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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09101 | CR3935 | 2024-10-03 | Recovery | 121 | 483 | 5.8 | 0.3 | 1,950,766,579 | Financials:20.2;Materials:22.0;Industrials:9.8;RealEstate:10.8;Comm:18.9;Consumer:18.4 | US:55.8;EU:14.2;APAC:14.4;EMEA:9.7;LATAM:6.0 | BBB:22.4;A:12.1;CCC:16.0;BB:13.4;AA:17.9;AAA:18.4 | 6.82 | 47.9 | 103 | 142 | 7.7 | 4 | 30 | 55 | 30 | false | true | false | false | 2.03 | 0.3 | -0.05 | Comm:EW | Hedge | Options_Payer: +159bps notional | -29 | 19 | DealerB | DealerAxed | 10 | 87 | -58 | 159 | VAR>budget | Reduce | Portfolio VAR above budget | 193 | Rotate into defensive sectors |
C09102 | CR3745 | 2025-06-16 | Recovery | 167 | 485 | 6 | 0.2 | 749,614,821 | Energy:20.4;Industrials:37.7;Tech:15.2;Healthcare:17.6;RealEstate:9.2 | US:57.7;EU:10.6;APAC:13.6;EMEA:10.4;LATAM:7.7 | CCC:32.1;AA:15.5;BB:20.8;AAA:22.2;B:9.4 | 5.9 | 48.4 | 251 | 412 | 17.3 | 4 | 20 | 45 | 35 | true | true | true | true | 1.07 | 1.11 | 0.18 | null | Hedge | iTraxx_MAIN: +117bps notional | 4 | -7 | DealerA | All2All | 2 | 93 | -109 | 66 | HYCap>limit | Rotate | High-yield share above policy cap | 126 | Rotate into defensive sectors |
C09103 | CR6357 | 2025-10-04 | Recovery | 145 | 469 | 5.8 | 0.2 | 369,665,655 | RealEstate:21.2;Comm:8.1;Consumer:18.4;Energy:16.5;Utilities:16.4;Tech:19.4 | US:69.6;EU:6.1;APAC:7.2;EMEA:10.0;LATAM:7.1 | CCC:19.3;A:12.2;BBB:14.2;AAA:21.6;B:18.3;BB:14.3 | 3.16 | 26.4 | 271 | 441 | 5.8 | 2 | 30 | 35 | 25 | false | true | true | true | 2 | 0.79 | 0.48 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | -4 | DealerB | Electronic | 5 | 92 | 147 | -304 | HYCap>limit | Rotate | High-yield share above policy cap | 240 | Reviewed by risk; hedges staggered |
C09104 | CR2651 | 2025-07-27 | Calm | 89 | 360 | 3.4 | 2.9 | 921,799,646 | RealEstate:25.2;Industrials:9.2;Consumer:9.8;Utilities:12.7;Healthcare:11.1;Financials:32.1 | US:67.0;EU:13.0;APAC:12.5;EMEA:3.5;LATAM:4.1 | AA:24.3;CCC:12.8;BB:13.0;BBB:27.2;AAA:22.6 | 2.61 | 61.6 | 203 | 514 | 12.1 | 4 | 20 | 45 | 30 | true | true | false | true | -0.5 | 0.99 | 0.44 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | -21 | DealerB | Electronic | 8 | 88 | 413 | -396 | Sector>limit | Reduce | Sector concentration above limit | 154 | Defer adds pending macro print |
C09105 | CR7502 | 2024-02-24 | Recovery | 141 | 642 | 6.5 | 1.1 | 2,842,364,948 | Industrials:27.7;Financials:21.7;Utilities:11.8;Tech:31.5;Consumer:7.3 | US:61.4;EU:13.6;APAC:13.0;EMEA:10.6;LATAM:1.4 | AA:28.7;A:20.9;BB:6.3;AAA:21.0;CCC:7.0;BBB:16.0 | 2.06 | 41 | 240 | 234 | 2.3 | 3.5 | 30 | 35 | 35 | true | true | false | true | 1.7 | 0.49 | 0.32 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -21 | 3 | ECN2 | Electronic | 2 | 95 | -8 | -45 | HYCap>limit | Hedge | High-yield share above policy cap | 202 | Tighten HY exposure bands |
C09106 | CR2531 | 2024-02-27 | Tightening | 123 | 386 | 4.9 | 1.3 | 644,685,099 | Healthcare:22.8;Consumer:20.1;Energy:8.7;Utilities:22.8;Tech:12.5;Comm:13.1 | US:57.7;EU:21.9;APAC:10.6;EMEA:4.4;LATAM:5.5 | AAA:19.9;BB:44.0;BBB:23.2;AA:12.8 | 4.91 | 54.3 | 201 | 381 | 13.6 | 2 | 35 | 55 | 25 | false | true | true | true | 0.36 | 1.4 | 0.13 | Healthcare:EW;Utilities:EW | Hedge | CDX_IG: +193bps notional | -4 | 17 | DealerC | Electronic | 3 | 92 | 382 | 74 | Sector>limit | Reduce | Sector concentration above limit | 228 | Reviewed by risk; hedges staggered |
C09107 | CR0297 | 2025-05-13 | Calm | 80 | 378 | 3.7 | 2.3 | 2,057,334,729 | Healthcare:29.5;Energy:24.7;Comm:28.0;Financials:17.8 | US:67.6;EU:16.7;APAC:4.7;EMEA:7.7;LATAM:3.2 | A:17.5;AAA:11.1;B:17.2;AA:18.2;CCC:21.7;BB:14.3 | 1.11 | 35.4 | 189 | 398 | 11.7 | 3.5 | 35 | 55 | 25 | false | true | true | false | 0.08 | 0.69 | -0.03 | Energy:EW;Utilities:EW | Hedge | CDX_IG: +164bps notional | -48 | 14 | DealerC | RFQ | 10 | 97 | -37 | -319 | Region>limit | Hedge | Regional concentration above limit | 141 | Defer adds pending macro print |
C09108 | CR9044 | 2025-12-07 | Calm | 116 | 414 | 4.4 | 1.8 | 715,213,862 | Financials:34.2;Materials:36.9;Tech:28.9 | US:59.0;EU:18.0;APAC:7.9;EMEA:12.4;LATAM:2.8 | AA:22.3;AAA:21.6;A:17.0;BBB:26.7;BB:7.1;CCC:5.2 | 0.95 | 52 | 210 | 307 | 2.7 | 2.5 | 30 | 45 | 20 | true | true | false | true | 0.12 | 0.81 | 0.54 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | 40 | DealerC | DealerAxed | 7 | 92 | -196 | -88 | Sector>limit | Rotate | Sector concentration above limit | 117 | Escalate watchlist names |
C09109 | CR7726 | 2025-02-13 | Recovery | 163 | 535 | 5.2 | 1.7 | 1,291,584,183 | Financials:29.2;Comm:23.4;RealEstate:26.6;Utilities:20.8 | US:65.2;EU:14.3;APAC:6.9;EMEA:7.4;LATAM:6.2 | BB:19.3;A:18.9;BBB:18.8;AAA:20.3;B:13.4;CCC:9.2 | 2.3 | 48.3 | 186 | 351 | 8.2 | 2.5 | 25 | 55 | 20 | true | true | true | false | -0.41 | 0.34 | 0.5 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 4 | DealerC | DealerAxed | 10 | 94 | 83 | -48 | Region>limit | Reduce | Regional concentration above limit | 182 | Rotate into defensive sectors |
C09110 | CR2670 | 2025-06-14 | Calm | 96 | 345 | 4.1 | 2.6 | 703,074,283 | Materials:34.4;Consumer:26.7;Financials:38.9 | US:67.2;EU:11.6;APAC:6.6;EMEA:7.9;LATAM:6.7 | BB:4.2;AAA:14.2;BBB:25.3;AA:17.7;A:26.7;CCC:12.0 | 0.91 | 61.8 | 242 | 453 | 6.9 | 4 | 25 | 55 | 35 | true | true | false | true | 2.19 | 1.57 | -0.31 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 34 | ECN1 | Electronic | 8 | 91 | 404 | -330 | Sector>limit | Reduce | Sector concentration above limit | 99 | Tighten HY exposure bands |
C09111 | CR4914 | 2024-03-03 | Tightening | 91 | 500 | 4.4 | 1.9 | 959,382,446 | RealEstate:24.1;Financials:17.6;Materials:28.9;Consumer:16.2;Industrials:13.2 | US:66.3;EU:5.2;APAC:12.0;EMEA:9.1;LATAM:7.4 | A:25.3;CCC:31.0;AAA:23.1;B:20.5 | 5.69 | 60.5 | 226 | 138 | 4.1 | 4 | 30 | 35 | 25 | false | true | true | true | 2.29 | 0.01 | -0.12 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 16 | DealerB | DealerAxed | 10 | 85 | 17 | -32 | Region>limit | Hedge | Regional concentration above limit | 95 | Reviewed by risk; hedges staggered |
C09112 | CR6913 | 2024-11-15 | Recovery | 136 | 614 | 5.3 | 1 | 569,825,368 | Healthcare:38.3;Industrials:41.1;Tech:20.7 | US:56.7;EU:18.2;APAC:9.2;EMEA:9.3;LATAM:6.5 | BBB:24.5;A:16.1;AAA:20.3;AA:18.4;B:12.0;CCC:8.8 | 1.74 | 28.7 | 120 | 283 | 16.9 | 2.5 | 30 | 35 | 25 | true | true | false | false | 0.63 | 0.01 | 0.14 | null | Hedge | iTraxx_MAIN: +78bps notional | -60 | -24 | ECN1 | RFQ | 8 | 87 | 381 | 51 | VAR>budget | Hedge | Portfolio VAR above budget | 111 | Rotate into defensive sectors |
C09113 | CR0799 | 2024-08-16 | Stress | 227 | 575 | 6.3 | -0.1 | 245,574,374 | Industrials:24.1;Consumer:39.4;Energy:8.3;Tech:28.2 | US:67.7;EU:15.0;APAC:10.1;EMEA:4.9;LATAM:2.3 | BBB:42.7;CCC:14.0;AAA:27.3;B:15.9 | 4.02 | 43.2 | 210 | 424 | 11.8 | 3 | 35 | 55 | 30 | true | true | false | true | 1.69 | -0.03 | 0.08 | Financials:EW | Hedge | Treasury_Futures: +88bps notional | -30 | -1 | ECN2 | Electronic | 3 | 92 | 103 | 137 | Region>limit | Rotate | Regional concentration above limit | 186 | Escalate watchlist names |
C09114 | CR3006 | 2025-04-07 | Tightening | 113 | 475 | 4.4 | 1.9 | 2,453,436,985 | Industrials:34.3;Comm:11.1;Energy:19.8;Utilities:34.7 | US:64.3;EU:10.4;APAC:10.9;EMEA:7.0;LATAM:7.5 | A:21.0;B:9.5;AA:36.3;BB:22.9;CCC:10.3 | 6.06 | 51.1 | 107 | 520 | 7 | 3.5 | 35 | 45 | 20 | false | true | true | false | 2.26 | 0.83 | 0.11 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | -19 | ECN2 | DealerAxed | 11 | 99 | 357 | -13 | VAR>budget | Rotate | Portfolio VAR above budget | 234 | Rotate into defensive sectors |
C09115 | CR1554 | 2024-12-02 | Tightening | 154 | 355 | 4.5 | 0.8 | 2,614,459,070 | Consumer:31.1;Financials:30.9;RealEstate:18.4;Healthcare:19.6 | US:62.5;EU:13.5;APAC:12.7;EMEA:6.3;LATAM:5.0 | AAA:16.4;BBB:13.4;AA:17.4;BB:14.0;CCC:28.1;A:10.6 | 4.83 | 51.5 | 233 | 400 | 9.3 | 2.5 | 35 | 35 | 35 | false | true | true | true | 0.44 | 1.16 | 0.35 | Materials:EW | Hedge | Treasury_Futures: +66bps notional | 6 | 13 | ECN2 | Electronic | 3 | 97 | 380 | -49 | HYCap>limit | Rotate | High-yield share above policy cap | 244 | Defer adds pending macro print |
C09116 | CR6065 | 2025-02-28 | Calm | 116 | 387 | 4.1 | 1.7 | 2,806,160,839 | Materials:18.9;Industrials:19.4;RealEstate:31.0;Financials:30.6 | US:57.9;EU:8.2;APAC:11.9;EMEA:13.1;LATAM:8.9 | BBB:21.8;AA:20.2;CCC:5.1;A:7.8;B:26.8;BB:18.3 | 6.78 | 26.7 | 253 | 429 | 5.1 | 2.5 | 25 | 55 | 30 | true | true | true | true | 0.61 | 1.11 | -0.07 | null | Hedge | iTraxx_MAIN: +59bps notional | -35 | 25 | DealerB | All2All | 6 | 85 | 286 | -42 | VAR>budget | Reduce | Portfolio VAR above budget | 254 | Escalate watchlist names |
C09117 | CR2111 | 2024-12-16 | Tightening | 153 | 483 | 4.2 | 1.6 | 973,898,977 | Industrials:50.9;Utilities:14.6;Healthcare:34.5 | US:71.8;EU:10.6;APAC:7.6;EMEA:4.2;LATAM:5.8 | A:26.6;BBB:30.4;AA:17.5;AAA:25.5 | 7.18 | 41.7 | 152 | 408 | 2.2 | 4 | 20 | 35 | 35 | true | true | false | false | 2.5 | 1.71 | 0.48 | Comm:EW | Hedge | Treasury_Futures: +173bps notional | -3 | 7 | DealerA | All2All | 10 | 94 | 8 | 59 | VAR>budget | Rotate | Portfolio VAR above budget | 183 | Escalate watchlist names |
C09118 | CR5671 | 2025-08-05 | Calm | 78 | 399 | 3.2 | 1.7 | 1,799,513,890 | Utilities:14.5;Energy:20.9;Healthcare:10.5;Tech:10.9;Industrials:23.6;Materials:19.7 | US:63.3;EU:16.3;APAC:7.1;EMEA:6.6;LATAM:6.7 | BBB:23.7;CCC:39.4;A:12.4;BB:24.5 | 4.53 | 30.8 | 163 | 258 | 11.6 | 2.5 | 20 | 55 | 20 | true | true | true | false | -0.42 | 0.63 | 0.07 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 15 | DealerB | DealerAxed | 1 | 91 | 53 | -34 | HYCap>limit | Hedge | High-yield share above policy cap | 178 | Reviewed by risk; hedges staggered |
C09119 | CR5789 | 2024-06-09 | Recovery | 128 | 584 | 6.3 | 0.6 | 1,126,323,841 | Materials:10.6;Tech:15.4;Utilities:8.8;RealEstate:35.6;Consumer:29.6 | US:70.7;EU:9.1;APAC:6.7;EMEA:11.7;LATAM:1.8 | AAA:20.7;A:26.2;AA:20.9;B:32.1 | 2.57 | 64 | 92 | 478 | 5.1 | 2.5 | 25 | 55 | 25 | true | true | true | false | 0.7 | 1.02 | 0.02 | null | Hedge | Options_Payer: +131bps notional | -42 | -14 | DealerC | Electronic | 4 | 89 | 251 | -408 | Sector>limit | Hedge | Sector concentration above limit | 157 | Rotate into defensive sectors |
C09120 | CR2859 | 2024-01-09 | Calm | 87 | 373 | 3.5 | 2.8 | 1,991,026,262 | RealEstate:40.8;Industrials:14.1;Healthcare:45.2 | US:71.5;EU:13.9;APAC:7.9;EMEA:6.1;LATAM:0.6 | AA:14.4;B:7.4;BB:31.4;A:13.9;BBB:15.4;AAA:17.5 | 3.46 | 50.1 | 187 | 161 | 15 | 4 | 30 | 45 | 35 | true | true | true | false | 2.44 | 0.07 | 0.47 | Industrials:EW | Hedge | iTraxx_MAIN: +199bps notional | 8 | 25 | ECN1 | Electronic | 12 | 97 | 384 | -251 | Region>limit | Reduce | Regional concentration above limit | 139 | Defer adds pending macro print |
C09121 | CR4965 | 2025-09-15 | Recovery | 117 | 433 | 4.6 | 1.4 | 2,702,275,764 | Healthcare:31.0;Tech:28.9;RealEstate:22.8;Comm:17.3 | US:70.5;EU:7.5;APAC:11.9;EMEA:8.3;LATAM:1.7 | CCC:12.6;A:22.1;B:21.0;BB:19.9;AAA:24.4 | 2.11 | 20.9 | 183 | 494 | 3.5 | 3 | 30 | 45 | 30 | true | true | true | false | 2.16 | 1.51 | 0.36 | RealEstate:EW | Hedge | Options_Payer: +62bps notional | -49 | 21 | DealerB | All2All | 12 | 92 | 0 | -259 | Sector>limit | Hedge | Sector concentration above limit | 90 | Reviewed by risk; hedges staggered |
C09122 | CR1505 | 2025-02-14 | Tightening | 139 | 485 | 3.8 | 0.9 | 2,788,676,264 | Materials:40.9;Healthcare:35.5;Financials:23.6 | US:61.4;EU:16.9;APAC:8.6;EMEA:8.3;LATAM:4.8 | AA:24.9;B:18.4;BB:14.7;AAA:24.8;BBB:17.1 | 3.32 | 22.2 | 86 | 426 | 3.2 | 3 | 30 | 55 | 30 | true | true | true | false | 1.19 | -0.17 | -0.26 | Comm:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 22 | DealerB | All2All | 3 | 95 | 85 | -433 | HYCap>limit | Reduce | High-yield share above policy cap | 161 | Rotate into defensive sectors |
C09123 | CR7791 | 2025-06-11 | Tightening | 103 | 466 | 5.2 | 1.7 | 1,021,641,845 | Comm:10.4;RealEstate:34.5;Utilities:8.0;Tech:21.2;Consumer:16.1;Healthcare:9.7 | US:75.8;EU:6.8;APAC:6.1;EMEA:3.4;LATAM:7.8 | BBB:25.4;A:20.9;AAA:36.4;AA:17.3 | 6.48 | 43.6 | 132 | 293 | 10.7 | 3 | 35 | 55 | 30 | false | true | false | false | 1.95 | 0.64 | -0.18 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -57 | 12 | ECN2 | RFQ | 12 | 91 | 244 | -339 | HYCap>limit | Reduce | High-yield share above policy cap | 224 | Reviewed by risk; hedges staggered |
C09124 | CR1242 | 2024-08-01 | Calm | 74 | 339 | 3.6 | 2.6 | 621,942,019 | Tech:32.6;Energy:16.6;Healthcare:29.4;Utilities:10.7;Comm:10.7 | US:67.0;EU:7.5;APAC:11.0;EMEA:9.6;LATAM:5.0 | A:25.9;CCC:14.2;AA:30.6;AAA:29.3 | 2.53 | 47.4 | 174 | 484 | 10.3 | 3.5 | 20 | 45 | 30 | true | true | false | false | 0.24 | 0.69 | 0.28 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | 27 | DealerB | DealerAxed | 12 | 95 | 90 | -139 | Sector>limit | Reduce | Sector concentration above limit | 162 | Defer adds pending macro print |
C09125 | CR5060 | 2024-10-08 | Stress | 173 | 604 | 7.6 | -0.9 | 906,848,876 | Healthcare:32.6;Materials:40.0;Utilities:27.3 | US:66.8;EU:6.3;APAC:12.6;EMEA:10.0;LATAM:4.3 | BB:9.2;CCC:17.5;AAA:52.5;A:20.8 | 2.14 | 40.8 | 180 | 506 | 7.1 | 3.5 | 30 | 35 | 20 | true | true | true | false | 1.04 | 1.55 | 0.47 | Utilities:EW | Hedge | CDX_IG: +140bps notional | 15 | -4 | DealerB | RFQ | 0 | 93 | -68 | -335 | Sector>limit | Reduce | Sector concentration above limit | 193 | Rotate into defensive sectors |
C09126 | CR1952 | 2024-11-28 | Calm | 76 | 413 | 3.8 | 3 | 2,011,485,832 | Comm:13.8;Industrials:13.8;Consumer:21.9;Healthcare:22.3;Energy:28.1 | US:60.0;EU:19.0;APAC:11.5;EMEA:7.0;LATAM:2.5 | BBB:32.2;BB:10.0;A:21.9;AAA:16.6;CCC:10.1;B:9.0 | 0.71 | 55.5 | 138 | 285 | 14.9 | 3 | 30 | 55 | 25 | false | true | true | false | 1.58 | -0.11 | -0.35 | Healthcare:EW | Hedge | CDX_HY: +71bps notional | 17 | -24 | ECN1 | All2All | 12 | 85 | 47 | -342 | Sector>limit | Rotate | Sector concentration above limit | 176 | Tighten HY exposure bands |
C09127 | CR5955 | 2025-10-25 | Tightening | 136 | 351 | 5 | 0.7 | 101,916,301 | Utilities:25.8;Comm:47.6;Industrials:26.7 | US:65.4;EU:16.9;APAC:7.8;EMEA:8.1;LATAM:1.9 | AAA:8.4;CCC:32.3;AA:25.3;BB:23.9;A:10.0 | 6.3 | 60.8 | 170 | 467 | 9.2 | 2 | 20 | 55 | 35 | true | true | true | false | 1.94 | 0.01 | 0.6 | null | Hedge | CDX_IG: +198bps notional | 1 | 36 | ECN2 | DealerAxed | 6 | 90 | -101 | -77 | Sector>limit | Hedge | Sector concentration above limit | 189 | Rotate into defensive sectors |
C09128 | CR3795 | 2025-11-03 | Stress | 255 | 651 | 6.8 | -1.5 | 943,624,415 | Utilities:20.4;Industrials:5.4;Healthcare:19.8;Materials:21.4;Consumer:17.4;Tech:15.7 | US:70.1;EU:14.0;APAC:6.9;EMEA:3.9;LATAM:5.1 | AAA:33.1;AA:16.9;A:24.8;BB:25.1 | 5.91 | 58.5 | 238 | 546 | 9.2 | 3.5 | 20 | 55 | 25 | true | true | true | true | 1.16 | 0.67 | -0.11 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 14 | DealerB | RFQ | 9 | 87 | 258 | 115 | Sector>limit | Rotate | Sector concentration above limit | 116 | Escalate watchlist names |
C09129 | CR3471 | 2025-12-15 | Calm | 76 | 390 | 3.9 | 2 | 617,352,297 | Materials:14.1;Utilities:30.0;Financials:22.7;Healthcare:33.2 | US:66.4;EU:13.9;APAC:11.9;EMEA:7.0;LATAM:0.8 | AA:31.3;BB:12.4;AAA:30.5;A:25.9 | 5.85 | 63.8 | 275 | 134 | 12.4 | 3 | 30 | 45 | 20 | true | true | false | true | 1.83 | 0.93 | 0 | null | Hedge | CDX_IG: +122bps notional | -9 | -24 | ECN1 | All2All | 9 | 92 | 263 | -304 | HYCap>limit | Rotate | High-yield share above policy cap | 250 | Escalate watchlist names |
C09130 | CR5608 | 2025-02-28 | Calm | 113 | 375 | 4 | 2.4 | 2,195,171,813 | Materials:13.0;Financials:13.3;Consumer:26.4;Energy:8.9;Tech:38.4 | US:59.3;EU:21.9;APAC:5.7;EMEA:5.4;LATAM:7.7 | B:14.0;BBB:21.2;A:20.1;CCC:14.3;AA:17.6;AAA:12.9 | 0.54 | 32.2 | 133 | 296 | 8.3 | 2 | 30 | 35 | 30 | true | true | false | false | 2.21 | 0.91 | 0.56 | Healthcare:EW;Tech:EW | Hedge | iTraxx_XOVER: +86bps notional | 15 | -24 | ECN1 | RFQ | 0 | 93 | 281 | -63 | Sector>limit | Reduce | Sector concentration above limit | 120 | Defer adds pending macro print |
C09131 | CR9099 | 2024-08-19 | Calm | 92 | 384 | 4 | 2.5 | 229,319,117 | Materials:20.9;Consumer:24.6;Utilities:15.1;RealEstate:23.0;Comm:16.4 | US:62.6;EU:14.0;APAC:7.6;EMEA:12.3;LATAM:3.5 | A:26.2;CCC:13.7;BB:21.2;AAA:38.9 | 3.37 | 28.1 | 80 | 186 | 9.4 | 2 | 25 | 35 | 25 | false | true | true | false | 1.17 | 1.79 | -0.06 | Industrials:EW;Healthcare:EW | Hedge | iTraxx_MAIN: +114bps notional | -60 | 27 | DealerC | All2All | 4 | 100 | -16 | -313 | Sector>limit | Hedge | Sector concentration above limit | 205 | Tighten HY exposure bands |
C09132 | CR6669 | 2024-10-27 | Recovery | 123 | 522 | 6.5 | 1.6 | 1,516,084,654 | Consumer:21.3;Comm:7.6;Industrials:22.0;Financials:15.8;RealEstate:20.7;Utilities:12.7 | US:57.1;EU:18.0;APAC:16.4;EMEA:3.8;LATAM:4.7 | B:14.6;A:21.6;AA:12.6;AAA:20.0;BBB:31.2 | 0.54 | 24.1 | 105 | 407 | 4.9 | 3.5 | 30 | 35 | 25 | false | true | false | false | 1.68 | 0.73 | 0.08 | null | Hedge | iTraxx_XOVER: +199bps notional | -24 | -23 | ECN2 | All2All | 5 | 87 | 55 | -430 | Sector>limit | Rotate | Sector concentration above limit | 151 | Reviewed by risk; hedges staggered |
C09133 | CR2599 | 2025-10-03 | Recovery | 118 | 610 | 6.4 | 0.8 | 233,811,323 | Consumer:29.4;RealEstate:15.0;Healthcare:17.4;Industrials:9.4;Tech:28.9 | US:64.1;EU:11.2;APAC:15.8;EMEA:3.7;LATAM:5.1 | CCC:8.4;AAA:25.4;BB:8.1;A:24.2;BBB:12.0;AA:21.9 | 1.35 | 56.7 | 130 | 292 | 8.1 | 3.5 | 35 | 35 | 25 | false | true | false | false | -0.01 | -0.26 | 0.15 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | -18 | ECN2 | RFQ | 12 | 95 | 59 | -269 | HYCap>limit | Rotate | High-yield share above policy cap | 216 | Escalate watchlist names |
C09134 | CR7972 | 2025-01-07 | Tightening | 109 | 409 | 5.1 | 0.6 | 2,555,032,255 | Healthcare:10.5;Consumer:32.1;Industrials:29.5;Comm:28.0 | US:68.4;EU:11.8;APAC:5.4;EMEA:8.8;LATAM:5.5 | CCC:35.2;A:15.3;B:18.2;BB:16.0;BBB:15.3 | 3.22 | 48.5 | 190 | 497 | 9.9 | 3.5 | 25 | 45 | 35 | true | true | true | false | 2.14 | 1.43 | 0.19 | RealEstate:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 11 | DealerA | RFQ | 8 | 95 | 332 | 123 | HYCap>limit | Reduce | High-yield share above policy cap | 180 | Rotate into defensive sectors |
C09135 | CR2931 | 2025-05-05 | Calm | 107 | 364 | 3.2 | 2.3 | 2,438,568,332 | Utilities:46.9;Financials:26.3;Materials:26.7 | US:68.5;EU:9.3;APAC:11.7;EMEA:7.8;LATAM:2.7 | BB:14.5;AAA:23.6;BBB:14.2;CCC:11.3;B:6.5;A:29.8 | 2.72 | 49.4 | 93 | 477 | 5.2 | 4 | 30 | 55 | 30 | true | true | true | false | 1.39 | 0.18 | -0.21 | Comm:EW | Hedge | SingleName_CDS: +84bps notional | -39 | 30 | DealerC | Electronic | 1 | 90 | -131 | -291 | VAR>budget | Reduce | Portfolio VAR above budget | 241 | Rotate into defensive sectors |
C09136 | CR9002 | 2024-12-02 | Tightening | 104 | 474 | 4.4 | 0.5 | 1,284,138,552 | Tech:43.5;Materials:13.0;Energy:43.5 | US:63.6;EU:10.3;APAC:12.3;EMEA:9.4;LATAM:4.4 | CCC:31.1;BB:9.8;A:20.8;BBB:17.3;B:21.1 | 1.56 | 31.4 | 190 | 291 | 2.3 | 3 | 20 | 45 | 30 | true | true | true | false | 1.54 | 0.6 | 0 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -38 | -12 | DealerB | RFQ | 10 | 85 | 378 | -156 | VAR>budget | Rotate | Portfolio VAR above budget | 241 | Reviewed by risk; hedges staggered |
C09137 | CR7235 | 2025-06-09 | Tightening | 100 | 356 | 3.8 | 0.9 | 514,057,687 | Consumer:12.9;Industrials:23.5;Materials:13.6;Energy:18.8;Financials:12.2;RealEstate:19.0 | US:64.3;EU:12.5;APAC:14.1;EMEA:9.0;LATAM:0.1 | BB:17.3;CCC:36.1;AA:20.9;B:25.7 | 5.82 | 36.6 | 150 | 128 | 17.8 | 2 | 25 | 55 | 25 | false | true | true | false | 2.39 | 0.45 | 0.3 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | -8 | ECN1 | RFQ | 1 | 87 | 66 | -91 | Sector>limit | Reduce | Sector concentration above limit | 170 | Tighten HY exposure bands |
C09138 | CR6088 | 2025-03-26 | Calm | 66 | 356 | 3.7 | 1.8 | 1,957,710,275 | Utilities:44.5;Healthcare:19.1;Comm:36.4 | US:55.4;EU:16.2;APAC:10.4;EMEA:11.4;LATAM:6.7 | BBB:18.8;CCC:19.6;A:14.2;AA:17.1;BB:30.3 | 4.6 | 24.7 | 104 | 410 | 14.1 | 4 | 25 | 45 | 20 | true | true | true | false | -0.35 | 1.56 | -0.01 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | 44 | ECN1 | DealerAxed | 10 | 85 | -110 | 84 | HYCap>limit | Reduce | High-yield share above policy cap | 255 | Rotate into defensive sectors |
C09139 | CR8233 | 2025-09-20 | Stress | 170 | 644 | 6 | 0.6 | 2,494,065,513 | Financials:12.6;Tech:16.4;Materials:7.2;Healthcare:24.1;Consumer:18.0;Energy:21.8 | US:61.5;EU:9.0;APAC:14.6;EMEA:9.1;LATAM:5.8 | B:26.5;AA:17.9;A:34.3;AAA:16.1;BB:5.1 | 5.48 | 34.6 | 329 | 306 | 23.2 | 3.5 | 30 | 55 | 35 | false | true | false | true | 1.84 | 1.3 | -0.07 | Financials:EW;Utilities:EW | Hedge | Treasury_Futures: +157bps notional | -16 | -22 | DealerA | DealerAxed | 8 | 98 | -53 | 114 | Region>limit | Hedge | Regional concentration above limit | 127 | Rotate into defensive sectors |
C09140 | CR6705 | 2024-03-26 | Stress | 169 | 824 | 7.9 | -1.8 | 636,892,349 | Comm:20.7;Healthcare:29.6;Tech:27.4;RealEstate:22.3 | US:66.1;EU:10.1;APAC:10.7;EMEA:9.3;LATAM:3.9 | CCC:14.3;AAA:16.2;BB:17.9;BBB:12.3;AA:24.7;B:14.6 | 4.6 | 20.2 | 291 | 513 | 12.7 | 2.5 | 30 | 45 | 20 | false | true | true | true | -0.1 | 0.72 | 0.14 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | 4 | DealerC | All2All | 6 | 88 | 286 | -380 | HYCap>limit | PauseAdds | High-yield share above policy cap | 242 | Reviewed by risk; hedges staggered |
C09141 | CR8018 | 2025-03-03 | Calm | 77 | 323 | 3.9 | 2.5 | 1,708,319,380 | Tech:11.0;Energy:44.2;Comm:44.8 | US:62.5;EU:22.9;APAC:6.3;EMEA:4.1;LATAM:4.2 | BB:7.0;AAA:23.7;A:20.8;AA:9.6;BBB:35.6;B:3.3 | 2.76 | 53 | 245 | 300 | 4.4 | 2 | 30 | 35 | 35 | true | true | false | true | 0.94 | 1.5 | -0.04 | Tech:EW | Hedge | SingleName_CDS: +83bps notional | -18 | 38 | DealerA | Electronic | 7 | 98 | 16 | -392 | Sector>limit | Hedge | Sector concentration above limit | 146 | Escalate watchlist names |
C09142 | CR8940 | 2025-05-10 | Stress | 244 | 802 | 8.2 | 0.7 | 1,147,866,395 | Healthcare:23.6;Industrials:14.9;Utilities:15.1;Materials:14.2;Financials:13.5;Consumer:18.7 | US:67.3;EU:10.4;APAC:9.9;EMEA:6.7;LATAM:5.7 | BBB:15.0;AAA:14.4;BB:20.9;AA:8.8;B:20.7;CCC:20.2 | 3.48 | 50 | 259 | 595 | 9.7 | 3 | 35 | 45 | 35 | false | true | true | true | 0.56 | 1.61 | 0.44 | Financials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | 40 | DealerC | DealerAxed | 0 | 86 | 42 | -241 | HYCap>limit | Reduce | High-yield share above policy cap | 93 | Reviewed by risk; hedges staggered |
C09143 | CR6803 | 2025-08-17 | Calm | 90 | 282 | 3.5 | 2.7 | 260,732,797 | Utilities:24.3;Healthcare:24.2;Financials:8.1;Industrials:14.0;Tech:18.7;Consumer:10.7 | US:58.8;EU:18.7;APAC:11.8;EMEA:7.2;LATAM:3.5 | AA:13.5;AAA:21.8;CCC:22.4;BB:6.8;A:22.0;B:13.6 | 1.74 | 30.9 | 104 | 437 | 14.9 | 4 | 20 | 35 | 20 | true | true | true | false | 1.45 | -0.14 | -0.38 | Utilities:EW | Hedge | CDX_IG: +95bps notional | -3 | -6 | ECN2 | RFQ | 6 | 87 | 83 | -102 | HYCap>limit | Hedge | High-yield share above policy cap | 124 | Tighten HY exposure bands |
C09144 | CR8757 | 2025-12-21 | Tightening | 125 | 412 | 4.2 | 1.8 | 735,354,473 | Financials:18.5;Energy:18.7;Materials:27.7;Healthcare:9.1;Consumer:26.0 | US:68.5;EU:10.6;APAC:14.6;EMEA:5.1;LATAM:1.2 | B:15.4;AAA:31.1;AA:42.0;CCC:11.5 | 3.12 | 36.4 | 167 | 499 | 8.4 | 3 | 30 | 45 | 20 | false | true | true | false | 0.29 | 0.08 | 0.28 | Comm:EW;Financials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | -7 | DealerB | Electronic | 0 | 95 | 314 | -7 | HYCap>limit | Rotate | High-yield share above policy cap | 186 | Tighten HY exposure bands |
C09145 | CR1883 | 2025-11-18 | Stress | 247 | 727 | 6.5 | -1.4 | 2,721,248,456 | Tech:17.9;Materials:34.8;Consumer:35.0;Industrials:12.3 | US:66.4;EU:12.7;APAC:11.6;EMEA:8.3;LATAM:1.1 | BBB:27.7;AAA:22.3;AA:21.0;BB:9.2;CCC:11.6;B:8.1 | 5.69 | 56.2 | 308 | 413 | 18.3 | 3 | 30 | 45 | 35 | true | true | false | true | 1.05 | 0.53 | 0.57 | Consumer:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | 13 | DealerB | DealerAxed | 12 | 90 | 362 | -159 | HYCap>limit | PauseAdds | High-yield share above policy cap | 207 | Tighten HY exposure bands |
C09146 | CR6780 | 2025-04-20 | Stress | 160 | 762 | 8.5 | -2 | 218,993,593 | Industrials:21.6;Financials:15.0;RealEstate:27.5;Utilities:9.1;Materials:26.7 | US:70.7;EU:6.9;APAC:10.2;EMEA:5.5;LATAM:6.8 | BB:19.4;AA:17.7;AAA:19.6;B:32.9;A:10.4 | 4.44 | 24.2 | 260 | 589 | 22.1 | 3 | 20 | 35 | 35 | true | true | true | true | 2.26 | 1.25 | 0.09 | Utilities:EW | Hedge | Treasury_Futures: +99bps notional | -7 | -24 | DealerA | RFQ | 6 | 92 | 102 | 1 | HYCap>limit | Hedge | High-yield share above policy cap | 109 | Reviewed by risk; hedges staggered |
C09147 | CR4010 | 2025-12-23 | Stress | 170 | 840 | 5.2 | 0.2 | 692,824,895 | Healthcare:16.8;Financials:14.7;Energy:15.6;Utilities:27.4;Tech:25.5 | US:77.3;EU:8.7;APAC:6.2;EMEA:6.1;LATAM:1.7 | AA:27.7;BBB:22.2;A:23.8;BB:26.2 | 5.43 | 33.4 | 272 | 372 | 6.1 | 2 | 25 | 55 | 20 | true | true | true | true | 0.35 | 1.17 | -0.07 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | 14 | ECN2 | Electronic | 12 | 88 | 397 | -366 | HYCap>limit | Hedge | High-yield share above policy cap | 258 | Reviewed by risk; hedges staggered |
C09148 | CR0615 | 2024-09-30 | Calm | 93 | 405 | 3.5 | 1.6 | 1,079,810,637 | Materials:24.5;Healthcare:25.5;Utilities:31.9;Energy:18.0 | US:65.2;EU:18.7;APAC:12.6;EMEA:2.9;LATAM:0.5 | BB:8.7;AA:26.3;AAA:24.2;B:7.5;BBB:10.2;A:23.1 | 5.61 | 22.8 | 126 | 315 | 16.8 | 4 | 30 | 35 | 25 | true | true | false | false | 2.41 | 0.96 | -0.38 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | 3 | DealerA | DealerAxed | 1 | 89 | 366 | -436 | Region>limit | Hedge | Regional concentration above limit | 111 | Rotate into defensive sectors |
C09149 | CR8840 | 2025-07-16 | Calm | 74 | 353 | 4.1 | 1.6 | 2,704,323,668 | Utilities:15.6;Industrials:15.2;Materials:19.1;Consumer:17.2;Financials:19.0;Tech:13.8 | US:61.8;EU:10.9;APAC:10.9;EMEA:11.3;LATAM:5.1 | B:15.4;BB:8.2;AA:14.5;AAA:23.1;A:28.2;BBB:10.5 | 5.22 | 54.5 | 241 | 515 | 3.7 | 3.5 | 25 | 35 | 25 | false | true | false | true | 1.87 | 1.21 | 0.27 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | -11 | ECN2 | DealerAxed | 7 | 85 | -200 | 23 | HYCap>limit | Hedge | High-yield share above policy cap | 115 | Reviewed by risk; hedges staggered |
C09150 | CR8962 | 2025-03-28 | Recovery | 136 | 424 | 5.8 | 0.8 | 180,975,655 | Energy:36.7;Utilities:38.0;Financials:25.4 | US:64.4;EU:21.7;APAC:6.1;EMEA:4.7;LATAM:3.1 | A:9.5;BBB:12.0;CCC:19.6;B:18.6;AAA:30.3;AA:10.0 | 3.91 | 44.3 | 136 | 498 | 5.4 | 2.5 | 25 | 35 | 20 | true | true | true | false | 0.36 | 1.05 | 0.46 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | -22 | DealerA | Electronic | 3 | 96 | -84 | -232 | VAR>budget | PauseAdds | Portfolio VAR above budget | 129 | Defer adds pending macro print |
C09151 | CR1767 | 2025-05-19 | Tightening | 113 | 463 | 4.4 | 1 | 1,103,574,801 | Financials:11.4;Comm:19.2;Utilities:11.3;RealEstate:10.3;Industrials:20.9;Energy:26.8 | US:66.5;EU:13.9;APAC:10.4;EMEA:8.6;LATAM:0.6 | AAA:30.2;BB:22.3;CCC:18.2;BBB:29.2 | 3.87 | 51 | 91 | 378 | 11.5 | 3 | 30 | 45 | 30 | false | true | true | false | 0.94 | 1.71 | -0.37 | Materials:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | -4 | ECN1 | RFQ | 4 | 94 | 168 | 26 | VAR>budget | Rotate | Portfolio VAR above budget | 93 | Rotate into defensive sectors |
C09152 | CR5244 | 2025-07-10 | Recovery | 133 | 471 | 6.3 | 0.2 | 1,221,551,831 | RealEstate:15.6;Consumer:9.9;Utilities:25.7;Financials:20.3;Comm:20.5;Tech:8.1 | US:66.3;EU:7.0;APAC:12.6;EMEA:7.5;LATAM:6.5 | BB:10.4;CCC:40.7;AA:12.9;A:12.8;B:13.6;AAA:9.6 | 1.52 | 38.4 | 102 | 501 | 5.8 | 3 | 30 | 35 | 25 | false | true | true | false | 2.32 | 0.46 | 0.52 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -53 | -19 | DealerA | DealerAxed | 10 | 88 | -120 | -297 | VAR>budget | Hedge | Portfolio VAR above budget | 246 | Rotate into defensive sectors |
C09153 | CR6028 | 2024-03-21 | Calm | 67 | 314 | 4 | 2.9 | 1,158,799,128 | Financials:34.1;Consumer:33.7;RealEstate:9.4;Comm:22.8 | US:71.0;EU:8.0;APAC:12.0;EMEA:8.5;LATAM:0.5 | A:8.4;BBB:15.6;B:12.6;AA:6.9;BB:25.3;CCC:31.1 | 1.68 | 24.9 | 134 | 267 | 16.2 | 3 | 35 | 55 | 20 | false | true | true | false | 0.14 | -0.01 | 0 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | -2 | DealerA | RFQ | 8 | 86 | 223 | -103 | Sector>limit | Hedge | Sector concentration above limit | 153 | Reviewed by risk; hedges staggered |
C09154 | CR6345 | 2025-12-15 | Tightening | 118 | 467 | 3.9 | 1 | 2,794,978,063 | Utilities:35.4;Financials:10.9;Healthcare:19.1;Industrials:34.6 | US:67.1;EU:12.2;APAC:12.4;EMEA:5.3;LATAM:3.0 | B:6.1;AAA:34.6;CCC:14.7;A:13.8;BB:4.9;BBB:25.9 | 4 | 55.2 | 173 | 334 | 14 | 2.5 | 30 | 45 | 20 | true | true | true | false | 2.28 | 1.42 | 0.44 | Energy:EW | Hedge | Options_Payer: +138bps notional | -5 | 11 | ECN2 | All2All | 0 | 94 | 391 | 176 | VAR>budget | Reduce | Portfolio VAR above budget | 116 | Reviewed by risk; hedges staggered |
C09155 | CR2534 | 2025-11-22 | Recovery | 179 | 481 | 4.9 | 1.3 | 2,169,879,792 | Energy:8.9;Utilities:11.2;Tech:17.6;Comm:21.0;Consumer:14.9;Materials:26.5 | US:65.8;EU:10.9;APAC:12.2;EMEA:5.0;LATAM:6.0 | CCC:7.8;A:19.0;AAA:23.4;BB:9.1;BBB:35.7;B:5.0 | 2.47 | 21.7 | 178 | 156 | 16.9 | 2.5 | 35 | 35 | 30 | false | true | false | false | 1.87 | -0.21 | -0.13 | RealEstate:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 20 | DealerB | All2All | 6 | 85 | 378 | -375 | VAR>budget | Reduce | Portfolio VAR above budget | 222 | Escalate watchlist names |
C09156 | CR3726 | 2024-05-23 | Stress | 255 | 748 | 8.2 | -1.7 | 1,890,894,967 | Materials:11.4;Healthcare:17.6;Tech:8.3;RealEstate:21.7;Industrials:18.5;Consumer:22.4 | US:66.6;EU:10.5;APAC:8.6;EMEA:9.7;LATAM:4.7 | BBB:28.1;CCC:26.6;B:6.7;AA:17.2;A:10.4;BB:11.0 | 4.31 | 54.4 | 266 | 389 | 18.6 | 2 | 20 | 55 | 35 | true | true | true | true | 0.97 | 1.47 | -0.37 | Industrials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 21 | ECN2 | Electronic | 0 | 100 | 360 | 5 | VAR>budget | Hedge | Portfolio VAR above budget | 142 | Tighten HY exposure bands |
C09157 | CR7848 | 2024-01-10 | Stress | 220 | 672 | 8 | -0.3 | 1,277,362,035 | Comm:16.1;Utilities:12.8;Financials:10.7;Industrials:28.7;Tech:12.4;Consumer:19.2 | US:63.4;EU:12.2;APAC:13.6;EMEA:10.1;LATAM:0.6 | A:34.1;BB:19.6;BBB:29.1;B:17.3 | 6.64 | 35.6 | 351 | 652 | 15.6 | 3 | 20 | 45 | 20 | true | true | true | true | 2.17 | -0.01 | 0.57 | Energy:EW | Hedge | CDX_HY: +88bps notional | -17 | -22 | ECN2 | RFQ | 6 | 87 | 247 | -238 | Sector>limit | Reduce | Sector concentration above limit | 156 | Rotate into defensive sectors |
C09158 | CR9508 | 2025-05-09 | Calm | 85 | 329 | 3.8 | 2.1 | 635,015,065 | Financials:18.4;Industrials:25.0;Tech:31.1;Materials:9.7;Consumer:15.8 | US:72.0;EU:5.2;APAC:10.0;EMEA:6.2;LATAM:6.6 | BB:28.9;A:20.5;B:26.9;BBB:16.2;CCC:7.5 | 1.55 | 49.6 | 233 | 512 | 17.4 | 2 | 30 | 55 | 25 | true | true | true | true | 1.44 | -0.2 | -0.36 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -47 | 27 | DealerB | All2All | 3 | 98 | -12 | -290 | VAR>budget | Hedge | Portfolio VAR above budget | 153 | Defer adds pending macro print |
C09159 | CR4726 | 2024-07-27 | Calm | 76 | 358 | 3.5 | 1.5 | 1,488,928,630 | Utilities:26.3;Materials:24.6;Financials:27.9;Healthcare:21.1 | US:63.0;EU:11.8;APAC:12.0;EMEA:7.6;LATAM:5.7 | B:31.9;AAA:10.2;BB:21.5;A:36.4 | 6.44 | 57.4 | 107 | 274 | 14.1 | 2 | 35 | 35 | 25 | false | true | true | false | 0.54 | -0.13 | 0.46 | Materials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 20 | DealerC | Electronic | 1 | 98 | -77 | -338 | VAR>budget | Reduce | Portfolio VAR above budget | 241 | Escalate watchlist names |
C09160 | CR0217 | 2024-11-24 | Tightening | 107 | 362 | 4.9 | 1.3 | 1,024,803,172 | RealEstate:27.8;Comm:12.9;Healthcare:18.7;Utilities:19.1;Consumer:21.5 | US:71.5;EU:14.8;APAC:6.4;EMEA:3.5;LATAM:3.8 | AA:17.1;BBB:15.2;BB:18.0;AAA:13.2;B:36.5 | 3.81 | 47.3 | 92 | 166 | 13.2 | 2 | 30 | 35 | 25 | false | true | true | false | 1.42 | 1.35 | -0.37 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | -9 | DealerA | DealerAxed | 4 | 93 | 73 | -135 | VAR>budget | Rotate | Portfolio VAR above budget | 121 | Rotate into defensive sectors |
C09161 | CR4568 | 2024-09-16 | Recovery | 126 | 643 | 4.6 | 0.4 | 323,436,896 | Energy:27.3;Industrials:11.5;RealEstate:20.1;Tech:7.4;Comm:20.9;Financials:12.9 | US:65.2;EU:18.8;APAC:6.9;EMEA:7.8;LATAM:1.4 | BBB:16.2;AA:21.9;AAA:20.5;A:24.2;B:17.2 | 7.19 | 64.7 | 180 | 500 | 17.5 | 3.5 | 30 | 35 | 20 | false | true | false | false | -0.03 | 1.13 | 0.13 | null | Hedge | SingleName_CDS: +116bps notional | -25 | -23 | ECN1 | All2All | 4 | 98 | 321 | 81 | Sector>limit | Hedge | Sector concentration above limit | 230 | Escalate watchlist names |
C09162 | CR2382 | 2024-10-14 | Recovery | 126 | 452 | 6.1 | 0.1 | 880,007,571 | RealEstate:28.7;Consumer:29.9;Financials:41.4 | US:55.0;EU:16.9;APAC:15.9;EMEA:5.0;LATAM:7.2 | BB:7.7;AAA:43.7;AA:29.7;CCC:18.9 | 5.4 | 45.3 | 174 | 345 | 2.3 | 4 | 25 | 45 | 25 | true | true | true | false | 2.14 | 0.11 | 0.23 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | -9 | DealerB | Electronic | 0 | 85 | 140 | -35 | VAR>budget | Reduce | Portfolio VAR above budget | 164 | Rotate into defensive sectors |
C09163 | CR3186 | 2024-12-23 | Calm | 71 | 383 | 3.8 | 2.9 | 1,459,930,170 | Utilities:21.9;Energy:37.5;Tech:40.7 | US:70.0;EU:11.3;APAC:8.2;EMEA:4.3;LATAM:6.1 | B:11.8;A:15.3;BBB:12.2;AA:33.7;CCC:13.7;AAA:13.3 | 0.66 | 60.9 | 212 | 495 | 17.5 | 4 | 20 | 55 | 20 | true | true | true | true | -0.22 | 1.05 | -0.33 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 1 | ECN1 | DealerAxed | 2 | 94 | 216 | -291 | Sector>limit | Reduce | Sector concentration above limit | 152 | Rotate into defensive sectors |
C09164 | CR1358 | 2025-09-11 | Calm | 83 | 371 | 3.5 | 1.7 | 1,816,049,494 | Tech:18.0;Industrials:17.1;Comm:16.4;Consumer:34.4;Energy:14.1 | US:65.6;EU:13.6;APAC:12.3;EMEA:2.9;LATAM:5.5 | AA:17.9;BBB:17.0;BB:9.6;AAA:15.6;B:13.9;CCC:26.0 | 6.06 | 35.1 | 178 | 120 | 16.9 | 2.5 | 20 | 55 | 20 | true | true | true | false | 0.09 | 1.01 | -0.37 | Industrials:EW | Hedge | CDX_HY: +178bps notional | -23 | -25 | DealerA | All2All | 4 | 90 | 249 | -102 | HYCap>limit | Rotate | High-yield share above policy cap | 245 | Escalate watchlist names |
C09165 | CR3369 | 2024-06-06 | Calm | 86 | 358 | 3.9 | 2.1 | 786,616,728 | Tech:24.7;Healthcare:5.3;Financials:7.1;Materials:24.3;Energy:23.7;Consumer:14.9 | US:69.1;EU:5.5;APAC:14.0;EMEA:7.7;LATAM:3.6 | AA:27.6;AAA:18.2;BB:12.9;B:3.4;BBB:25.8;A:12.1 | 2.94 | 60.7 | 247 | 198 | 17.5 | 3.5 | 25 | 35 | 20 | false | true | false | true | 0.66 | 0.66 | -0 | null | Hedge | Options_Payer: +142bps notional | -21 | -24 | ECN2 | DealerAxed | 10 | 95 | -120 | -214 | HYCap>limit | Hedge | High-yield share above policy cap | 257 | Tighten HY exposure bands |
C09166 | CR8209 | 2024-08-07 | Tightening | 109 | 496 | 4.5 | 1.3 | 2,047,847,432 | Financials:21.4;Tech:23.3;Comm:55.3 | US:60.1;EU:13.7;APAC:11.7;EMEA:11.1;LATAM:3.4 | A:21.4;BBB:18.1;BB:4.8;CCC:23.4;AAA:23.5;AA:8.9 | 3.87 | 42.3 | 177 | 128 | 7.9 | 4 | 25 | 45 | 30 | true | true | false | false | 1.75 | 0.28 | -0.28 | RealEstate:EW | Hedge | iTraxx_MAIN: +56bps notional | 16 | 40 | ECN2 | DealerAxed | 8 | 97 | 183 | 42 | HYCap>limit | Hedge | High-yield share above policy cap | 122 | Reviewed by risk; hedges staggered |
C09167 | CR4475 | 2025-04-21 | Recovery | 135 | 437 | 6.3 | 1.4 | 822,348,732 | Energy:21.9;Tech:24.8;Healthcare:25.7;Comm:27.6 | US:57.8;EU:13.1;APAC:13.5;EMEA:8.5;LATAM:7.2 | AAA:43.8;BB:10.7;CCC:13.1;BBB:32.4 | 2.74 | 45.7 | 181 | 179 | 16.7 | 3.5 | 30 | 55 | 25 | false | true | false | false | 1.23 | 0.55 | 0.36 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | -21 | DealerA | RFQ | 9 | 93 | -115 | -453 | HYCap>limit | Rotate | High-yield share above policy cap | 105 | Tighten HY exposure bands |
C09168 | CR1270 | 2024-10-18 | Calm | 83 | 377 | 3.5 | 2.8 | 667,738,248 | RealEstate:21.4;Materials:13.6;Tech:21.3;Healthcare:15.0;Consumer:15.2;Financials:13.5 | US:68.5;EU:12.0;APAC:4.6;EMEA:9.6;LATAM:5.4 | A:41.8;B:12.5;CCC:10.1;AAA:35.6 | 3.82 | 40.5 | 210 | 292 | 10.2 | 2.5 | 25 | 55 | 35 | false | true | false | true | 1.34 | 1.08 | 0.09 | null | Hedge | iTraxx_XOVER: +182bps notional | -31 | 12 | DealerB | Electronic | 5 | 87 | 117 | -385 | VAR>budget | Hedge | Portfolio VAR above budget | 108 | Reviewed by risk; hedges staggered |
C09169 | CR8779 | 2024-02-08 | Calm | 108 | 392 | 4.2 | 2.3 | 2,714,814,834 | Healthcare:22.6;Comm:20.5;Consumer:35.4;Utilities:21.4 | US:61.6;EU:16.2;APAC:13.8;EMEA:6.6;LATAM:1.8 | CCC:7.3;AA:35.7;BBB:42.1;BB:14.9 | 1.5 | 55.5 | 177 | 185 | 6.8 | 2 | 35 | 55 | 20 | true | true | true | false | 0.91 | -0.08 | 0.29 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | 2 | ECN1 | Electronic | 4 | 90 | 44 | -339 | HYCap>limit | Hedge | High-yield share above policy cap | 144 | Tighten HY exposure bands |
C09170 | CR4440 | 2025-07-12 | Stress | 229 | 760 | 6.4 | 0.7 | 607,047,903 | Industrials:20.2;Consumer:21.4;Materials:21.0;Healthcare:10.5;Energy:26.9 | US:63.9;EU:14.0;APAC:8.4;EMEA:10.1;LATAM:3.6 | A:25.0;AA:18.0;BB:16.7;AAA:17.1;CCC:23.2 | 1.13 | 42.7 | 290 | 343 | 20.6 | 2.5 | 20 | 35 | 30 | true | true | true | true | 1.55 | -0.15 | 0.21 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | 40 | DealerA | Electronic | 11 | 95 | 157 | -319 | Region>limit | PauseAdds | Regional concentration above limit | 142 | Reviewed by risk; hedges staggered |
C09171 | CR2212 | 2025-05-31 | Stress | 217 | 583 | 6.5 | -1.3 | 2,487,686,278 | Consumer:31.7;Tech:30.6;RealEstate:18.1;Comm:19.6 | US:73.8;EU:5.2;APAC:10.0;EMEA:3.1;LATAM:8.0 | BBB:31.1;A:22.8;AA:26.5;B:19.7 | 2.45 | 64.9 | 376 | 260 | 17 | 4 | 20 | 45 | 35 | true | true | false | true | 1.32 | -0.11 | 0.4 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 38 | ECN1 | All2All | 5 | 95 | -141 | -42 | Region>limit | Rotate | Regional concentration above limit | 239 | Rotate into defensive sectors |
C09172 | CR0849 | 2025-05-16 | Calm | 109 | 420 | 3.4 | 2.8 | 2,071,917,106 | Tech:10.7;Materials:25.7;Consumer:30.3;Financials:20.7;Comm:12.6 | US:66.1;EU:9.9;APAC:11.9;EMEA:6.4;LATAM:5.6 | BB:11.7;A:17.6;B:10.7;AA:35.9;BBB:24.1 | 5.83 | 48 | 143 | 387 | 15.4 | 2 | 30 | 35 | 20 | true | true | true | false | 1.21 | 1.3 | -0.11 | Financials:EW;Comm:EW;Industrials:EW | Hedge | CDX_HY: +134bps notional | -19 | 42 | DealerC | Electronic | 11 | 88 | -141 | -247 | VAR>budget | Rotate | Portfolio VAR above budget | 193 | Tighten HY exposure bands |
C09173 | CR7829 | 2024-09-17 | Recovery | 103 | 616 | 4.7 | 1.6 | 2,436,384,220 | Comm:24.2;Energy:23.7;RealEstate:17.2;Healthcare:12.2;Financials:22.5 | US:71.8;EU:11.6;APAC:5.8;EMEA:8.9;LATAM:1.9 | B:7.4;A:10.0;AA:11.6;CCC:40.4;BBB:11.1;BB:19.5 | 6.57 | 29.6 | 236 | 512 | 2.8 | 3 | 25 | 55 | 25 | false | true | true | true | -0.07 | 0.92 | 0.07 | Materials:EW | Hedge | Treasury_Futures: +177bps notional | -13 | -6 | ECN1 | RFQ | 9 | 88 | 198 | 103 | Region>limit | Reduce | Regional concentration above limit | 183 | Rotate into defensive sectors |
C09174 | CR7898 | 2024-10-02 | Tightening | 133 | 475 | 4.5 | 1.6 | 1,031,414,734 | Materials:33.0;Utilities:11.1;Tech:21.3;Financials:8.0;RealEstate:26.6 | US:65.9;EU:10.6;APAC:12.8;EMEA:6.3;LATAM:4.3 | AA:18.4;A:13.6;BB:34.2;CCC:33.9 | 3.49 | 27.4 | 148 | 329 | 17.1 | 2.5 | 35 | 35 | 35 | false | true | true | false | 1.66 | 1.01 | -0.38 | null | Hedge | Treasury_Futures: +67bps notional | -19 | -24 | DealerC | RFQ | 1 | 92 | -51 | 44 | Region>limit | Reduce | Regional concentration above limit | 213 | Rotate into defensive sectors |
C09175 | CR3459 | 2025-09-13 | Calm | 100 | 379 | 3.7 | 1.9 | 2,522,634,513 | Healthcare:17.2;Industrials:22.2;Financials:6.7;Energy:29.4;RealEstate:24.5 | US:74.8;EU:5.7;APAC:6.1;EMEA:6.6;LATAM:6.8 | BB:20.5;AA:12.7;AAA:14.4;B:20.6;A:11.1;CCC:20.7 | 4.36 | 62 | 130 | 351 | 14.9 | 3 | 30 | 35 | 30 | false | true | true | false | 1.26 | 0.59 | 0.02 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 10 | DealerC | RFQ | 5 | 94 | -98 | -417 | VAR>budget | Reduce | Portfolio VAR above budget | 127 | Defer adds pending macro print |
C09176 | CR0732 | 2025-11-21 | Calm | 104 | 383 | 3.2 | 2.6 | 2,214,335,104 | Energy:26.4;Materials:23.5;Healthcare:50.1 | US:78.2;EU:7.7;APAC:9.7;EMEA:4.1;LATAM:0.2 | AA:50.2;CCC:12.3;B:14.8;BB:22.7 | 3.81 | 32.1 | 96 | 327 | 11.5 | 3 | 35 | 35 | 25 | true | true | true | false | 1.01 | 1.35 | 0.05 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | 45 | DealerA | RFQ | 2 | 85 | -31 | -30 | HYCap>limit | Reduce | High-yield share above policy cap | 258 | Escalate watchlist names |
C09177 | CR9195 | 2025-07-27 | Calm | 68 | 331 | 4.5 | 2.2 | 174,750,906 | Healthcare:12.0;Utilities:25.6;Comm:25.5;Consumer:13.3;Tech:23.6 | US:70.8;EU:12.6;APAC:10.4;EMEA:5.9;LATAM:0.4 | CCC:26.0;A:18.6;AAA:6.4;B:27.8;BB:21.2 | 3.26 | 39.3 | 189 | 249 | 7.8 | 2.5 | 20 | 55 | 25 | true | true | true | false | 2.18 | 0.44 | 0.48 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 2 | -5 | DealerC | RFQ | 1 | 86 | 430 | 0 | Region>limit | PauseAdds | Regional concentration above limit | 127 | Reviewed by risk; hedges staggered |
C09178 | CR7665 | 2024-02-03 | Calm | 73 | 358 | 4.5 | 2.1 | 817,990,870 | Healthcare:34.2;Tech:49.6;Comm:16.2 | US:59.9;EU:18.9;APAC:10.5;EMEA:4.7;LATAM:5.9 | CCC:10.8;AAA:19.6;A:16.9;BB:12.5;AA:34.3;B:5.8 | 5.3 | 39.4 | 217 | 473 | 16.5 | 3.5 | 25 | 35 | 25 | true | true | true | true | 2.03 | 1.43 | 0.04 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | -12 | DealerA | Electronic | 2 | 90 | -53 | -340 | HYCap>limit | Hedge | High-yield share above policy cap | 92 | Reviewed by risk; hedges staggered |
C09179 | CR4938 | 2024-06-28 | Tightening | 135 | 370 | 4 | 0.8 | 415,760,609 | Financials:29.3;Industrials:22.7;RealEstate:28.8;Utilities:19.2 | US:60.9;EU:12.6;APAC:11.5;EMEA:9.2;LATAM:5.8 | AAA:13.3;CCC:25.6;BB:11.4;AA:27.1;A:22.5 | 7.01 | 58.1 | 185 | 480 | 10.5 | 2.5 | 20 | 55 | 35 | true | true | true | false | -0.21 | 1.72 | 0.24 | null | Hedge | iTraxx_MAIN: +141bps notional | -48 | 45 | ECN2 | Electronic | 0 | 85 | 113 | -292 | VAR>budget | Reduce | Portfolio VAR above budget | 242 | Defer adds pending macro print |
C09180 | CR9503 | 2024-12-07 | Tightening | 110 | 419 | 4.8 | 1.8 | 575,604,715 | Utilities:39.8;Industrials:35.6;Materials:24.6 | US:76.9;EU:10.7;APAC:5.4;EMEA:4.9;LATAM:2.1 | BBB:22.0;AA:15.5;B:10.1;AAA:11.3;A:21.4;CCC:19.6 | 4.11 | 24.1 | 214 | 316 | 5.9 | 3 | 20 | 55 | 35 | true | true | false | true | 2.4 | 1.43 | 0.56 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | -21 | ECN1 | DealerAxed | 1 | 90 | 379 | -297 | Sector>limit | Rotate | Sector concentration above limit | 184 | Defer adds pending macro print |
C09181 | CR6402 | 2025-06-25 | Tightening | 134 | 353 | 3.9 | 0.8 | 2,175,654,952 | Consumer:27.6;Financials:16.5;RealEstate:8.6;Materials:27.2;Energy:20.2 | US:66.8;EU:15.1;APAC:5.8;EMEA:7.7;LATAM:4.6 | BBB:9.8;AAA:30.6;BB:21.6;B:29.9;A:8.2 | 3.75 | 58.7 | 229 | 407 | 13.3 | 2 | 30 | 35 | 25 | false | true | true | true | 0.95 | 0.27 | -0.33 | RealEstate:EW;Industrials:EW;Comm:EW | Hedge | SingleName_CDS: +114bps notional | -56 | 41 | ECN1 | All2All | 5 | 85 | 243 | -282 | HYCap>limit | Reduce | High-yield share above policy cap | 179 | Defer adds pending macro print |
C09182 | CR8382 | 2024-06-16 | Stress | 174 | 745 | 6.2 | -0.2 | 2,194,961,014 | Financials:21.3;Consumer:13.5;Industrials:21.9;RealEstate:20.1;Energy:23.2 | US:61.6;EU:16.0;APAC:11.0;EMEA:4.9;LATAM:6.4 | BBB:15.6;B:6.3;CCC:10.6;A:50.7;BB:16.7 | 1.37 | 53.5 | 311 | 289 | 8.9 | 2.5 | 30 | 45 | 25 | false | true | true | true | 1.02 | 0.55 | -0.08 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -58 | 29 | ECN2 | DealerAxed | 10 | 97 | 267 | -30 | Region>limit | Hedge | Regional concentration above limit | 101 | Tighten HY exposure bands |
C09183 | CR3739 | 2024-08-24 | Calm | 67 | 358 | 4.2 | 2.3 | 1,594,167,779 | Financials:11.9;Energy:16.6;Healthcare:16.6;Consumer:20.0;Materials:14.5;Utilities:20.4 | US:62.8;EU:16.0;APAC:13.0;EMEA:5.3;LATAM:2.8 | CCC:24.3;BB:9.3;BBB:15.5;A:23.2;AAA:13.5;AA:14.2 | 2.75 | 32.5 | 172 | 469 | 9.7 | 4 | 35 | 45 | 30 | false | true | true | false | 2.42 | 1.17 | 0.01 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | -17 | DealerA | All2All | 10 | 97 | -109 | -393 | VAR>budget | Hedge | Portfolio VAR above budget | 162 | Escalate watchlist names |
C09184 | CR2089 | 2025-06-05 | Calm | 98 | 418 | 4.4 | 2.1 | 601,734,506 | Financials:33.2;Industrials:31.5;Tech:35.3 | US:76.4;EU:7.1;APAC:6.3;EMEA:3.7;LATAM:6.5 | A:13.2;AAA:35.5;AA:16.7;CCC:15.4;BBB:19.3 | 5.7 | 33.6 | 135 | 343 | 3.8 | 2 | 20 | 45 | 20 | true | true | false | false | 1.03 | 0.01 | 0.57 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -24 | 26 | ECN2 | RFQ | 8 | 88 | 146 | -32 | HYCap>limit | Rotate | High-yield share above policy cap | 174 | Rotate into defensive sectors |
C09185 | CR1879 | 2025-02-18 | Calm | 120 | 344 | 3.8 | 2.9 | 1,686,291,861 | Tech:34.2;Financials:28.0;RealEstate:37.7 | US:71.8;EU:7.2;APAC:13.0;EMEA:6.0;LATAM:2.0 | AA:17.8;AAA:17.6;BBB:14.5;A:17.1;B:32.9 | 2.03 | 37.4 | 182 | 401 | 12.7 | 3 | 35 | 55 | 35 | true | true | false | false | -0.19 | -0.29 | -0.2 | Utilities:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | -1 | DealerB | All2All | 5 | 90 | 189 | 152 | Region>limit | Hedge | Regional concentration above limit | 130 | Tighten HY exposure bands |
C09186 | CR4663 | 2025-11-22 | Recovery | 117 | 568 | 6 | -0.2 | 1,546,644,338 | Tech:45.3;Comm:34.1;Healthcare:20.6 | US:69.2;EU:12.2;APAC:9.8;EMEA:8.0;LATAM:0.8 | BB:13.8;CCC:32.7;AAA:39.1;A:14.4 | 6.12 | 39.7 | 130 | 190 | 6.3 | 2.5 | 20 | 45 | 35 | true | true | true | false | -0.38 | 1.63 | 0.37 | Tech:EW;Financials:EW;Comm:EW | Hedge | iTraxx_XOVER: +80bps notional | -46 | 30 | DealerA | All2All | 2 | 100 | 1 | -42 | Region>limit | Reduce | Regional concentration above limit | 247 | Reviewed by risk; hedges staggered |
C09187 | CR3897 | 2025-01-26 | Calm | 114 | 314 | 3.7 | 2.7 | 545,080,385 | Financials:14.5;RealEstate:10.6;Consumer:9.2;Utilities:35.2;Comm:30.6 | US:56.4;EU:13.7;APAC:15.7;EMEA:12.7;LATAM:1.5 | BBB:21.5;AAA:37.0;BB:20.5;B:21.0 | 7.03 | 50.8 | 87 | 397 | 3.2 | 2.5 | 20 | 45 | 30 | true | true | true | false | -0 | -0.27 | -0.02 | Utilities:EW | Hedge | iTraxx_MAIN: +128bps notional | -17 | 21 | DealerB | DealerAxed | 2 | 86 | 231 | 95 | HYCap>limit | Hedge | High-yield share above policy cap | 229 | Escalate watchlist names |
C09188 | CR1546 | 2025-10-18 | Stress | 144 | 744 | 8.2 | -1.2 | 2,975,789,889 | Industrials:46.1;Comm:14.9;Utilities:39.0 | US:57.7;EU:20.4;APAC:6.4;EMEA:10.8;LATAM:4.6 | AAA:11.8;BBB:13.8;B:8.1;CCC:18.6;AA:32.0;A:15.7 | 5.04 | 37.4 | 240 | 533 | 23.1 | 3.5 | 25 | 45 | 30 | true | true | false | true | 2.29 | 1.27 | -0.26 | Tech:EW;Comm:EW | Hedge | iTraxx_XOVER: +187bps notional | -58 | 11 | ECN1 | RFQ | 6 | 98 | -13 | -72 | HYCap>limit | PauseAdds | High-yield share above policy cap | 248 | Rotate into defensive sectors |
C09189 | CR2981 | 2024-12-01 | Recovery | 102 | 517 | 5.1 | 1.7 | 671,738,747 | Comm:25.6;Tech:11.2;Materials:8.5;RealEstate:21.6;Industrials:23.3;Utilities:9.9 | US:75.3;EU:6.5;APAC:7.1;EMEA:10.9;LATAM:0.2 | AAA:23.6;CCC:24.1;AA:16.3;A:35.9 | 5.51 | 33.5 | 144 | 122 | 7.9 | 4 | 35 | 55 | 30 | false | true | false | false | 0.67 | 0.28 | 0.13 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 17 | DealerB | RFQ | 7 | 96 | 266 | -248 | Sector>limit | Hedge | Sector concentration above limit | 138 | Defer adds pending macro print |
C09190 | CR6334 | 2024-09-19 | Recovery | 130 | 505 | 4.9 | 0.9 | 182,768,452 | Energy:22.1;Utilities:21.9;Materials:8.2;Industrials:12.5;RealEstate:14.6;Consumer:20.6 | US:66.3;EU:12.1;APAC:6.2;EMEA:10.5;LATAM:5.0 | AA:22.3;CCC:9.7;AAA:27.8;A:31.0;B:9.2 | 5.68 | 47.6 | 108 | 393 | 6.7 | 3 | 25 | 35 | 20 | false | true | false | false | -0.08 | 1.64 | -0.27 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -57 | 44 | ECN2 | Electronic | 2 | 97 | 210 | -108 | VAR>budget | Reduce | Portfolio VAR above budget | 247 | Defer adds pending macro print |
C09191 | CR3821 | 2025-11-06 | Tightening | 142 | 353 | 4.2 | 1.5 | 820,717,884 | RealEstate:23.9;Energy:12.6;Healthcare:18.1;Materials:23.9;Comm:21.5 | US:65.0;EU:13.4;APAC:7.1;EMEA:9.5;LATAM:5.0 | CCC:6.8;AA:23.0;BB:12.0;BBB:10.9;A:31.3;AAA:16.0 | 3.5 | 49.6 | 240 | 124 | 14.6 | 2.5 | 25 | 35 | 35 | false | true | false | true | 0.92 | 0.16 | -0.27 | Financials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | -12 | DealerA | Electronic | 7 | 85 | 188 | -396 | VAR>budget | Reduce | Portfolio VAR above budget | 184 | Defer adds pending macro print |
C09192 | CR4724 | 2024-06-26 | Calm | 105 | 293 | 3.2 | 2 | 1,580,688,866 | Comm:25.2;RealEstate:49.6;Consumer:25.3 | US:65.6;EU:9.1;APAC:7.0;EMEA:12.0;LATAM:6.3 | AAA:23.8;CCC:6.2;A:25.6;AA:14.9;BB:8.5;BBB:20.9 | 3.28 | 26.2 | 83 | 136 | 11.8 | 3 | 20 | 45 | 30 | true | true | false | false | 1.78 | 0.68 | 0.3 | Materials:EW;Comm:EW;Tech:EW | Hedge | Options_Payer: +138bps notional | -2 | 6 | DealerB | RFQ | 3 | 93 | 67 | 83 | VAR>budget | Rotate | Portfolio VAR above budget | 172 | Reviewed by risk; hedges staggered |
C09193 | CR9740 | 2025-07-09 | Tightening | 140 | 368 | 5.2 | 0.9 | 1,085,514,455 | Energy:17.3;Consumer:30.7;Comm:30.7;Financials:21.4 | US:65.9;EU:14.8;APAC:7.2;EMEA:10.4;LATAM:1.8 | A:37.0;B:12.4;CCC:14.6;BB:9.8;AA:26.2 | 1.49 | 22.5 | 245 | 356 | 6 | 2.5 | 25 | 55 | 25 | true | true | true | true | 0.58 | 0.28 | -0.08 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 1 | DealerA | RFQ | 9 | 86 | 106 | -115 | Sector>limit | PauseAdds | Sector concentration above limit | 196 | Escalate watchlist names |
C09194 | CR8732 | 2024-08-19 | Calm | 73 | 409 | 4.1 | 1.6 | 1,746,375,799 | Industrials:28.2;Materials:34.1;Utilities:37.7 | US:72.2;EU:10.8;APAC:6.0;EMEA:10.9;LATAM:0.2 | A:29.6;AAA:31.7;CCC:17.3;B:21.4 | 1.7 | 59.8 | 233 | 127 | 17.1 | 3 | 25 | 55 | 25 | true | true | true | true | 2.2 | 0.15 | 0.21 | null | Hedge | Options_Payer: +192bps notional | -16 | -4 | ECN2 | All2All | 5 | 85 | 189 | -154 | Sector>limit | Reduce | Sector concentration above limit | 145 | Defer adds pending macro print |
C09195 | CR7013 | 2024-11-23 | Stress | 164 | 616 | 7.2 | 0.4 | 1,452,376,050 | Tech:37.9;Utilities:42.1;Consumer:20.0 | US:66.3;EU:12.9;APAC:6.1;EMEA:7.9;LATAM:6.8 | B:10.7;AA:8.7;BBB:9.5;CCC:27.4;A:26.6;AAA:17.0 | 6.92 | 57.8 | 196 | 578 | 16.5 | 2 | 35 | 35 | 20 | true | true | true | false | 0.77 | 1.48 | -0.1 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 31 | DealerA | DealerAxed | 1 | 89 | -17 | -211 | Region>limit | Hedge | Regional concentration above limit | 174 | Escalate watchlist names |
C09196 | CR6009 | 2025-11-11 | Calm | 70 | 390 | 3.8 | 2.1 | 2,135,428,583 | Industrials:17.5;Healthcare:24.7;Utilities:19.0;Energy:38.8 | US:63.7;EU:10.8;APAC:8.0;EMEA:9.3;LATAM:8.2 | A:41.2;BB:13.9;AA:33.5;CCC:11.4 | 5.88 | 29.7 | 259 | 155 | 15.4 | 2.5 | 20 | 45 | 35 | true | true | false | true | 2.18 | 0.13 | -0.02 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 3 | 12 | DealerC | RFQ | 1 | 97 | -109 | -193 | Sector>limit | Rotate | Sector concentration above limit | 179 | Escalate watchlist names |
C09197 | CR1266 | 2025-01-14 | Stress | 149 | 659 | 7.2 | 0.5 | 667,436,040 | Consumer:34.0;Healthcare:15.4;Industrials:13.7;RealEstate:36.9 | US:73.7;EU:7.3;APAC:9.6;EMEA:5.7;LATAM:3.7 | BB:10.7;AAA:37.2;A:20.6;BBB:31.5 | 2.34 | 38.5 | 167 | 376 | 12.1 | 4 | 30 | 55 | 30 | true | true | false | false | -0.02 | 0.91 | -0.13 | Energy:EW | Hedge | Treasury_Futures: +198bps notional | -58 | 25 | ECN2 | Electronic | 0 | 89 | -47 | 95 | Region>limit | Rotate | Regional concentration above limit | 169 | Tighten HY exposure bands |
C09198 | CR3975 | 2025-03-01 | Recovery | 116 | 454 | 5.2 | 1.8 | 1,045,822,472 | Consumer:11.7;Industrials:16.3;Materials:28.3;Energy:43.8 | US:66.8;EU:14.0;APAC:10.0;EMEA:7.2;LATAM:2.0 | CCC:30.7;AAA:35.6;BB:18.3;AA:15.5 | 6.64 | 21.4 | 86 | 245 | 11 | 2 | 20 | 45 | 30 | true | true | true | false | -0.23 | -0.01 | 0 | null | Hedge | Treasury_Futures: +171bps notional | 1 | 19 | DealerC | All2All | 9 | 100 | 245 | -93 | Region>limit | Reduce | Regional concentration above limit | 231 | Escalate watchlist names |
C09199 | CR1239 | 2025-05-12 | Stress | 143 | 825 | 6.9 | 0.2 | 2,763,240,156 | Comm:22.4;Industrials:24.3;Healthcare:5.9;RealEstate:22.1;Consumer:12.7;Energy:12.6 | US:74.7;EU:8.2;APAC:8.4;EMEA:4.6;LATAM:4.1 | AAA:31.3;A:23.6;BBB:29.1;AA:15.9 | 6.38 | 55.7 | 241 | 416 | 13.5 | 4 | 35 | 55 | 35 | false | true | false | true | 2.44 | 0.24 | 0.44 | Energy:EW | Hedge | Treasury_Futures: +85bps notional | -50 | -16 | DealerA | Electronic | 7 | 92 | -164 | -229 | HYCap>limit | Hedge | High-yield share above policy cap | 149 | Tighten HY exposure bands |
C09200 | CR4385 | 2025-07-09 | Calm | 114 | 407 | 3.9 | 2.9 | 77,254,069 | Materials:12.5;Utilities:34.4;Industrials:7.8;Healthcare:24.6;Financials:20.7 | US:59.4;EU:15.0;APAC:11.1;EMEA:8.8;LATAM:5.6 | A:24.6;CCC:18.4;BB:36.0;AA:8.8;B:12.3 | 0.48 | 52.2 | 247 | 275 | 12.9 | 2 | 35 | 35 | 35 | false | true | true | true | 1.21 | 0.05 | 0.16 | RealEstate:EW;Comm:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | 6 | ECN2 | All2All | 9 | 96 | 430 | 15 | Sector>limit | Hedge | Sector concentration above limit | 157 | Escalate watchlist names |
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