>limit | Hedge | Regional concentration above limit | 209 | Rotate into defensive sectors |
C09008 | CR6090 | 2024-04-18 | Recovery | 127 | 601 | 5.6 | 1 | 2,373,822,638 | Tech:29.3;Energy:28.3;Industrials:29.7;Materials:12.7 | US:71.5;EU:6.7;APAC:10.7;EMEA:6.6;LATAM:4.5 | AA:27.1;BBB:29.0;B:15.1;A:12.3;AAA:9.5;CCC:7.0 | 3.54 | 64 | 212 | 364 | 9.9 | 2 | 25 | 35 | 30 | true | true | false | true | 0.73 | 1.38 | -0.19 | null | Hedge | Treasury_Futures: +185bps notional | 7 | 41 | DealerB | All2All | 9 | 87 | -125 | -280 | VAR>budget | Reduce | Portfolio VAR above budget | 187 | Reviewed by risk; hedges staggered |
C09009 | CR7087 | 2024-04-07 | Recovery | 126 | 467 | 5.2 | 0.4 | 2,895,289,283 | Tech:40.0;Healthcare:14.8;Consumer:27.4;Industrials:17.8 | US:67.9;EU:10.4;APAC:6.7;EMEA:12.3;LATAM:2.7 | AA:11.9;CCC:4.3;BB:25.3;B:20.8;AAA:18.4;BBB:19.3 | 6.74 | 33.1 | 265 | 269 | 4.1 | 2.5 | 25 | 45 | 25 | true | true | true | true | 0.66 | 1.79 | 0.1 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 14 | DealerC | DealerAxed | 4 | 98 | 217 | -301 | VAR>budget | Reduce | Portfolio VAR above budget | 135 | Rotate into defensive sectors |
C09010 | CR7548 | 2025-08-31 | Stress | 257 | 734 | 6.8 | -0.4 | 2,221,035,777 | Healthcare:27.0;Utilities:25.7;Financials:23.1;Comm:24.1 | US:69.6;EU:7.7;APAC:16.5;EMEA:6.0;LATAM:0.2 | A:37.0;AA:16.7;BBB:19.7;AAA:15.3;BB:6.0;CCC:5.2 | 3.73 | 26 | 333 | 525 | 8.6 | 3.5 | 20 | 35 | 30 | true | true | false | true | 1.93 | 0.44 | -0.11 | RealEstate:EW;Tech:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | 13 | ECN1 | All2All | 0 | 94 | -75 | -126 | Region>limit | Hedge | Regional concentration above limit | 149 | Tighten HY exposure bands |
C09011 | CR3570 | 2024-08-16 | Recovery | 171 | 590 | 5.2 | -0.2 | 1,160,354,401 | Industrials:15.0;Utilities:15.7;Healthcare:34.7;Consumer:26.3;RealEstate:8.4 | US:66.8;EU:15.1;APAC:7.9;EMEA:10.0;LATAM:0.2 | A:16.1;AAA:15.8;BBB:10.9;CCC:27.5;AA:16.9;B:12.9 | 1.41 | 55.6 | 268 | 299 | 17.3 | 3.5 | 35 | 45 | 30 | false | true | true | true | 2.27 | 0.14 | 0.58 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -23 | ECN1 | Electronic | 0 | 88 | 231 | -168 | Region>limit | Reduce | Regional concentration above limit | 93 | Defer adds pending macro print |
C09012 | CR9017 | 2024-10-18 | Recovery | 174 | 455 | 4.8 | -0.1 | 1,267,767,033 | Materials:20.0;Financials:32.6;RealEstate:9.0;Energy:27.0;Comm:11.4 | US:62.9;EU:17.4;APAC:6.0;EMEA:5.1;LATAM:8.6 | BB:10.2;BBB:43.6;AAA:30.7;AA:15.6 | 2.19 | 24 | 231 | 247 | 7.6 | 4 | 25 | 45 | 25 | true | true | false | true | 0.01 | 0.09 | 0.46 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -39 | 10 | DealerC | DealerAxed | 7 | 86 | 357 | -257 | HYCap>limit | Hedge | High-yield share above policy cap | 223 | Reviewed by risk; hedges staggered |
C09013 | CR2541 | 2025-07-16 | Tightening | 141 | 406 | 3.9 | 0.6 | 177,295,684 | RealEstate:6.8;Tech:17.9;Utilities:26.5;Energy:22.8;Healthcare:26.0 | US:66.0;EU:9.0;APAC:14.4;EMEA:9.2;LATAM:1.4 | AA:15.4;A:10.4;BBB:14.1;AAA:16.9;BB:24.4;CCC:18.8 | 2.27 | 36.9 | 89 | 193 | 4.4 | 3.5 | 35 | 35 | 20 | false | true | true | false | 1.48 | 0.12 | 0.31 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 3 | -10 | DealerB | Electronic | 11 | 87 | 226 | -218 | HYCap>limit | Reduce | High-yield share above policy cap | 219 | Reviewed by risk; hedges staggered |
C09014 | CR5201 | 2024-07-27 | Calm | 78 | 384 | 4.1 | 1.7 | 2,643,548,221 | Consumer:17.3;Industrials:26.7;Healthcare:28.4;Utilities:15.7;Tech:12.0 | US:56.2;EU:20.3;APAC:5.6;EMEA:11.3;LATAM:6.6 | B:13.5;BBB:12.8;AA:28.1;AAA:20.0;A:25.5 | 2.29 | 22.2 | 143 | 378 | 7.8 | 3 | 25 | 35 | 30 | true | true | false | false | 0.19 | 1.27 | 0.53 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | -3 | ECN1 | All2All | 1 | 92 | 121 | 0 | Region>limit | Rotate | Regional concentration above limit | 101 | Tighten HY exposure bands |
C09015 | CR9699 | 2025-05-05 | Calm | 75 | 329 | 3.9 | 2.8 | 2,189,283,282 | Materials:29.7;Healthcare:12.5;Comm:28.7;RealEstate:29.1 | US:66.3;EU:11.1;APAC:12.5;EMEA:6.3;LATAM:3.8 | CCC:16.4;A:43.1;BB:15.9;B:24.6 | 1.46 | 48.2 | 247 | 299 | 8.1 | 2 | 25 | 45 | 25 | true | true | true | true | 0.61 | 0.43 | 0.15 | null | Hedge | Options_Payer: +65bps notional | -20 | -25 | DealerC | RFQ | 10 | 100 | -84 | -130 | VAR>budget | PauseAdds | Portfolio VAR above budget | 165 | Escalate watchlist names |
C09016 | CR2433 | 2025-05-10 | Calm | 80 | 291 | 4.4 | 1.7 | 2,717,933,112 | Industrials:26.4;RealEstate:17.4;Consumer:35.3;Utilities:20.9 | US:62.1;EU:11.6;APAC:13.1;EMEA:9.3;LATAM:4.0 | AA:21.7;CCC:26.2;AAA:25.9;BBB:26.2 | 3.97 | 39 | 271 | 128 | 4.6 | 3 | 30 | 55 | 25 | true | true | true | true | 0.17 | 0.55 | 0.57 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | 14 | ECN1 | All2All | 7 | 92 | 382 | -207 | HYCap>limit | Rotate | High-yield share above policy cap | 174 | Escalate watchlist names |
C09017 | CR8238 | 2024-11-17 | Recovery | 136 | 456 | 6.3 | -0.1 | 1,947,147,659 | Utilities:51.3;Energy:16.1;Financials:32.7 | US:55.0;EU:18.8;APAC:10.2;EMEA:8.1;LATAM:7.9 | AAA:10.7;A:26.9;BB:10.7;CCC:11.3;BBB:21.4;AA:19.0 | 4.23 | 48.2 | 144 | 329 | 14.3 | 4 | 35 | 45 | 30 | true | true | false | false | 2.17 | 1.67 | 0.1 | Tech:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | 22 | ECN2 | DealerAxed | 10 | 97 | 210 | 35 | HYCap>limit | Hedge | High-yield share above policy cap | 166 | Defer adds pending macro print |
C09018 | CR9708 | 2025-10-12 | Calm | 81 | 393 | 3.8 | 2.3 | 1,846,109,744 | Consumer:17.9;Materials:16.7;Healthcare:18.7;Energy:10.0;Comm:20.8;Industrials:15.9 | US:71.0;EU:9.3;APAC:4.7;EMEA:8.6;LATAM:6.4 | B:12.8;AA:18.0;CCC:16.2;BBB:27.2;BB:7.0;AAA:18.8 | 2.19 | 55.6 | 111 | 397 | 18 | 2 | 20 | 55 | 25 | true | true | true | false | 1.45 | 0.42 | 0.36 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | 4 | DealerC | RFQ | 8 | 95 | 401 | -378 | HYCap>limit | Rotate | High-yield share above policy cap | 187 | Rotate into defensive sectors |
C09019 | CR8381 | 2025-12-08 | Tightening | 136 | 424 | 4.8 | 1.9 | 987,621,158 | Consumer:34.5;Industrials:27.2;Financials:7.8;Energy:30.4 | US:67.9;EU:9.4;APAC:9.3;EMEA:9.2;LATAM:4.1 | BB:21.5;A:17.2;CCC:20.3;B:15.2;BBB:25.8 | 3.12 | 44.2 | 257 | 428 | 16.3 | 3.5 | 25 | 55 | 30 | true | true | true | true | 2.03 | -0.16 | -0.08 | null | Hedge | CDX_HY: +82bps notional | -35 | 15 | DealerB | DealerAxed | 5 | 97 | 399 | 3 | HYCap>limit | Hedge | High-yield share above policy cap | 155 | Escalate watchlist names |
C09020 | CR5687 | 2025-06-26 | Calm | 102 | 401 | 4.1 | 2.5 | 2,074,172,647 | Comm:38.1;Energy:21.8;Financials:40.1 | US:63.8;EU:12.4;APAC:12.1;EMEA:6.5;LATAM:5.3 | A:22.2;B:24.0;CCC:26.0;AAA:27.8 | 5.95 | 48.5 | 192 | 287 | 9.2 | 4 | 25 | 55 | 20 | true | true | true | false | 0.06 | 0.39 | -0.19 | Tech:EW | Hedge | Treasury_Futures: +186bps notional | 8 | 24 | ECN1 | Electronic | 3 | 89 | 139 | -174 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Reviewed by risk; hedges staggered |
C09021 | CR3458 | 2024-01-17 | Stress | 210 | 792 | 8 | -0.1 | 1,194,022,843 | Materials:19.9;Utilities:15.6;RealEstate:10.7;Consumer:28.7;Tech:15.1;Energy:10.1 | US:62.1;EU:20.2;APAC:10.1;EMEA:5.6;LATAM:1.9 | BB:15.6;A:20.7;CCC:15.0;B:38.2;AA:10.6 | 7.01 | 39.5 | 353 | 563 | 14.5 | 2 | 25 | 55 | 35 | true | true | true | true | 1.72 | 0.27 | 0.33 | null | Hedge | CDX_HY: +54bps notional | -19 | 36 | DealerC | DealerAxed | 5 | 92 | 3 | -232 | Region>limit | Hedge | Regional concentration above limit | 197 | Escalate watchlist names |
C09022 | CR8003 | 2024-07-12 | Recovery | 123 | 557 | 5.8 | 0.8 | 2,025,562,755 | Industrials:17.2;Utilities:15.1;RealEstate:20.7;Energy:20.3;Tech:26.7 | US:70.0;EU:9.8;APAC:8.6;EMEA:8.4;LATAM:3.2 | AA:25.0;AAA:14.0;BB:7.7;A:10.8;CCC:12.8;BBB:29.7 | 4.68 | 20.8 | 239 | 283 | 2.7 | 3.5 | 20 | 55 | 20 | true | true | true | true | 1.05 | 0.97 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 11 | ECN2 | RFQ | 4 | 92 | -106 | -370 | VAR>budget | Reduce | Portfolio VAR above budget | 211 | Reviewed by risk; hedges staggered |
C09023 | CR1907 | 2025-05-09 | Calm | 71 | 404 | 3.5 | 1.6 | 2,089,314,506 | RealEstate:8.2;Consumer:16.4;Healthcare:10.0;Utilities:22.5;Comm:18.8;Financials:24.2 | US:61.0;EU:15.4;APAC:7.5;EMEA:13.7;LATAM:2.3 | A:13.8;CCC:8.8;BBB:50.3;AA:27.0 | 4.58 | 25.2 | 131 | 506 | 3.2 | 4 | 30 | 45 | 35 | false | true | false | false | 2.02 | 0.61 | 0.07 | Comm:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 17 | ECN1 | RFQ | 6 | 86 | -26 | 77 | Sector>limit | Rotate | Sector concentration above limit | 123 | Reviewed by risk; hedges staggered |
C09024 | CR3769 | 2024-02-25 | Calm | 71 | 295 | 3.3 | 2.3 | 1,059,574,030 | Comm:51.1;Utilities:25.6;Materials:23.4 | US:62.3;EU:11.0;APAC:12.9;EMEA:13.3;LATAM:0.5 | BB:21.0;BBB:23.0;AA:24.3;A:31.7 | 4.43 | 24.1 | 94 | 283 | 11.1 | 4 | 35 | 55 | 30 | true | true | false | false | 1.24 | -0.13 | 0.02 | RealEstate:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | 13 | DealerA | DealerAxed | 8 | 95 | 3 | -192 | Sector>limit | Rotate | Sector concentration above limit | 148 | Reviewed by risk; hedges staggered |
C09025 | CR0557 | 2025-03-15 | Calm | 88 | 380 | 4.3 | 2.9 | 2,225,492,263 | Financials:26.3;Tech:35.7;RealEstate:12.9;Materials:25.0 | US:74.5;EU:10.6;APAC:5.2;EMEA:5.8;LATAM:3.9 | BBB:24.1;B:7.8;AAA:16.1;AA:26.5;A:20.3;CCC:5.2 | 5.49 | 28.9 | 246 | 456 | 14.3 | 2 | 20 | 55 | 35 | true | true | false | true | -0.21 | 1.3 | -0.12 | null | Hedge | SingleName_CDS: +176bps notional | -7 | 21 | ECN1 | All2All | 1 | 93 | 274 | -246 | Region>limit | Hedge | Regional concentration above limit | 148 | Tighten HY exposure bands |
C09026 | CR5567 | 2025-05-20 | Stress | 234 | 592 | 7.5 | -1.8 | 1,195,648,968 | Energy:21.3;Healthcare:23.7;Tech:15.8;Comm:18.8;Industrials:20.4 | US:64.4;EU:11.2;APAC:12.1;EMEA:6.0;LATAM:6.2 | A:12.0;BBB:28.4;AA:20.6;BB:14.9;AAA:24.2 | 5.61 | 44.4 | 237 | 415 | 19.4 | 2 | 25 | 55 | 30 | false | true | false | true | 1.19 | 1.14 | -0.3 | Tech:EW | Hedge | Treasury_Futures: +60bps notional | -19 | 1 | DealerC | All2All | 10 | 91 | -53 | -128 | Sector>limit | Rotate | Sector concentration above limit | 257 | Tighten HY exposure bands |
C09027 | CR5079 | 2025-03-31 | Tightening | 110 | 417 | 4.8 | 1.4 | 1,627,117,790 | Financials:22.3;Consumer:22.7;Utilities:10.4;Materials:35.1;Industrials:9.5 | US:55.9;EU:17.1;APAC:10.2;EMEA:11.1;LATAM:5.7 | BBB:20.1;B:10.1;BB:6.8;A:44.0;AA:19.0 | 6.27 | 37.1 | 235 | 179 | 12.1 | 3 | 35 | 35 | 25 | true | true | false | true | -0.32 | 0.71 | 0.22 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | 13 | ECN1 | RFQ | 11 | 99 | -168 | 80 | VAR>budget | Reduce | Portfolio VAR above budget | 229 | Defer adds pending macro print |
C09028 | CR6076 | 2025-09-30 | Recovery | 122 | 539 | 5.3 | 0.4 | 424,018,226 | Energy:10.6;Healthcare:25.5;Industrials:21.3;Financials:31.2;Tech:11.4 | US:73.7;EU:9.0;APAC:10.0;EMEA:4.3;LATAM:3.0 | BBB:25.9;AAA:25.8;BB:18.4;CCC:7.4;B:22.5 | 7.07 | 62.1 | 167 | 501 | 9.5 | 2.5 | 35 | 55 | 25 | false | true | true | false | -0.38 | 1.78 | 0.49 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 22 | DealerB | RFQ | 7 | 98 | 152 | -294 | Sector>limit | Hedge | Sector concentration above limit | 162 | Reviewed by risk; hedges staggered |
C09029 | CR2363 | 2024-12-09 | Calm | 70 | 361 | 4.2 | 2.4 | 2,304,649,852 | Utilities:17.0;Financials:22.7;Materials:60.2 | US:59.5;EU:12.4;APAC:17.3;EMEA:8.2;LATAM:2.6 | CCC:24.1;AAA:19.6;A:23.2;BBB:6.3;BB:26.8 | 0.44 | 36.1 | 82 | 341 | 4.1 | 2 | 20 | 45 | 35 | true | true | true | false | 1.66 | 1.23 | 0.41 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 15 | DealerB | Electronic | 0 | 95 | 322 | -276 | Region>limit | Hedge | Regional concentration above limit | 249 | Defer adds pending macro print |
C09030 | CR5672 | 2025-09-01 | Recovery | 103 | 500 | 6.2 | 1.2 | 2,828,667,524 | Tech:35.0;Healthcare:30.7;Industrials:34.2 | US:63.6;EU:15.2;APAC:8.5;EMEA:9.7;LATAM:2.9 | AA:17.1;B:10.2;A:16.6;BB:22.3;CCC:24.7;BBB:9.1 | 5.38 | 47.8 | 136 | 348 | 9.9 | 2.5 | 25 | 55 | 25 | true | true | true | false | 0.11 | -0.13 | 0.01 | null | Hedge | iTraxx_XOVER: +73bps notional | -12 | -4 | DealerB | RFQ | 0 | 96 | 33 | -129 | HYCap>limit | Reduce | High-yield share above policy cap | 228 | Escalate watchlist names |
C09031 | CR1030 | 2024-07-02 | Tightening | 103 | 412 | 5 | 1.7 | 2,533,406,769 | RealEstate:8.4;Consumer:22.2;Utilities:22.6;Comm:26.5;Industrials:20.4 | US:62.1;EU:16.6;APAC:12.6;EMEA:4.5;LATAM:4.3 | BB:9.5;B:36.5;CCC:16.7;AA:10.0;A:12.3;AAA:15.0 | 6.35 | 37.9 | 238 | 379 | 4.6 | 3 | 30 | 55 | 20 | false | true | true | true | 1.51 | 1.76 | 0.34 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 24 | DealerB | All2All | 0 | 88 | -38 | -93 | VAR>budget | Rotate | Portfolio VAR above budget | 194 | Reviewed by risk; hedges staggered |
C09032 | CR0987 | 2024-09-20 | Recovery | 164 | 580 | 6.4 | -0.4 | 954,814,987 | Industrials:23.7;Comm:15.8;Energy:16.1;Consumer:18.5;Healthcare:26.0 | US:65.5;EU:10.1;APAC:14.1;EMEA:4.6;LATAM:5.7 | BBB:11.2;AAA:24.8;B:29.6;AA:13.9;CCC:13.3;A:7.3 | 3.15 | 59.8 | 189 | 270 | 14 | 2 | 25 | 35 | 30 | true | true | true | false | 0.15 | 1.01 | 0.45 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | -24 | ECN2 | RFQ | 7 | 90 | -101 | -216 | HYCap>limit | Reduce | High-yield share above policy cap | 120 | Tighten HY exposure bands |
C09033 | CR2924 | 2024-12-22 | Calm | 113 | 402 | 4.1 | 2.8 | 1,616,264,843 | Industrials:47.5;Consumer:35.1;Healthcare:17.4 | US:68.4;EU:10.1;APAC:8.6;EMEA:10.3;LATAM:2.6 | A:12.1;AAA:12.7;BB:15.1;CCC:16.6;B:26.9;BBB:16.6 | 5.82 | 47.1 | 247 | 283 | 13.1 | 3 | 35 | 45 | 30 | true | true | true | true | 1.6 | 0.37 | -0.13 | Healthcare:EW | Hedge | iTraxx_MAIN: +176bps notional | -22 | -14 | DealerC | Electronic | 4 | 89 | -216 | 97 | Region>limit | Reduce | Regional concentration above limit | 251 | Reviewed by risk; hedges staggered |
C09034 | CR2583 | 2024-03-19 | Recovery | 126 | 645 | 4.6 | -0.3 | 1,440,570,215 | Healthcare:29.9;Utilities:39.9;Consumer:19.8;Energy:10.3 | US:68.6;EU:11.6;APAC:8.5;EMEA:4.1;LATAM:7.2 | B:19.9;CCC:8.9;BBB:23.1;A:25.3;AA:10.6;BB:12.1 | 1.1 | 30.6 | 96 | 409 | 10.5 | 2 | 35 | 45 | 30 | true | true | true | false | -0.16 | 0.39 | 0.07 | Financials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 12 | DealerC | All2All | 10 | 89 | 80 | 43 | HYCap>limit | Rotate | High-yield share above policy cap | 152 | Rotate into defensive sectors |
C09035 | CR6337 | 2025-03-31 | Calm | 85 | 297 | 3.5 | 1.9 | 2,064,553,847 | Healthcare:20.6;Energy:12.0;Utilities:26.5;Financials:29.2;Consumer:11.8 | US:58.7;EU:16.6;APAC:10.8;EMEA:11.4;LATAM:2.5 | A:12.6;CCC:12.0;BBB:15.5;B:14.9;BB:32.6;AAA:12.3 | 6.83 | 32.1 | 90 | 133 | 12.1 | 3 | 25 | 55 | 35 | true | true | true | false | -0.32 | 0.67 | 0.27 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | 14 | DealerC | DealerAxed | 0 | 97 | 16 | 79 | Sector>limit | Hedge | Sector concentration above limit | 227 | Tighten HY exposure bands |
C09036 | CR6691 | 2025-03-23 | Tightening | 138 | 429 | 4.5 | 1.4 | 2,193,141,995 | Materials:22.9;Consumer:16.7;Energy:18.7;Industrials:23.1;Financials:9.4;Utilities:9.1 | US:60.3;EU:12.2;APAC:14.7;EMEA:11.1;LATAM:1.7 | BB:29.1;BBB:17.3;AAA:24.6;B:20.2;CCC:8.8 | 2.27 | 30.2 | 198 | 310 | 14.6 | 4 | 30 | 35 | 35 | false | true | true | false | 2.08 | 1.42 | -0.36 | Healthcare:EW | Hedge | Treasury_Futures: +67bps notional | -44 | 44 | DealerA | All2All | 8 | 94 | 123 | -476 | VAR>budget | Reduce | Portfolio VAR above budget | 240 | Defer adds pending macro print |
C09037 | CR9680 | 2025-01-12 | Tightening | 107 | 461 | 4.9 | 1 | 1,364,403,155 | Materials:8.4;Industrials:9.2;Healthcare:15.1;Utilities:23.7;Comm:28.0;RealEstate:15.6 | US:69.8;EU:14.0;APAC:8.6;EMEA:3.4;LATAM:4.2 | AAA:13.4;CCC:33.4;B:13.4;A:12.3;BB:7.1;BBB:20.4 | 4.7 | 45.5 | 162 | 432 | 11.9 | 3 | 25 | 35 | 35 | true | true | true | false | 1.08 | 0.14 | -0.02 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 19 | ECN1 | All2All | 0 | 89 | 271 | -273 | HYCap>limit | Hedge | High-yield share above policy cap | 238 | Rotate into defensive sectors |
C09038 | CR1284 | 2025-06-23 | Stress | 221 | 683 | 7.6 | 0.4 | 92,706,821 | Healthcare:22.5;Utilities:9.9;Energy:24.3;Tech:25.1;Consumer:18.2 | US:58.9;EU:16.3;APAC:11.8;EMEA:11.9;LATAM:1.1 | AAA:21.1;B:4.3;BBB:37.0;A:12.1;AA:25.5 | 6.87 | 52.1 | 371 | 419 | 7.3 | 3 | 20 | 45 | 35 | true | true | false | true | 0.16 | 0.28 | -0.01 | null | Hedge | Treasury_Futures: +166bps notional | 14 | 5 | DealerA | All2All | 6 | 85 | 51 | -60 | HYCap>limit | Rotate | High-yield share above policy cap | 153 | Defer adds pending macro print |
C09039 | CR4489 | 2024-08-11 | Stress | 159 | 804 | 7.9 | 0.3 | 558,178,019 | Consumer:35.4;Financials:11.9;Industrials:10.2;Materials:42.6 | US:67.1;EU:16.6;APAC:9.5;EMEA:4.5;LATAM:2.3 | AAA:4.9;BB:9.3;BBB:15.5;B:32.5;AA:13.7;CCC:24.1 | 1.42 | 44.5 | 361 | 603 | 12.2 | 4 | 25 | 35 | 30 | true | true | true | true | 2.48 | 1.43 | 0.6 | Tech:EW;Energy:EW | Hedge | CDX_IG: +160bps notional | -48 | 33 | ECN2 | All2All | 6 | 92 | -70 | -104 | Region>limit | Rotate | Regional concentration above limit | 218 | Reviewed by risk; hedges staggered |
C09040 | CR3239 | 2025-12-03 | Calm | 92 | 348 | 3.4 | 1.7 | 1,988,520,056 | Comm:15.8;Consumer:15.3;Tech:23.7;Financials:33.3;Industrials:11.9 | US:68.6;EU:18.2;APAC:5.3;EMEA:6.9;LATAM:1.0 | AA:19.5;CCC:17.5;B:22.8;BBB:29.8;A:10.4 | 4.26 | 39.3 | 233 | 480 | 12.4 | 3 | 25 | 55 | 20 | true | true | true | true | 1.15 | 0.1 | -0.16 | null | Hedge | SingleName_CDS: +196bps notional | -23 | 25 | DealerC | Electronic | 3 | 96 | -50 | -401 | VAR>budget | Reduce | Portfolio VAR above budget | 97 | Tighten HY exposure bands |
C09041 | CR7962 | 2025-05-12 | Calm | 77 | 344 | 3.2 | 1.6 | 1,838,646,559 | Comm:32.4;Consumer:33.6;RealEstate:22.3;Industrials:11.7 | US:66.5;EU:11.4;APAC:15.0;EMEA:7.0;LATAM:0.1 | AAA:20.0;AA:36.7;CCC:12.6;BB:3.9;A:26.8 | 7.33 | 27.5 | 98 | 443 | 3.6 | 4 | 20 | 55 | 30 | true | true | false | false | -0.05 | 1.18 | -0.15 | Consumer:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 7 | DealerA | Electronic | 11 | 87 | 314 | 103 | VAR>budget | Hedge | Portfolio VAR above budget | 182 | Escalate watchlist names |
C09042 | CR2177 | 2024-05-06 | Stress | 220 | 796 | 6.5 | 0.2 | 2,219,992,535 | Comm:12.7;Consumer:54.7;Healthcare:32.6 | US:71.5;EU:8.1;APAC:10.7;EMEA:7.1;LATAM:2.6 | A:12.3;CCC:24.7;BBB:17.8;AAA:25.0;B:20.2 | 1.86 | 24.9 | 325 | 547 | 9.4 | 2 | 30 | 45 | 20 | true | true | true | true | 1.36 | 0.47 | 0.27 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 1 | DealerA | DealerAxed | 3 | 90 | -154 | -419 | VAR>budget | Reduce | Portfolio VAR above budget | 235 | Defer adds pending macro print |
C09043 | CR8645 | 2025-07-10 | Tightening | 112 | 440 | 3.9 | 1 | 2,263,369,725 | Utilities:44.8;Financials:26.5;RealEstate:28.7 | US:57.2;EU:13.9;APAC:12.6;EMEA:10.0;LATAM:6.2 | AAA:33.4;A:21.4;CCC:4.5;BB:8.7;AA:17.0;B:15.1 | 5.86 | 61.2 | 121 | 510 | 16.9 | 3.5 | 35 | 55 | 20 | true | true | true | false | 1.4 | -0.12 | -0.11 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | -7 | DealerB | DealerAxed | 4 | 87 | 406 | -142 | HYCap>limit | Rotate | High-yield share above policy cap | 235 | Rotate into defensive sectors |
C09044 | CR0689 | 2025-11-19 | Calm | 91 | 377 | 3.2 | 2.5 | 473,251,117 | Industrials:24.6;Tech:20.7;Consumer:15.4;Financials:9.3;RealEstate:29.9 | US:60.0;EU:22.2;APAC:9.4;EMEA:4.0;LATAM:4.5 | BB:19.9;BBB:27.5;A:24.5;B:28.1 | 1.24 | 31 | 90 | 407 | 11.8 | 3.5 | 35 | 55 | 30 | false | true | true | false | 1.65 | 0.28 | -0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | 30 | DealerA | RFQ | 3 | 100 | 57 | -13 | Region>limit | Hedge | Regional concentration above limit | 117 | Tighten HY exposure bands |
C09045 | CR3911 | 2024-11-16 | Stress | 188 | 555 | 6.4 | -0.6 | 1,918,691,492 | Energy:22.6;Materials:27.5;Comm:36.6;Healthcare:13.2 | US:65.4;EU:12.3;APAC:9.6;EMEA:7.8;LATAM:4.9 | B:27.4;CCC:15.0;BB:34.7;AA:22.9 | 2.55 | 53.9 | 285 | 634 | 17.2 | 3.5 | 30 | 45 | 20 | true | true | true | true | -0.08 | 0.98 | -0.1 | Energy:EW | Hedge | iTraxx_MAIN: +177bps notional | -22 | -7 | DealerB | Electronic | 11 | 93 | -46 | 8 | HYCap>limit | Rotate | High-yield share above policy cap | 128 | Reviewed by risk; hedges staggered |
C09046 | CR6338 | 2025-02-01 | Stress | 242 | 614 | 8.1 | 0.3 | 506,707,714 | Comm:15.5;Utilities:11.1;Energy:19.0;Financials:23.8;Consumer:24.6;Tech:6.1 | US:62.0;EU:18.8;APAC:5.9;EMEA:11.3;LATAM:1.9 | B:32.3;A:37.3;BB:18.5;CCC:11.9 | 6.78 | 40.7 | 290 | 495 | 14.5 | 2.5 | 30 | 45 | 25 | false | true | true | true | 1.81 | 1.4 | -0.37 | null | Hedge | CDX_IG: +195bps notional | 11 | -20 | DealerB | RFQ | 7 | 88 | 279 | 94 | VAR>budget | Hedge | Portfolio VAR above budget | 178 | Reviewed by risk; hedges staggered |
C09047 | CR8379 | 2025-02-20 | Tightening | 110 | 390 | 4 | 1.9 | 962,847,123 | RealEstate:10.8;Consumer:17.0;Comm:33.2;Materials:39.0 | US:61.5;EU:20.0;APAC:5.8;EMEA:5.5;LATAM:7.2 | B:21.8;CCC:8.5;AAA:9.1;BB:22.7;BBB:15.2;A:22.8 | 1.15 | 55.6 | 238 | 193 | 17.7 | 3.5 | 25 | 35 | 35 | true | true | true | true | 0.83 | -0.11 | -0.12 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 35 | DealerB | All2All | 12 | 100 | 358 | 131 | HYCap>limit | Hedge | High-yield share above policy cap | 236 | Escalate watchlist names |
C09048 | CR7640 | 2024-11-29 | Tightening | 122 | 507 | 4.4 | 1.3 | 497,649,431 | Comm:11.4;Healthcare:41.0;Financials:29.2;RealEstate:18.5 | US:64.7;EU:15.2;APAC:11.5;EMEA:8.4;LATAM:0.1 | AA:15.3;AAA:40.3;A:17.5;CCC:26.9 | 7.22 | 54.3 | 82 | 221 | 7.4 | 4 | 20 | 55 | 35 | true | true | false | false | 1.87 | 1.39 | -0.35 | null | Hedge | CDX_IG: +174bps notional | 10 | 38 | ECN2 | RFQ | 1 | 90 | 37 | -66 | VAR>budget | Rotate | Portfolio VAR above budget | 145 | Escalate watchlist names |
C09049 | CR7553 | 2025-02-27 | Tightening | 116 | 487 | 4.8 | 1.1 | 1,022,428,309 | Industrials:26.5;Comm:11.3;Tech:24.8;Utilities:11.9;Consumer:25.5 | US:65.2;EU:6.6;APAC:16.4;EMEA:11.3;LATAM:0.5 | AA:15.4;BBB:20.9;BB:21.4;CCC:26.1;B:16.2 | 1.55 | 36.9 | 228 | 341 | 12.2 | 2 | 20 | 55 | 30 | true | true | true | true | 0.23 | -0.29 | 0.52 | Utilities:EW;Energy:EW | Hedge | Options_Payer: +187bps notional | -49 | 29 | DealerB | DealerAxed | 11 | 89 | 437 | -93 | VAR>budget | Hedge | Portfolio VAR above budget | 139 | Tighten HY exposure bands |
C09050 | CR8304 | 2025-08-01 | Recovery | 134 | 448 | 6 | 0.4 | 2,336,797,884 | RealEstate:9.6;Healthcare:21.4;Industrials:11.4;Tech:22.5;Energy:22.0;Consumer:13.1 | US:58.7;EU:18.9;APAC:8.2;EMEA:8.9;LATAM:5.3 | AA:17.2;B:16.6;A:19.7;BBB:27.8;AAA:18.7 | 1.13 | 60.1 | 147 | 219 | 17.8 | 2.5 | 25 | 35 | 30 | false | true | false | false | 1.01 | 1.77 | -0.04 | null | Hedge | iTraxx_XOVER: +163bps notional | -60 | 10 | DealerB | DealerAxed | 8 | 99 | 205 | -360 | HYCap>limit | Hedge | High-yield share above policy cap | 237 | Reviewed by risk; hedges staggered |
C09051 | CR1563 | 2024-08-18 | Tightening | 95 | 417 | 3.9 | 1.6 | 1,664,205,479 | Comm:12.7;Industrials:15.3;Tech:26.6;Materials:16.8;Energy:10.1;Utilities:18.4 | US:64.6;EU:11.1;APAC:13.9;EMEA:9.0;LATAM:1.4 | BB:22.8;A:15.5;AAA:9.9;CCC:17.1;B:12.8;BBB:21.9 | 2.78 | 60.9 | 196 | 469 | 12.4 | 3 | 25 | 35 | 20 | true | true | true | false | 1.63 | 1.69 | -0.16 | Industrials:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | 20 | ECN1 | All2All | 8 | 89 | -205 | -95 | HYCap>limit | Hedge | High-yield share above policy cap | 91 | Defer adds pending macro print |
C09052 | CR3485 | 2025-07-08 | Calm | 95 | 335 | 4.1 | 1.8 | 2,896,008,118 | Comm:15.4;RealEstate:16.2;Financials:13.8;Energy:17.1;Healthcare:18.1;Utilities:19.4 | US:75.9;EU:6.9;APAC:5.4;EMEA:9.4;LATAM:2.3 | A:23.7;AA:28.0;AAA:15.1;BBB:33.3 | 2.45 | 33.9 | 129 | 492 | 5.4 | 4 | 30 | 45 | 35 | false | true | false | false | 1.99 | 1.62 | -0.21 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | 4 | ECN1 | Electronic | 7 | 94 | 45 | -261 | Sector>limit | Hedge | Sector concentration above limit | 195 | Rotate into defensive sectors |
C09053 | CR1057 | 2025-09-05 | Calm | 81 | 407 | 4.2 | 2.9 | 878,994,003 | Tech:22.1;Healthcare:6.9;Financials:16.5;Materials:24.7;RealEstate:13.6;Consumer:16.2 | US:65.5;EU:9.8;APAC:6.8;EMEA:11.0;LATAM:6.9 | AA:45.7;A:18.1;BBB:15.6;BB:20.6 | 4.54 | 37.3 | 279 | 285 | 9.4 | 2 | 20 | 55 | 30 | true | true | false | true | 1.82 | -0.07 | -0.38 | Materials:EW | Hedge | Treasury_Futures: +116bps notional | -11 | 17 | DealerB | Electronic | 10 | 93 | 401 | -90 | Sector>limit | Reduce | Sector concentration above limit | 125 | Defer adds pending macro print |
C09054 | CR6065 | 2024-12-07 | Calm | 107 | 353 | 4.2 | 2.6 | 2,376,534,968 | Utilities:19.0;Industrials:13.1;Tech:24.9;Energy:7.6;Materials:18.3;Consumer:17.1 | US:70.4;EU:10.7;APAC:8.0;EMEA:10.1;LATAM:0.8 | A:11.7;AA:25.0;BBB:18.8;CCC:28.8;AAA:15.7 | 5.57 | 30.5 | 82 | 208 | 13.1 | 4 | 25 | 55 | 30 | false | true | false | false | -0.13 | 1.4 | -0.16 | Energy:EW | Hedge | iTraxx_XOVER: +196bps notional | 4 | 39 | DealerC | Electronic | 3 | 97 | 230 | 135 | Sector>limit | Hedge | Sector concentration above limit | 253 | Escalate watchlist names |
C09055 | CR8951 | 2025-05-18 | Calm | 96 | 313 | 3.7 | 2.4 | 1,206,731,008 | Industrials:13.1;Energy:30.4;Materials:15.0;Healthcare:41.4 | US:67.3;EU:9.0;APAC:15.0;EMEA:5.3;LATAM:3.3 | BB:12.3;A:27.3;BBB:32.1;AAA:28.3 | 4.65 | 56.2 | 186 | 465 | 11 | 3 | 35 | 35 | 35 | true | true | false | false | 2.48 | 0.46 | -0.17 | Healthcare:EW;Utilities:EW;Financials:EW | Hedge | iTraxx_XOVER: +65bps notional | -39 | 8 | ECN2 | All2All | 12 | 93 | -15 | -72 | Sector>limit | Reduce | Sector concentration above limit | 215 | Reviewed by risk; hedges staggered |
C09056 | CR9144 | 2025-04-10 | Stress | 164 | 802 | 5.9 | -0.6 | 2,615,903,171 | Comm:27.8;Utilities:33.4;Tech:38.7 | US:69.0;EU:5.9;APAC:12.1;EMEA:8.1;LATAM:4.8 | A:22.5;CCC:18.6;BBB:9.1;AAA:18.5;AA:24.2;BB:7.1 | 0.45 | 64.6 | 293 | 602 | 12.8 | 4 | 35 | 45 | 25 | true | true | true | true | -0.02 | 1.66 | -0.33 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | 34 | DealerB | All2All | 12 | 97 | -50 | -181 | VAR>budget | Hedge | Portfolio VAR above budget | 181 | Defer adds pending macro print |
C09057 | CR3003 | 2024-02-09 | Tightening | 99 | 465 | 4.7 | 1.1 | 2,767,669,575 | Materials:40.8;RealEstate:31.3;Healthcare:27.9 | US:65.3;EU:14.3;APAC:4.9;EMEA:10.1;LATAM:5.4 | AA:17.6;BB:23.1;A:21.5;AAA:37.7 | 0.91 | 43.6 | 277 | 293 | 14.7 | 3.5 | 25 | 35 | 30 | true | true | false | true | 2.21 | 0.78 | 0.05 | Financials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 15 | DealerB | DealerAxed | 9 | 95 | -189 | -323 | Sector>limit | Rotate | Sector concentration above limit | 128 | Defer adds pending macro print |
C09058 | CR4347 | 2024-01-16 | Tightening | 140 | 379 | 4.5 | 1.7 | 987,909,749 | Financials:19.3;Utilities:28.8;Energy:26.5;Materials:25.4 | US:63.7;EU:16.6;APAC:6.6;EMEA:7.5;LATAM:5.6 | AA:19.2;BB:12.0;CCC:14.1;A:25.9;AAA:13.3;B:15.5 | 1.35 | 26.1 | 123 | 250 | 11.5 | 3.5 | 35 | 35 | 35 | false | true | true | false | 0.38 | 0.58 | 0.06 | Utilities:EW;RealEstate:EW | Hedge | Options_Payer: +54bps notional | -31 | 43 | DealerA | RFQ | 9 | 87 | -184 | 0 | HYCap>limit | PauseAdds | High-yield share above policy cap | 136 | Reviewed by risk; hedges staggered |
C09059 | CR1586 | 2024-04-22 | Calm | 101 | 293 | 3.8 | 3 | 154,842,893 | Financials:29.7;Healthcare:29.3;Energy:41.0 | US:66.2;EU:8.1;APAC:10.4;EMEA:11.7;LATAM:3.5 | AAA:23.7;BBB:16.4;AA:25.7;CCC:27.5;B:6.7 | 2.95 | 30.3 | 265 | 177 | 17.1 | 3 | 35 | 45 | 20 | true | true | true | true | 2.1 | 0.4 | 0.24 | Comm:EW | Hedge | CDX_HY: +119bps notional | -32 | 4 | DealerC | All2All | 1 | 94 | -58 | -65 | VAR>budget | Hedge | Portfolio VAR above budget | 146 | Rotate into defensive sectors |
C09060 | CR0164 | 2025-04-15 | Tightening | 155 | 496 | 4.3 | 1.9 | 2,939,393,948 | Comm:28.6;Industrials:20.1;Tech:9.5;Consumer:13.8;Energy:16.3;Financials:11.6 | US:55.7;EU:19.2;APAC:6.9;EMEA:12.0;LATAM:6.3 | BB:7.9;CCC:7.9;AA:36.2;B:5.6;A:25.9;BBB:16.5 | 2.52 | 50.2 | 128 | 288 | 15.4 | 2.5 | 20 | 55 | 25 | true | true | false | false | 2.02 | -0.19 | -0.26 | null | Hedge | iTraxx_XOVER: +74bps notional | -59 | 34 | DealerC | All2All | 6 | 90 | 395 | -160 | HYCap>limit | Reduce | High-yield share above policy cap | 154 | Defer adds pending macro print |
C09061 | CR1755 | 2024-01-20 | Calm | 78 | 372 | 4.1 | 1.9 | 2,921,579,102 | Materials:21.8;RealEstate:10.2;Energy:33.0;Utilities:35.0 | US:64.2;EU:14.7;APAC:13.7;EMEA:7.2;LATAM:0.2 | AA:36.5;CCC:2.4;A:13.6;AAA:17.7;BBB:29.9 | 2.96 | 35.1 | 242 | 472 | 12.5 | 2 | 35 | 35 | 30 | false | true | false | true | 0.33 | 1.12 | -0.06 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -16 | 44 | DealerC | DealerAxed | 2 | 89 | 383 | -380 | Region>limit | Hedge | Regional concentration above limit | 183 | Defer adds pending macro print |
C09062 | CR0062 | 2025-10-18 | Stress | 178 | 607 | 6.7 | -0.9 | 790,853,144 | Utilities:28.6;Healthcare:19.8;Financials:24.6;Industrials:27.0 | US:59.2;EU:17.9;APAC:13.1;EMEA:3.3;LATAM:6.6 | B:20.3;BB:24.0;AA:26.1;BBB:29.5 | 7.25 | 44.1 | 315 | 421 | 8.9 | 3.5 | 35 | 35 | 35 | false | true | true | true | 1.53 | 0.94 | 0.55 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | 20 | DealerB | Electronic | 9 | 88 | 190 | -311 | Region>limit | Reduce | Regional concentration above limit | 223 | Tighten HY exposure bands |
C09063 | CR0335 | 2024-03-30 | Calm | 92 | 375 | 4.3 | 1.6 | 1,248,592,063 | Energy:25.8;Consumer:15.7;Tech:18.3;Industrials:15.3;Financials:17.5;Healthcare:7.4 | US:73.1;EU:10.0;APAC:5.9;EMEA:5.2;LATAM:5.8 | B:10.5;A:15.0;CCC:11.1;AA:19.2;BB:44.2 | 5.14 | 30.2 | 214 | 289 | 17.4 | 2 | 30 | 55 | 25 | false | true | true | true | 1 | 0.36 | 0.56 | Tech:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 29 | ECN1 | RFQ | 9 | 91 | 321 | -380 | Region>limit | Reduce | Regional concentration above limit | 98 | Rotate into defensive sectors |
C09064 | CR6352 | 2025-02-03 | Stress | 159 | 564 | 8.3 | -1.1 | 2,673,045,857 | Consumer:14.5;Healthcare:20.9;Comm:24.0;Utilities:24.5;Materials:16.1 | US:66.6;EU:7.7;APAC:11.8;EMEA:11.8;LATAM:2.2 | BB:31.3;CCC:13.7;BBB:16.9;AA:20.1;A:18.0 | 6.07 | 43.8 | 329 | 326 | 12.9 | 2 | 20 | 45 | 25 | true | true | true | true | 1.32 | 0.9 | 0.36 | Consumer:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | -6 | ECN2 | DealerAxed | 10 | 91 | -97 | -440 | Sector>limit | Hedge | Sector concentration above limit | 137 | Escalate watchlist names |
C09065 | CR7092 | 2024-09-14 | Calm | 91 | 378 | 3.3 | 2.2 | 2,791,921,977 | Consumer:22.4;Utilities:14.3;Healthcare:31.6;Tech:6.8;Comm:10.9;Industrials:14.1 | US:70.3;EU:11.4;APAC:10.2;EMEA:7.6;LATAM:0.4 | BB:19.1;AA:18.8;A:37.8;AAA:24.3 | 7.31 | 62.7 | 164 | 121 | 16.1 | 2.5 | 25 | 55 | 25 | true | true | false | false | 1.31 | 0.73 | -0.19 | Utilities:EW | Hedge | Treasury_Futures: +127bps notional | 5 | 6 | ECN2 | DealerAxed | 1 | 91 | 348 | -66 | Sector>limit | Hedge | Sector concentration above limit | 191 | Defer adds pending macro print |
C09066 | CR4757 | 2025-02-20 | Stress | 155 | 766 | 5.5 | -1.9 | 2,552,172,455 | Materials:15.7;Healthcare:24.5;Utilities:59.8 | US:69.9;EU:9.8;APAC:6.3;EMEA:12.0;LATAM:2.0 | AA:17.9;CCC:7.7;B:33.3;AAA:17.1;BBB:16.1;BB:7.8 | 0.41 | 27.5 | 250 | 536 | 7.9 | 2.5 | 20 | 45 | 30 | true | true | true | true | -0.49 | 1.11 | 0.51 | null | Hedge | iTraxx_XOVER: +178bps notional | -55 | 42 | ECN1 | DealerAxed | 8 | 92 | -94 | 15 | Region>limit | Hedge | Regional concentration above limit | 108 | Reviewed by risk; hedges staggered |
C09067 | CR0201 | 2024-12-11 | Stress | 205 | 669 | 5.5 | -0.4 | 2,250,524,208 | Comm:31.3;Consumer:14.7;Industrials:17.1;Materials:36.9 | US:75.4;EU:7.5;APAC:11.5;EMEA:3.7;LATAM:1.9 | BB:25.6;B:36.0;A:12.2;BBB:13.4;CCC:12.8 | 3.19 | 20.3 | 226 | 238 | 14.7 | 3.5 | 20 | 35 | 20 | true | true | true | true | 0.23 | -0.06 | -0.08 | RealEstate:EW;Financials:EW | Hedge | Options_Payer: +175bps notional | -33 | -2 | DealerA | All2All | 9 | 87 | -69 | 29 | VAR>budget | Hedge | Portfolio VAR above budget | 198 | Defer adds pending macro print |
C09068 | CR9191 | 2024-09-06 | Tightening | 107 | 417 | 4 | 0.6 | 1,189,120,098 | Industrials:26.4;Energy:45.4;Healthcare:28.3 | US:67.2;EU:6.6;APAC:13.4;EMEA:8.2;LATAM:4.6 | B:9.5;A:28.9;AA:25.2;AAA:27.5;CCC:8.9 | 1.03 | 30.1 | 103 | 509 | 11 | 3 | 25 | 45 | 35 | true | true | false | false | 0.76 | 0.86 | 0.33 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -4 | 32 | ECN2 | DealerAxed | 11 | 96 | -95 | 75 | HYCap>limit | Reduce | High-yield share above policy cap | 198 | Rotate into defensive sectors |
C09069 | CR5706 | 2025-04-28 | Calm | 114 | 346 | 4.4 | 2.5 | 1,696,143,701 | Utilities:18.1;Comm:11.2;Energy:19.1;Tech:22.7;Consumer:20.8;Materials:8.2 | US:71.1;EU:13.2;APAC:7.2;EMEA:4.8;LATAM:3.7 | CCC:5.9;AA:33.6;BB:10.9;A:39.9;B:9.7 | 6.62 | 63.1 | 239 | 385 | 13.6 | 2 | 35 | 45 | 35 | false | true | false | true | 0.61 | 0.87 | 0.24 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | -16 | DealerB | DealerAxed | 4 | 90 | 105 | 164 | Region>limit | Reduce | Regional concentration above limit | 113 | Tighten HY exposure bands |
C09070 | CR8596 | 2025-01-12 | Stress | 236 | 699 | 6.6 | -0.1 | 2,699,894,588 | Healthcare:14.8;Comm:22.5;Consumer:19.6;RealEstate:13.6;Materials:29.5 | US:67.0;EU:9.9;APAC:7.9;EMEA:10.0;LATAM:5.2 | AA:12.1;A:11.1;B:24.6;BB:13.7;BBB:22.1;AAA:16.4 | 1.01 | 64.1 | 181 | 269 | 12 | 2.5 | 25 | 35 | 30 | true | true | true | false | 2.02 | 1.26 | 0.09 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 0 | ECN2 | DealerAxed | 12 | 88 | 55 | -395 | Sector>limit | Hedge | Sector concentration above limit | 253 | Tighten HY exposure bands |
C09071 | CR1353 | 2025-02-02 | Stress | 158 | 721 | 5.4 | -1.6 | 1,029,316,756 | Energy:19.1;Consumer:11.0;Industrials:12.4;Healthcare:18.2;Comm:18.3;Materials:20.9 | US:69.2;EU:13.9;APAC:7.6;EMEA:6.5;LATAM:2.8 | BBB:13.6;B:22.1;CCC:50.4;AA:14.0 | 2.21 | 35.9 | 283 | 414 | 12.6 | 3.5 | 35 | 35 | 35 | false | true | true | true | 0.8 | -0.11 | -0.01 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -16 | DealerB | RFQ | 5 | 94 | 143 | -336 | VAR>budget | Reduce | Portfolio VAR above budget | 217 | Tighten HY exposure bands |
C09072 | CR4848 | 2025-06-13 | Recovery | 159 | 549 | 5.8 | 2 | 490,938,073 | Comm:26.0;Utilities:17.3;Healthcare:17.6;Consumer:17.1;Industrials:14.5;Energy:7.6 | US:72.2;EU:12.6;APAC:10.6;EMEA:3.7;LATAM:0.9 | BB:10.3;AAA:28.9;AA:28.9;CCC:16.8;A:15.1 | 5.65 | 24.8 | 101 | 346 | 5.6 | 4 | 35 | 35 | 20 | false | true | true | false | 2.12 | 1.59 | 0.3 | null | Hedge | CDX_HY: +121bps notional | -14 | -22 | ECN2 | DealerAxed | 11 | 85 | 116 | -33 | Sector>limit | Hedge | Sector concentration above limit | 104 | Defer adds pending macro print |
C09073 | CR2625 | 2025-06-16 | Tightening | 140 | 487 | 5.2 | 0.6 | 1,481,106,596 | Healthcare:15.6;Energy:19.4;RealEstate:25.1;Materials:31.4;Comm:8.5 | US:65.5;EU:8.8;APAC:8.0;EMEA:8.6;LATAM:9.2 | AA:20.1;CCC:28.5;AAA:14.0;BBB:7.8;BB:22.0;A:7.5 | 7.44 | 55.2 | 100 | 498 | 7.5 | 3 | 25 | 55 | 30 | true | true | true | false | 1.35 | 1.11 | -0.31 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | 8 | ECN1 | Electronic | 9 | 97 | -112 | -116 | HYCap>limit | Rotate | High-yield share above policy cap | 155 | Tighten HY exposure bands |
C09074 | CR2523 | 2025-04-03 | Calm | 68 | 331 | 4 | 1.5 | 1,043,971,387 | Consumer:33.5;Energy:12.3;Industrials:27.6;Utilities:26.6 | US:68.0;EU:11.0;APAC:8.4;EMEA:10.5;LATAM:2.1 | A:20.9;B:12.0;BB:24.2;BBB:18.7;AA:15.0;CCC:9.3 | 2.14 | 29.6 | 95 | 368 | 5.2 | 3.5 | 25 | 45 | 30 | true | true | true | false | 1.77 | -0.28 | -0.32 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 2 | -21 | ECN2 | Electronic | 6 | 90 | 37 | -329 | Sector>limit | Reduce | Sector concentration above limit | 114 | Tighten HY exposure bands |
C09075 | CR2121 | 2025-03-17 | Recovery | 141 | 509 | 4.8 | 1.5 | 1,811,561,212 | Utilities:21.5;Consumer:21.7;Financials:7.5;Healthcare:21.2;Energy:12.4;RealEstate:15.7 | US:63.6;EU:16.2;APAC:12.6;EMEA:4.6;LATAM:2.9 | BBB:18.8;A:16.5;CCC:43.8;BB:12.4;B:8.5 | 4.93 | 51.1 | 232 | 158 | 5.5 | 3.5 | 25 | 55 | 25 | false | true | true | true | 0.27 | 0.53 | 0.53 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 19 | ECN1 | All2All | 9 | 85 | -38 | -119 | HYCap>limit | Rotate | High-yield share above policy cap | 163 | Tighten HY exposure bands |
C09076 | CR1952 | 2024-07-16 | Stress | 197 | 701 | 5.1 | -0.7 | 1,498,875,062 | Utilities:37.4;Healthcare:38.2;Financials:24.4 | US:68.7;EU:6.0;APAC:13.0;EMEA:11.0;LATAM:1.3 | AA:15.5;B:12.1;A:11.4;BB:20.4;CCC:40.5 | 5.86 | 34.1 | 306 | 392 | 9.5 | 3 | 35 | 55 | 20 | true | true | true | true | 2.31 | 1.67 | 0.35 | RealEstate:EW;Materials:EW;Industrials:EW | Hedge | SingleName_CDS: +158bps notional | 1 | -22 | DealerB | All2All | 12 | 91 | -220 | -242 | Sector>limit | Reduce | Sector concentration above limit | 130 | Defer adds pending macro print |
C09077 | CR8380 | 2025-08-09 | Recovery | 136 | 601 | 4.6 | 1.7 | 1,038,820,080 | Consumer:28.0;Industrials:18.8;Comm:18.5;Tech:34.6 | US:64.8;EU:12.0;APAC:9.5;EMEA:10.5;LATAM:3.1 | A:14.3;AA:25.5;BB:38.3;AAA:21.8 | 3.68 | 24.7 | 268 | 252 | 9.5 | 3.5 | 25 | 35 | 20 | true | true | true | true | 0.13 | 1.34 | -0.05 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 12 | DealerA | Electronic | 2 | 98 | 229 | -115 | VAR>budget | Rotate | Portfolio VAR above budget | 153 | Escalate watchlist names |
C09078 | CR1040 | 2025-05-29 | Recovery | 106 | 648 | 4.6 | 1.2 | 1,379,951,978 | Industrials:13.8;Energy:11.5;RealEstate:22.2;Financials:16.8;Healthcare:35.6 | US:61.4;EU:17.7;APAC:8.7;EMEA:4.1;LATAM:8.1 | AA:11.5;CCC:15.4;AAA:24.8;BBB:11.6;BB:19.0;A:17.7 | 1.43 | 63.2 | 89 | 338 | 10 | 2.5 | 25 | 45 | 25 | true | true | true | false | -0.26 | 0.85 | 0.36 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | 34 | DealerA | Electronic | 8 | 95 | -10 | -243 | Region>limit | Hedge | Regional concentration above limit | 123 | Escalate watchlist names |
C09079 | CR5443 | 2024-11-07 | Calm | 65 | 375 | 3.5 | 2.3 | 2,674,637,750 | Consumer:17.2;RealEstate:11.0;Tech:18.9;Healthcare:14.0;Industrials:17.0;Materials:21.8 | US:60.8;EU:12.8;APAC:11.1;EMEA:8.2;LATAM:7.1 | AAA:35.2;BBB:14.1;AA:30.9;BB:7.7;B:12.1 | 2.31 | 37.5 | 196 | 475 | 14 | 3.5 | 20 | 55 | 25 | true | true | false | false | 1.27 | 1.07 | -0.36 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 32 | DealerC | DealerAxed | 3 | 90 | 386 | -353 | VAR>budget | Hedge | Portfolio VAR above budget | 137 | Reviewed by risk; hedges staggered |
C09080 | CR0880 | 2024-03-01 | Stress | 254 | 633 | 5.4 | -0.5 | 1,254,624,736 | Consumer:12.6;Industrials:31.1;Energy:28.6;Financials:7.0;RealEstate:20.7 | US:66.9;EU:11.8;APAC:10.2;EMEA:10.0;LATAM:1.1 | A:36.7;BBB:22.3;BB:19.1;CCC:14.2;B:7.7 | 2.37 | 44.2 | 287 | 280 | 17 | 4 | 30 | 45 | 25 | true | true | true | true | 0.29 | -0.06 | 0.21 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | 23 | ECN1 | Electronic | 10 | 96 | -42 | 68 | VAR>budget | Reduce | Portfolio VAR above budget | 243 | Escalate watchlist names |
C09081 | CR5376 | 2025-06-10 | Calm | 85 | 377 | 3.9 | 2.8 | 2,881,350,591 | Consumer:28.4;Comm:23.6;Industrials:36.0;Financials:12.0 | US:73.3;EU:11.5;APAC:9.8;EMEA:5.3;LATAM:0.2 | BBB:17.5;A:16.4;BB:18.1;CCC:23.9;B:24.1 | 1.2 | 31 | 190 | 433 | 6.8 | 2 | 25 | 35 | 25 | true | true | true | false | 0.56 | 0.98 | 0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | -21 | ECN2 | RFQ | 11 | 91 | 412 | -403 | Sector>limit | Reduce | Sector concentration above limit | 205 | Rotate into defensive sectors |
C09082 | CR4411 | 2024-10-26 | Tightening | 138 | 422 | 4 | 1.4 | 835,794,506 | RealEstate:9.5;Consumer:27.4;Energy:23.7;Financials:18.6;Comm:20.8 | US:71.4;EU:13.2;APAC:5.4;EMEA:7.0;LATAM:3.0 | A:16.3;AAA:31.2;B:16.3;AA:23.4;CCC:12.7 | 3.47 | 20.6 | 269 | 265 | 3.2 | 2.5 | 30 | 55 | 20 | false | true | true | true | 1.14 | 1.35 | -0.05 | null | Hedge | Treasury_Futures: +74bps notional | 9 | 33 | DealerB | DealerAxed | 3 | 87 | 15 | -416 | Region>limit | Hedge | Regional concentration above limit | 127 | Rotate into defensive sectors |
C09083 | CR8780 | 2024-12-05 | Tightening | 98 | 401 | 5 | 1.7 | 1,226,726,723 | Tech:23.5;Industrials:17.0;Healthcare:22.2;Utilities:20.8;Comm:16.5 | US:68.4;EU:9.9;APAC:13.5;EMEA:6.8;LATAM:1.4 | BB:26.4;B:27.0;CCC:26.3;AAA:20.2 | 2.51 | 63.8 | 176 | 403 | 11.2 | 4 | 35 | 45 | 35 | false | true | true | false | 2.22 | 0.38 | 0.09 | null | Hedge | CDX_HY: +139bps notional | 18 | 1 | ECN1 | Electronic | 5 | 89 | 197 | -84 | Region>limit | Reduce | Regional concentration above limit | 248 | Escalate watchlist names |
C09084 | CR6665 | 2025-11-30 | Stress | 240 | 550 | 6.6 | -1.2 | 2,076,938,127 | Tech:34.3;Financials:36.9;Comm:28.8 | US:72.3;EU:5.7;APAC:8.3;EMEA:9.6;LATAM:4.1 | B:13.8;AA:35.1;CCC:19.4;BB:15.4;BBB:16.2 | 6.65 | 21.1 | 194 | 541 | 15.8 | 4 | 35 | 35 | 30 | true | true | true | false | 1.76 | 0.4 | -0.24 | Tech:EW | Hedge | iTraxx_MAIN: +86bps notional | -55 | 35 | ECN2 | DealerAxed | 6 | 91 | -155 | -34 | Region>limit | PauseAdds | Regional concentration above limit | 235 | Defer adds pending macro print |
C09085 | CR8827 | 2025-09-06 | Tightening | 160 | 414 | 4.2 | 1 | 2,609,580,796 | Energy:24.7;Healthcare:14.9;Utilities:12.6;RealEstate:19.8;Tech:5.4;Financials:22.7 | US:69.5;EU:12.3;APAC:12.6;EMEA:4.7;LATAM:1.0 | AAA:16.4;BBB:27.5;CCC:16.7;BB:19.3;B:20.1 | 2.81 | 59.5 | 185 | 161 | 7.3 | 3.5 | 35 | 35 | 25 | false | true | true | false | 2.32 | 1.55 | -0.09 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 37 | DealerB | Electronic | 12 | 94 | 350 | -353 | VAR>budget | Rotate | Portfolio VAR above budget | 177 | Rotate into defensive sectors |
C09086 | CR3716 | 2024-12-20 | Recovery | 122 | 615 | 4.9 | 1.9 | 2,832,456,689 | Industrials:20.9;Materials:24.6;Energy:29.1;RealEstate:25.4 | US:62.5;EU:19.0;APAC:9.2;EMEA:3.2;LATAM:6.0 | B:22.5;AAA:20.2;CCC:8.0;BBB:17.8;BB:10.7;A:20.7 | 3.16 | 33.4 | 226 | 393 | 15.1 | 4 | 30 | 35 | 30 | false | true | true | true | 0.53 | 1.26 | -0.01 | Comm:EW | Hedge | iTraxx_MAIN: +133bps notional | -13 | -3 | DealerC | Electronic | 12 | 92 | 390 | 156 | HYCap>limit | Hedge | High-yield share above policy cap | 236 | Reviewed by risk; hedges staggered |
C09087 | CR2168 | 2024-10-01 | Stress | 239 | 696 | 6.6 | -0.9 | 377,828,390 | Energy:15.9;Comm:16.5;Financials:25.0;Utilities:20.9;Materials:21.6 | US:65.5;EU:14.2;APAC:10.6;EMEA:5.8;LATAM:4.0 | A:24.1;BBB:15.7;B:22.7;AAA:14.9;AA:9.3;CCC:13.2 | 1.48 | 46.4 | 238 | 328 | 8.1 | 3 | 25 | 35 | 35 | false | true | true | true | 1.56 | 1.51 | 0.03 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | 16 | ECN2 | All2All | 8 | 95 | -101 | 146 | VAR>budget | Reduce | Portfolio VAR above budget | 218 | Rotate into defensive sectors |
C09088 | CR6883 | 2025-04-12 | Recovery | 119 | 644 | 5.7 | 0.7 | 1,200,739,100 | Energy:12.1;Utilities:9.9;Tech:14.4;Industrials:21.5;RealEstate:42.2 | US:75.8;EU:9.2;APAC:5.3;EMEA:5.8;LATAM:3.9 | BB:8.4;A:22.7;B:9.2;AA:27.2;AAA:16.3;CCC:16.3 | 3.48 | 34.1 | 197 | 211 | 17.4 | 3.5 | 30 | 45 | 25 | true | true | true | false | 2.21 | -0.24 | -0.07 | RealEstate:EW;Tech:EW | Hedge | CDX_HY: +85bps notional | -4 | -17 | DealerC | All2All | 0 | 91 | 109 | -385 | Region>limit | PauseAdds | Regional concentration above limit | 118 | Defer adds pending macro print |
C09089 | CR4784 | 2024-02-08 | Stress | 162 | 729 | 7 | -0.2 | 54,517,386 | Financials:38.7;Energy:31.1;RealEstate:30.3 | US:65.3;EU:15.9;APAC:6.5;EMEA:8.0;LATAM:4.3 | BBB:16.9;B:20.5;AAA:19.3;BB:8.9;AA:10.6;A:23.8 | 3.84 | 59.2 | 357 | 464 | 9.8 | 3 | 25 | 55 | 35 | true | true | false | true | 1.41 | 0.14 | -0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 44 | ECN2 | RFQ | 4 | 93 | 96 | -112 | Sector>limit | Reduce | Sector concentration above limit | 227 | Escalate watchlist names |
C09090 | CR7914 | 2024-09-21 | Tightening | 109 | 448 | 4.2 | 1.2 | 2,159,992,055 | Comm:43.4;RealEstate:20.6;Energy:23.1;Tech:13.0 | US:58.0;EU:16.0;APAC:12.2;EMEA:5.9;LATAM:7.9 | B:23.7;A:17.7;BB:7.5;AA:29.2;AAA:21.9 | 6.99 | 47.9 | 269 | 133 | 3.3 | 3.5 | 35 | 35 | 35 | true | true | false | true | 1.35 | 1.01 | -0.32 | Consumer:EW | Hedge | iTraxx_MAIN: +154bps notional | -18 | 37 | ECN2 | DealerAxed | 5 | 100 | 97 | -81 | HYCap>limit | Reduce | High-yield share above policy cap | 217 | Escalate watchlist names |
C09091 | CR8533 | 2024-12-20 | Stress | 210 | 598 | 8.2 | -0.6 | 2,136,158,637 | Utilities:26.5;Consumer:9.6;Industrials:13.7;Tech:32.1;Financials:18.1 | US:59.3;EU:14.0;APAC:12.4;EMEA:8.4;LATAM:5.9 | AA:25.2;BBB:23.5;B:26.0;CCC:25.3 | 4.44 | 41.7 | 251 | 527 | 15.1 | 3 | 35 | 35 | 25 | false | true | true | true | 2.25 | 1.34 | -0.32 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 35 | ECN1 | Electronic | 9 | 99 | 35 | -1 | VAR>budget | Reduce | Portfolio VAR above budget | 216 | Reviewed by risk; hedges staggered |
C09092 | CR5252 | 2025-08-15 | Stress | 191 | 673 | 5.4 | 0.7 | 2,917,077,724 | Tech:30.1;Utilities:36.5;RealEstate:20.0;Comm:13.3 | US:66.9;EU:11.0;APAC:8.5;EMEA:4.4;LATAM:9.3 | CCC:5.5;B:14.8;AAA:16.2;A:23.0;BB:8.8;AA:31.8 | 5.35 | 39.4 | 238 | 333 | 22.7 | 3 | 30 | 45 | 20 | true | true | true | true | 2.06 | 1.57 | 0.24 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 6 | ECN2 | DealerAxed | 0 | 93 | -86 | -395 | Sector>limit | Reduce | Sector concentration above limit | 227 | Reviewed by risk; hedges staggered |
C09093 | CR4765 | 2024-04-18 | Calm | 108 | 340 | 3.4 | 2.2 | 2,836,736,042 | RealEstate:27.5;Industrials:25.0;Utilities:47.5 | US:63.5;EU:13.1;APAC:11.6;EMEA:5.2;LATAM:6.6 | AA:17.9;BB:11.4;BBB:19.0;CCC:12.8;B:5.1;A:33.8 | 3.96 | 38.4 | 239 | 408 | 16.1 | 3 | 20 | 45 | 30 | true | true | false | true | -0.07 | 1.77 | -0.4 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | 23 | DealerB | RFQ | 12 | 93 | 13 | 83 | HYCap>limit | Reduce | High-yield share above policy cap | 121 | Escalate watchlist names |
C09094 | CR2512 | 2024-05-06 | Stress | 211 | 745 | 6 | -1 | 1,461,587,017 | Utilities:26.5;Healthcare:22.4;Financials:15.6;Tech:22.9;RealEstate:12.7 | US:67.5;EU:7.3;APAC:17.9;EMEA:4.2;LATAM:3.1 | A:16.2;CCC:22.6;BB:15.8;AA:5.7;B:26.6;BBB:13.1 | 7.19 | 40.3 | 187 | 533 | 6 | 3.5 | 30 | 55 | 20 | false | true | true | false | 1.36 | -0.03 | 0.33 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 37 | DealerA | Electronic | 5 | 88 | -53 | -258 | HYCap>limit | PauseAdds | High-yield share above policy cap | 156 | Escalate watchlist names |
C09095 | CR7531 | 2025-08-14 | Recovery | 176 | 555 | 4.5 | 0.6 | 1,529,406,121 | Utilities:20.2;Financials:25.9;Tech:53.9 | US:66.0;EU:7.4;APAC:15.4;EMEA:5.0;LATAM:6.2 | BB:7.6;CCC:22.5;AAA:6.4;AA:11.9;B:34.8;A:16.9 | 7.09 | 33.4 | 152 | 227 | 3.9 | 3 | 20 | 45 | 30 | true | true | true | false | 1.28 | 1.23 | 0.09 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -6 | DealerC | RFQ | 12 | 85 | -7 | -137 | Sector>limit | Reduce | Sector concentration above limit | 237 | Defer adds pending macro print |
C09096 | CR8289 | 2025-03-28 | Recovery | 165 | 613 | 5.7 | 0.8 | 578,957,311 | Energy:27.1;Healthcare:9.2;Utilities:22.0;Industrials:10.2;RealEstate:15.5;Consumer:16.0 | US:65.1;EU:13.2;APAC:11.9;EMEA:5.8;LATAM:4.0 | A:21.1;BBB:14.1;AA:41.2;AAA:23.6 | 6.27 | 20.7 | 92 | 244 | 4.8 | 3 | 25 | 35 | 20 | true | true | false | false | 1.53 | 0.61 | 0.36 | null | Hedge | Treasury_Futures: +164bps notional | -7 | 3 | ECN2 | Electronic | 9 | 88 | 55 | -243 | Sector>limit | Reduce | Sector concentration above limit | 112 | Tighten HY exposure bands |
C09097 | CR3302 | 2025-12-24 | Stress | 192 | 606 | 6 | 0 | 1,180,836,684 | Materials:27.3;Energy:10.3;Healthcare:7.7;RealEstate:10.9;Comm:25.4;Tech:18.4 | US:77.2;EU:10.0;APAC:6.0;EMEA:4.7;LATAM:2.0 | BB:28.6;CCC:30.6;B:9.6;AA:15.5;A:15.7 | 1.47 | 57.3 | 208 | 325 | 6.6 | 2.5 | 20 | 55 | 30 | true | true | true | true | 1.94 | 0.77 | 0.16 | Industrials:EW | Hedge | Options_Payer: +96bps notional | -7 | -25 | DealerC | RFQ | 0 | 97 | 54 | -152 | Region>limit | Rotate | Regional concentration above limit | 126 | Rotate into defensive sectors |
C09098 | CR9079 | 2024-10-20 | Calm | 71 | 298 | 3.9 | 1.9 | 646,310,414 | Industrials:41.3;RealEstate:17.6;Materials:41.1 | US:62.7;EU:8.9;APAC:11.3;EMEA:12.0;LATAM:5.0 | A:15.7;AAA:37.2;AA:34.5;CCC:12.5 | 5.44 | 49.9 | 114 | 437 | 9 | 2 | 35 | 55 | 20 | true | true | false | false | -0.33 | 0.92 | -0.19 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 4 | ECN2 | Electronic | 3 | 95 | 218 | 71 | Region>limit | Hedge | Regional concentration above limit | 125 | Reviewed by risk; hedges staggered |
C09099 | CR6002 | 2024-10-27 | Stress | 165 | 806 | 7.2 | -1.1 | 702,863,674 | Energy:22.7;Financials:22.5;Consumer:18.8;Industrials:19.8;Materials:16.2 | US:65.7;EU:15.3;APAC:8.5;EMEA:5.8;LATAM:4.7 | BB:20.0;AA:15.3;AAA:14.3;B:24.7;A:7.1;BBB:18.6 | 3.44 | 33.6 | 332 | 507 | 15.8 | 3 | 25 | 45 | 25 | false | true | true | true | 0.04 | 0.9 | -0.22 | Comm:EW;Utilities:EW | Hedge | CDX_IG: +78bps notional | -51 | 15 | ECN1 | DealerAxed | 3 | 93 | 367 | 19 | HYCap>limit | Reduce | High-yield share above policy cap | 177 | Escalate watchlist names |
C09100 | CR2924 | 2025-03-25 | Stress | 257 | 734 | 7.6 | 0.5 | 394,646,732 | Utilities:13.6;Healthcare:14.9;Energy:16.2;Comm:32.6;Industrials:15.6;Financials:7.2 | US:60.4;EU:14.0;APAC:8.4;EMEA:11.2;LATAM:6.1 | BBB:17.3;AAA:10.6;CCC:30.4;AA:16.3;BB:25.4 | 1.52 | 23.5 | 302 | 481 | 12.7 | 4 | 35 | 35 | 35 | false | true | true | true | -0.29 | -0.22 | 0.13 | Comm:EW;Industrials:EW | Hedge | iTraxx_XOVER: +101bps notional | -30 | -12 | ECN1 | Electronic | 3 | 93 | 254 | -374 | Sector>limit | Rotate | Sector concentration above limit | 256 | Tighten HY exposure bands |
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