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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09201 | CR1950 | 2024-03-20 | Recovery | 141 | 628 | 5.7 | 0.5 | 2,615,619,747 | RealEstate:22.1;Consumer:21.0;Financials:19.6;Utilities:17.2;Healthcare:4.9;Tech:15.2 | US:69.1;EU:9.9;APAC:10.6;EMEA:3.9;LATAM:6.5 | BB:5.0;B:13.9;AA:19.0;CCC:16.7;AAA:28.0;A:17.5 | 5.49 | 36 | 107 | 359 | 4.5 | 2 | 35 | 35 | 35 | false | true | true | false | 1.77 | 1.13 | 0.02 | null | Hedge | iTraxx_XOVER: +176bps notional | -19 | 31 | DealerA | RFQ | 12 | 93 | 380 | -380 | Sector>limit | Rotate | Sector concentration above limit | 237 | Escalate watchlist names |
C09202 | CR6731 | 2025-12-18 | Calm | 101 | 298 | 4.2 | 2.4 | 137,281,288 | Tech:34.5;Utilities:30.7;RealEstate:34.8 | US:69.8;EU:9.7;APAC:11.8;EMEA:3.5;LATAM:5.2 | AA:18.1;BBB:28.9;A:39.3;BB:13.7 | 4.23 | 64.6 | 110 | 442 | 6.3 | 3 | 30 | 35 | 25 | true | true | false | false | 2.29 | 1.29 | -0.08 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | -20 | ECN1 | RFQ | 2 | 97 | 76 | -291 | VAR>budget | Rotate | Portfolio VAR above budget | 255 | Escalate watchlist names |
C09203 | CR1222 | 2024-08-03 | Stress | 177 | 662 | 7.8 | -1.5 | 761,772,118 | Industrials:25.9;Utilities:21.7;Healthcare:24.6;Energy:6.6;RealEstate:21.2 | US:64.6;EU:10.7;APAC:11.2;EMEA:9.1;LATAM:4.4 | CCC:11.3;B:29.8;AA:30.2;BBB:28.6 | 4.84 | 46.2 | 386 | 488 | 5.5 | 3.5 | 25 | 45 | 20 | true | true | true | true | 1.44 | 1.28 | -0.05 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | 6 | ECN1 | All2All | 4 | 99 | 330 | 132 | HYCap>limit | Rotate | High-yield share above policy cap | 95 | Rotate into defensive sectors |
C09204 | CR3537 | 2025-08-23 | Tightening | 144 | 374 | 4.3 | 2 | 1,182,455,347 | Materials:32.9;Industrials:39.3;Utilities:27.8 | US:65.0;EU:16.0;APAC:6.0;EMEA:12.4;LATAM:0.5 | CCC:15.3;BBB:17.0;B:30.7;AA:10.6;A:13.3;AAA:13.1 | 5.33 | 34.3 | 238 | 220 | 14.9 | 3 | 25 | 45 | 25 | true | true | true | true | 1.97 | 0.62 | 0.33 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | 18 | ECN1 | RFQ | 8 | 99 | 262 | -314 | Sector>limit | Hedge | Sector concentration above limit | 175 | Tighten HY exposure bands |
C09205 | CR4601 | 2025-01-07 | Calm | 77 | 375 | 4.3 | 2.6 | 1,714,019,309 | Industrials:16.7;RealEstate:63.7;Utilities:19.6 | US:58.6;EU:17.7;APAC:12.2;EMEA:7.0;LATAM:4.4 | BBB:29.5;AAA:27.8;A:33.4;CCC:9.2 | 3.28 | 42.7 | 95 | 185 | 15 | 2.5 | 25 | 55 | 20 | true | true | false | false | -0.04 | 0.72 | 0.02 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | 30 | DealerB | RFQ | 4 | 95 | 369 | -361 | Region>limit | Hedge | Regional concentration above limit | 255 | Reviewed by risk; hedges staggered |
C09206 | CR5332 | 2024-07-09 | Calm | 83 | 343 | 3.6 | 2.6 | 447,436,680 | Comm:7.9;Industrials:24.9;Healthcare:26.4;Financials:7.2;Utilities:33.6 | US:64.8;EU:13.6;APAC:11.7;EMEA:9.0;LATAM:1.0 | BB:18.7;BBB:35.7;B:31.8;A:13.7 | 1.14 | 57.5 | 176 | 348 | 6.4 | 3.5 | 30 | 35 | 20 | true | true | true | false | 2.49 | 1.29 | 0.07 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 16 | DealerA | DealerAxed | 10 | 90 | 257 | -130 | VAR>budget | Rotate | Portfolio VAR above budget | 97 | Defer adds pending macro print |
C09207 | CR7812 | 2025-05-28 | Calm | 94 | 295 | 3.3 | 2.2 | 2,403,392,744 | Utilities:17.1;Industrials:20.9;Energy:35.4;Financials:26.5 | US:57.3;EU:20.7;APAC:6.5;EMEA:9.2;LATAM:6.3 | CCC:27.8;BB:16.2;B:13.7;AA:25.3;BBB:17.0 | 6.18 | 25.3 | 82 | 125 | 8.6 | 2 | 35 | 35 | 25 | true | true | true | false | 0.65 | 0.02 | -0.19 | null | Hedge | CDX_HY: +79bps notional | 1 | 38 | DealerC | All2All | 8 | 98 | -116 | -342 | Region>limit | Hedge | Regional concentration above limit | 255 | Rotate into defensive sectors |
C09208 | CR5481 | 2024-03-03 | Calm | 91 | 367 | 4.2 | 1.9 | 2,394,890,607 | Industrials:17.3;Materials:18.7;Healthcare:22.9;Comm:22.4;Tech:18.6 | US:61.2;EU:17.8;APAC:14.9;EMEA:5.3;LATAM:0.9 | A:29.9;CCC:25.2;BB:9.1;AA:22.4;AAA:13.4 | 5.85 | 49.8 | 134 | 474 | 2.1 | 3.5 | 30 | 45 | 35 | false | true | false | false | 0.68 | 0.48 | 0.48 | Materials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | -15 | DealerA | DealerAxed | 7 | 100 | -75 | 22 | Sector>limit | PauseAdds | Sector concentration above limit | 255 | Escalate watchlist names |
C09209 | CR9594 | 2024-04-26 | Recovery | 165 | 647 | 5.3 | 0.6 | 1,712,702,983 | Utilities:30.7;Industrials:12.5;Comm:25.6;Tech:31.3 | US:62.6;EU:19.2;APAC:5.2;EMEA:6.1;LATAM:7.0 | A:44.1;B:5.8;BB:24.5;AA:25.7 | 6.24 | 25.6 | 176 | 207 | 7.3 | 2.5 | 35 | 55 | 35 | false | true | false | false | 2.17 | 1.61 | 0.51 | Comm:EW | Hedge | SingleName_CDS: +109bps notional | 14 | 20 | ECN2 | DealerAxed | 0 | 89 | 52 | -67 | Sector>limit | Reduce | Sector concentration above limit | 104 | Escalate watchlist names |
C09210 | CR6404 | 2025-01-13 | Calm | 85 | 393 | 4.2 | 1.6 | 1,334,591,391 | Comm:22.0;Consumer:23.0;Healthcare:16.2;Utilities:13.1;RealEstate:18.5;Tech:7.3 | US:60.4;EU:16.8;APAC:11.7;EMEA:6.3;LATAM:4.7 | BBB:26.1;BB:5.9;B:15.9;AA:35.0;CCC:17.1 | 6.68 | 51.7 | 255 | 460 | 10.3 | 3 | 30 | 45 | 30 | false | true | true | true | 1.16 | -0.08 | 0.44 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 39 | ECN2 | Electronic | 2 | 99 | 338 | 38 | VAR>budget | Hedge | Portfolio VAR above budget | 247 | Reviewed by risk; hedges staggered |
C09211 | CR7031 | 2025-08-21 | Tightening | 109 | 419 | 4.4 | 1.5 | 1,882,987,223 | Energy:57.3;Healthcare:17.0;Tech:25.7 | US:61.8;EU:18.0;APAC:8.1;EMEA:7.0;LATAM:5.2 | BB:23.9;A:35.0;BBB:16.7;AAA:24.4 | 3.97 | 27.4 | 144 | 346 | 5.2 | 2.5 | 20 | 55 | 25 | true | true | false | false | 1.48 | 0.94 | 0.59 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | 43 | DealerB | RFQ | 6 | 96 | 10 | -417 | Sector>limit | Hedge | Sector concentration above limit | 154 | Tighten HY exposure bands |
C09212 | CR2692 | 2025-10-13 | Calm | 105 | 391 | 4.3 | 1.9 | 881,320,621 | Energy:30.9;Materials:27.0;Financials:30.0;Utilities:12.2 | US:57.6;EU:17.5;APAC:8.8;EMEA:9.6;LATAM:6.5 | B:3.3;CCC:9.6;BBB:44.5;BB:11.1;AAA:31.5 | 6.18 | 22.5 | 172 | 212 | 15.7 | 2 | 25 | 55 | 25 | true | true | false | false | 1.26 | 0.64 | -0.4 | Energy:EW;Consumer:EW | Hedge | Treasury_Futures: +108bps notional | -54 | -10 | DealerC | DealerAxed | 9 | 91 | -137 | 135 | HYCap>limit | Reduce | High-yield share above policy cap | 127 | Reviewed by risk; hedges staggered |
C09213 | CR9654 | 2025-05-07 | Tightening | 158 | 442 | 4.7 | 1 | 2,790,064,878 | RealEstate:7.1;Energy:8.0;Utilities:28.2;Healthcare:23.5;Industrials:33.2 | US:69.3;EU:8.8;APAC:13.7;EMEA:6.7;LATAM:1.5 | BB:13.0;AAA:9.5;A:35.2;CCC:8.4;AA:26.2;B:7.8 | 5.78 | 36.8 | 223 | 316 | 11.4 | 2.5 | 30 | 35 | 25 | true | true | true | true | 1.67 | -0.16 | 0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | -25 | ECN1 | All2All | 9 | 94 | 188 | -428 | HYCap>limit | Rotate | High-yield share above policy cap | 156 | Rotate into defensive sectors |
C09214 | CR9001 | 2024-03-29 | Stress | 140 | 703 | 7.2 | -2 | 942,840,614 | Materials:53.6;Industrials:16.0;Energy:30.4 | US:67.5;EU:8.4;APAC:7.7;EMEA:12.2;LATAM:4.2 | AAA:24.2;B:14.0;A:28.5;CCC:10.0;BB:8.9;AA:14.3 | 7.24 | 57.1 | 227 | 338 | 16.1 | 3 | 35 | 55 | 20 | true | true | true | true | 1.41 | 1.2 | 0.43 | null | Hedge | SingleName_CDS: +154bps notional | -37 | 7 | ECN2 | Electronic | 12 | 86 | -76 | -396 | Region>limit | Reduce | Regional concentration above limit | 203 | Rotate into defensive sectors |
C09215 | CR2845 | 2024-09-09 | Recovery | 146 | 633 | 6.4 | -0.3 | 1,802,668,323 | Healthcare:27.0;RealEstate:36.7;Materials:36.3 | US:53.8;EU:20.5;APAC:9.6;EMEA:8.6;LATAM:7.5 | BBB:30.1;BB:18.4;A:16.9;AAA:34.6 | 6.34 | 36 | 144 | 501 | 8.2 | 3 | 25 | 35 | 30 | true | true | false | false | 1.09 | 0.25 | 0.15 | Comm:EW;Healthcare:EW | Hedge | iTraxx_MAIN: +126bps notional | -19 | 6 | ECN2 | DealerAxed | 2 | 94 | 109 | -31 | Region>limit | Reduce | Regional concentration above limit | 192 | Defer adds pending macro print |
C09216 | CR9973 | 2025-06-27 | Recovery | 104 | 645 | 6 | -0 | 1,436,618,156 | Financials:18.7;Consumer:28.2;Comm:15.2;Utilities:23.8;Materials:14.1 | US:70.1;EU:7.7;APAC:6.9;EMEA:14.5;LATAM:0.8 | B:24.2;CCC:26.2;AA:16.1;BBB:11.1;BB:22.4 | 6.16 | 24.5 | 242 | 218 | 3 | 2.5 | 35 | 35 | 25 | false | true | true | true | 0.31 | 0.56 | 0.24 | Utilities:EW;Materials:EW;Industrials:EW | Hedge | SingleName_CDS: +77bps notional | -43 | -18 | DealerC | RFQ | 5 | 99 | -194 | -406 | Sector>limit | Reduce | Sector concentration above limit | 130 | Rotate into defensive sectors |
C09217 | CR8172 | 2025-02-15 | Tightening | 96 | 358 | 4.8 | 1.6 | 2,173,021,551 | Industrials:24.9;Materials:18.0;Tech:13.5;Comm:7.9;Healthcare:9.8;Energy:25.9 | US:63.5;EU:15.4;APAC:8.1;EMEA:9.3;LATAM:3.8 | B:28.7;BBB:14.1;AAA:28.6;CCC:28.6 | 1.59 | 48.2 | 222 | 206 | 2.4 | 2 | 20 | 55 | 20 | true | true | true | true | -0.27 | 0.91 | 0.2 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 45 | DealerB | RFQ | 4 | 99 | 116 | -121 | Sector>limit | Hedge | Sector concentration above limit | 135 | Escalate watchlist names |
C09218 | CR0452 | 2024-03-08 | Tightening | 108 | 415 | 4.4 | 0.5 | 2,602,157,126 | RealEstate:20.0;Materials:22.2;Energy:5.7;Tech:11.4;Financials:21.0;Consumer:19.7 | US:62.5;EU:17.7;APAC:7.8;EMEA:9.4;LATAM:2.5 | B:18.3;A:25.2;AA:20.3;BBB:19.2;CCC:17.0 | 5.65 | 26.8 | 168 | 339 | 8.3 | 4 | 30 | 45 | 20 | false | true | true | false | 2.46 | 0.42 | 0.11 | null | Hedge | CDX_IG: +83bps notional | -33 | -8 | DealerA | Electronic | 2 | 86 | -176 | -390 | VAR>budget | Hedge | Portfolio VAR above budget | 258 | Escalate watchlist names |
C09219 | CR7887 | 2025-03-07 | Tightening | 153 | 502 | 3.9 | 0.7 | 813,343,006 | Financials:18.0;RealEstate:14.1;Energy:17.9;Comm:21.6;Tech:15.9;Utilities:12.4 | US:63.1;EU:11.5;APAC:11.7;EMEA:10.1;LATAM:3.6 | BB:13.1;CCC:18.9;A:31.7;BBB:36.3 | 0.91 | 43.9 | 121 | 142 | 15.5 | 2.5 | 30 | 35 | 30 | false | true | true | false | 0.56 | 0.93 | 0.45 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | -1 | DealerA | Electronic | 9 | 85 | 304 | -239 | Region>limit | Rotate | Regional concentration above limit | 241 | Defer adds pending macro print |
C09220 | CR1598 | 2024-02-10 | Tightening | 143 | 407 | 4.1 | 1.1 | 425,579,923 | Financials:21.4;Tech:16.4;Utilities:18.8;Materials:19.4;Energy:23.9 | US:63.0;EU:14.6;APAC:6.9;EMEA:12.5;LATAM:3.0 | AAA:15.6;AA:30.0;A:23.7;BBB:20.9;BB:4.5;CCC:5.3 | 3.5 | 58.4 | 222 | 264 | 8.9 | 2 | 35 | 45 | 35 | false | true | false | true | 0.62 | 0.36 | 0.54 | Healthcare:EW | Hedge | CDX_IG: +52bps notional | -3 | -23 | ECN2 | All2All | 9 | 91 | -12 | 181 | Sector>limit | Reduce | Sector concentration above limit | 128 | Escalate watchlist names |
C09221 | CR5711 | 2024-08-05 | Calm | 85 | 289 | 4 | 2.7 | 2,195,635,699 | Tech:35.2;RealEstate:26.8;Utilities:38.0 | US:68.2;EU:10.2;APAC:13.3;EMEA:4.0;LATAM:4.2 | B:31.8;A:22.2;AAA:12.7;BB:33.3 | 3.92 | 33.6 | 208 | 399 | 3.9 | 3.5 | 35 | 55 | 20 | true | true | true | true | 2.37 | 1.57 | 0.23 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | -20 | ECN2 | Electronic | 1 | 85 | -76 | -333 | Region>limit | Hedge | Regional concentration above limit | 90 | Reviewed by risk; hedges staggered |
C09222 | CR3224 | 2024-07-24 | Recovery | 149 | 427 | 4.5 | 1 | 1,096,076,601 | Materials:43.8;Energy:14.0;Tech:16.7;RealEstate:25.5 | US:64.8;EU:17.8;APAC:6.2;EMEA:3.3;LATAM:7.8 | AA:31.6;AAA:34.3;BB:18.5;B:15.6 | 5.39 | 48.6 | 124 | 475 | 12.8 | 3.5 | 20 | 35 | 20 | true | true | true | false | 0.76 | 1.52 | -0.31 | Financials:EW | Hedge | CDX_IG: +56bps notional | -24 | 23 | DealerB | DealerAxed | 4 | 93 | 66 | -49 | Region>limit | Hedge | Regional concentration above limit | 220 | Defer adds pending macro print |
C09223 | CR0695 | 2024-10-11 | Calm | 92 | 392 | 3.7 | 1.6 | 487,739,879 | Energy:34.1;Comm:31.5;RealEstate:34.5 | US:65.9;EU:20.9;APAC:8.0;EMEA:5.3;LATAM:0.0 | CCC:22.6;B:16.1;AA:15.3;A:18.9;AAA:27.0 | 1.84 | 28.9 | 134 | 383 | 7.7 | 4 | 20 | 35 | 35 | true | true | true | false | 0.46 | 0.72 | 0.58 | Financials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | 43 | DealerC | DealerAxed | 6 | 89 | 88 | 129 | Sector>limit | Reduce | Sector concentration above limit | 201 | Defer adds pending macro print |
C09224 | CR3322 | 2024-03-09 | Recovery | 171 | 455 | 5 | 1.5 | 2,242,411,382 | Consumer:5.2;Comm:21.3;Materials:13.8;Healthcare:21.6;Industrials:21.2;RealEstate:16.9 | US:65.2;EU:8.1;APAC:9.8;EMEA:8.8;LATAM:8.1 | B:19.5;A:21.2;BB:4.7;BBB:22.0;AAA:12.8;AA:19.8 | 4.6 | 46.1 | 202 | 168 | 7.1 | 3 | 25 | 35 | 25 | false | true | false | true | 1.02 | 1.59 | 0.18 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | 17 | ECN2 | RFQ | 8 | 90 | -34 | -189 | HYCap>limit | Reduce | High-yield share above policy cap | 178 | Reviewed by risk; hedges staggered |
C09225 | CR1849 | 2025-06-23 | Recovery | 155 | 533 | 6.2 | -0.2 | 1,068,799,222 | Materials:24.4;Tech:43.7;Industrials:14.8;Consumer:17.1 | US:64.5;EU:10.2;APAC:7.6;EMEA:10.8;LATAM:6.8 | BBB:19.3;BB:4.8;B:26.3;AA:33.4;CCC:16.3 | 1.06 | 20.5 | 254 | 194 | 6.4 | 3.5 | 20 | 55 | 35 | true | true | true | true | -0.22 | 1.54 | 0.28 | RealEstate:EW;Energy:EW | Hedge | iTraxx_XOVER: +158bps notional | -51 | -5 | ECN1 | RFQ | 12 | 97 | 231 | -311 | Sector>limit | Hedge | Sector concentration above limit | 113 | Escalate watchlist names |
C09226 | CR3225 | 2025-09-04 | Calm | 94 | 359 | 4.1 | 2 | 1,045,886,759 | Comm:21.6;Industrials:15.5;Materials:17.8;Healthcare:8.4;Energy:9.8;Tech:26.8 | US:65.5;EU:9.1;APAC:10.5;EMEA:13.3;LATAM:1.6 | BB:14.2;AAA:7.1;BBB:16.9;B:15.1;CCC:25.8;A:20.9 | 3.66 | 38.5 | 82 | 380 | 12.6 | 2.5 | 30 | 55 | 20 | false | true | true | false | 2.29 | 0.72 | -0.09 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | -18 | DealerB | All2All | 9 | 88 | -173 | -371 | HYCap>limit | Rotate | High-yield share above policy cap | 162 | Defer adds pending macro print |
C09227 | CR1561 | 2025-05-17 | Recovery | 175 | 434 | 5.6 | 0.3 | 811,429,565 | Industrials:20.3;RealEstate:18.3;Comm:18.6;Tech:23.8;Healthcare:19.0 | US:73.7;EU:4.8;APAC:5.5;EMEA:10.2;LATAM:5.8 | A:12.3;AAA:21.2;CCC:27.7;AA:11.4;BB:27.5 | 2.55 | 58.4 | 128 | 135 | 4.4 | 4 | 30 | 35 | 30 | false | true | true | false | 1.11 | 0.89 | -0.38 | null | Hedge | SingleName_CDS: +53bps notional | -41 | 2 | DealerB | Electronic | 5 | 91 | -41 | -288 | VAR>budget | Reduce | Portfolio VAR above budget | 248 | Defer adds pending macro print |
C09228 | CR0617 | 2025-06-10 | Stress | 156 | 745 | 6 | -1.7 | 355,010,326 | Tech:27.6;Materials:26.8;Consumer:11.8;Comm:22.3;Energy:11.5 | US:71.6;EU:16.0;APAC:5.0;EMEA:5.9;LATAM:1.5 | CCC:10.9;AA:24.5;A:18.9;BB:11.1;AAA:12.9;BBB:21.7 | 6.07 | 25.1 | 284 | 277 | 8.1 | 3 | 35 | 55 | 25 | false | true | false | true | 1.87 | 0.18 | -0.24 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | 34 | DealerA | Electronic | 7 | 85 | 321 | -51 | Region>limit | Rotate | Regional concentration above limit | 179 | Rotate into defensive sectors |
C09229 | CR3175 | 2025-08-02 | Recovery | 134 | 645 | 5.1 | 0.7 | 175,151,873 | Industrials:27.8;Healthcare:26.1;Comm:27.1;Financials:19.0 | US:62.3;EU:14.6;APAC:9.3;EMEA:9.4;LATAM:4.4 | BB:14.9;BBB:40.5;CCC:6.1;B:7.1;AA:31.3 | 3.43 | 40.5 | 273 | 425 | 13.4 | 2.5 | 30 | 55 | 35 | false | true | false | true | 2.32 | 1.09 | -0.35 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 40 | DealerC | DealerAxed | 4 | 92 | 418 | -217 | VAR>budget | Reduce | Portfolio VAR above budget | 177 | Defer adds pending macro print |
C09230 | CR1619 | 2024-07-14 | Calm | 101 | 283 | 4.1 | 2.4 | 1,891,401,326 | Industrials:19.9;Tech:20.9;Utilities:20.5;Materials:10.3;Consumer:11.4;Energy:17.0 | US:65.2;EU:15.8;APAC:12.2;EMEA:3.6;LATAM:3.3 | A:32.6;BBB:16.3;B:30.3;BB:20.8 | 1.49 | 30.2 | 219 | 427 | 4.8 | 4 | 35 | 45 | 35 | false | true | true | true | 2.43 | 0 | 0.25 | Energy:EW | Hedge | iTraxx_MAIN: +96bps notional | -29 | -8 | ECN2 | Electronic | 10 | 98 | -216 | -467 | Sector>limit | Hedge | Sector concentration above limit | 112 | Escalate watchlist names |
C09231 | CR2844 | 2025-07-03 | Calm | 86 | 389 | 4.1 | 2.2 | 930,436,431 | Tech:12.3;Utilities:19.2;Energy:24.9;RealEstate:23.7;Comm:20.0 | US:64.7;EU:7.7;APAC:14.2;EMEA:8.3;LATAM:5.0 | BBB:26.7;AAA:11.6;B:10.0;CCC:16.8;BB:12.6;AA:22.3 | 7.18 | 24.6 | 185 | 453 | 13.9 | 4 | 35 | 55 | 30 | false | true | true | false | 1.39 | 0.32 | 0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 39 | ECN1 | RFQ | 2 | 91 | 188 | -438 | Sector>limit | Hedge | Sector concentration above limit | 183 | Reviewed by risk; hedges staggered |
C09232 | CR3625 | 2025-11-30 | Tightening | 98 | 351 | 4.3 | 1.3 | 2,475,887,926 | Materials:26.2;Healthcare:13.2;Tech:38.5;RealEstate:22.1 | US:63.4;EU:14.8;APAC:12.3;EMEA:8.6;LATAM:0.9 | CCC:5.5;AAA:16.1;B:5.9;AA:30.7;A:34.2;BB:7.6 | 2.24 | 26.3 | 216 | 354 | 16.8 | 4 | 25 | 45 | 25 | true | true | false | true | 0.79 | 0.59 | 0.39 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 39 | ECN1 | Electronic | 8 | 97 | 386 | -162 | HYCap>limit | Hedge | High-yield share above policy cap | 254 | Escalate watchlist names |
C09233 | CR3516 | 2024-06-13 | Tightening | 110 | 410 | 5 | 1.3 | 255,626,037 | Consumer:5.6;Tech:11.2;Healthcare:23.5;Materials:24.4;Energy:12.5;Industrials:22.9 | US:60.9;EU:15.2;APAC:11.7;EMEA:10.4;LATAM:1.8 | AAA:16.3;B:11.8;AA:22.0;A:7.8;BBB:10.7;CCC:31.4 | 2.86 | 59.3 | 132 | 182 | 2.2 | 3 | 30 | 45 | 25 | false | true | true | false | 0.83 | 1.22 | 0.4 | null | Hedge | CDX_HY: +188bps notional | -54 | -13 | ECN1 | All2All | 7 | 96 | 169 | -353 | Region>limit | Hedge | Regional concentration above limit | 258 | Rotate into defensive sectors |
C09234 | CR5277 | 2024-10-13 | Calm | 68 | 319 | 3.4 | 1.8 | 333,112,505 | Tech:6.5;Materials:28.1;Financials:24.3;Consumer:9.5;Comm:19.0;Industrials:12.7 | US:61.5;EU:11.5;APAC:11.5;EMEA:9.7;LATAM:5.8 | A:14.0;BB:10.7;AA:22.5;AAA:23.1;B:9.8;BBB:19.9 | 5.7 | 45.2 | 180 | 154 | 15.4 | 4 | 25 | 35 | 20 | true | true | true | false | 0.94 | 0.27 | -0.03 | Utilities:EW | Hedge | iTraxx_MAIN: +160bps notional | -55 | -4 | DealerC | Electronic | 7 | 91 | 279 | -191 | Sector>limit | Hedge | Sector concentration above limit | 242 | Escalate watchlist names |
C09235 | CR1672 | 2025-03-19 | Tightening | 110 | 502 | 4.7 | 1.8 | 2,065,543,254 | RealEstate:19.5;Energy:43.0;Materials:37.5 | US:71.3;EU:11.2;APAC:7.0;EMEA:4.4;LATAM:6.1 | BBB:24.8;B:19.0;CCC:17.7;A:38.5 | 2.1 | 56.9 | 225 | 457 | 9.4 | 4 | 25 | 35 | 20 | true | true | true | true | 0.73 | 0.38 | -0.23 | null | Hedge | Options_Payer: +169bps notional | 9 | 25 | ECN1 | All2All | 3 | 92 | 294 | 151 | Sector>limit | Rotate | Sector concentration above limit | 206 | Defer adds pending macro print |
C09236 | CR8228 | 2025-03-04 | Tightening | 133 | 408 | 4.5 | 2 | 2,947,660,183 | Financials:25.6;Comm:26.1;Materials:27.1;Healthcare:21.2 | US:66.6;EU:14.3;APAC:10.1;EMEA:4.2;LATAM:4.8 | AAA:21.0;AA:8.9;CCC:17.8;A:18.3;BB:18.4;BBB:15.7 | 1.54 | 30.2 | 252 | 294 | 3.2 | 2 | 30 | 55 | 20 | false | true | true | true | 2.33 | 1.42 | -0.08 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 14 | ECN1 | RFQ | 8 | 91 | -103 | -91 | HYCap>limit | Rotate | High-yield share above policy cap | 118 | Defer adds pending macro print |
C09237 | CR8406 | 2025-08-16 | Tightening | 120 | 515 | 5 | 1.4 | 372,361,593 | Tech:18.2;Comm:56.2;RealEstate:25.6 | US:59.0;EU:13.8;APAC:14.6;EMEA:8.7;LATAM:3.8 | BBB:15.7;AA:24.7;BB:4.8;AAA:7.8;CCC:26.4;B:20.6 | 3.14 | 23.9 | 268 | 482 | 17.3 | 2 | 30 | 55 | 25 | true | true | true | true | 0.03 | 1.26 | 0.44 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | -20 | DealerC | All2All | 5 | 88 | 52 | 46 | Sector>limit | Reduce | Sector concentration above limit | 240 | Reviewed by risk; hedges staggered |
C09238 | CR4037 | 2024-10-25 | Stress | 210 | 643 | 6.6 | -1.5 | 1,188,107,662 | Comm:33.5;Utilities:26.5;Tech:27.9;Industrials:12.0 | US:72.7;EU:10.2;APAC:8.0;EMEA:5.8;LATAM:3.4 | BB:8.9;CCC:29.0;AA:12.5;A:22.9;BBB:26.7 | 5.54 | 28.3 | 283 | 665 | 15.9 | 4 | 35 | 35 | 25 | false | true | true | true | 0.26 | -0.19 | 0.24 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | -4 | DealerA | Electronic | 11 | 88 | 231 | -52 | HYCap>limit | Rotate | High-yield share above policy cap | 191 | Tighten HY exposure bands |
C09239 | CR9807 | 2025-06-01 | Calm | 105 | 341 | 4.3 | 1.8 | 184,219,495 | Consumer:12.8;Materials:21.3;Utilities:19.8;Financials:23.1;Comm:23.1 | US:64.3;EU:14.9;APAC:8.5;EMEA:12.1;LATAM:0.2 | BBB:32.2;A:24.7;AA:14.6;CCC:28.4 | 6.53 | 65 | 266 | 453 | 15.5 | 3.5 | 25 | 55 | 30 | false | true | false | true | 1.71 | 0.36 | 0.42 | Consumer:EW;Tech:EW | Hedge | CDX_IG: +193bps notional | -40 | 5 | DealerC | Electronic | 11 | 94 | 43 | -276 | Region>limit | Hedge | Regional concentration above limit | 176 | Defer adds pending macro print |
C09240 | CR4147 | 2024-10-05 | Tightening | 90 | 400 | 4.9 | 1.8 | 1,036,434,275 | Consumer:15.2;Tech:12.7;Utilities:6.7;RealEstate:22.5;Financials:25.8;Industrials:17.1 | US:65.3;EU:13.4;APAC:12.4;EMEA:8.2;LATAM:0.7 | BB:10.2;CCC:20.0;AAA:33.3;B:17.4;AA:19.1 | 7.31 | 20.6 | 267 | 494 | 2.1 | 2 | 25 | 45 | 20 | true | true | true | true | 0.58 | 0.04 | 0.42 | Financials:EW | Hedge | iTraxx_XOVER: +180bps notional | 15 | 34 | ECN2 | Electronic | 10 | 95 | 304 | -418 | VAR>budget | Rotate | Portfolio VAR above budget | 210 | Reviewed by risk; hedges staggered |
C09241 | CR4719 | 2025-10-18 | Tightening | 132 | 421 | 4.3 | 1.4 | 1,441,323,588 | Tech:7.2;Consumer:15.5;Materials:23.6;Industrials:27.3;Energy:26.4 | US:71.3;EU:11.6;APAC:8.2;EMEA:4.5;LATAM:4.3 | BB:25.0;CCC:24.4;B:15.8;BBB:34.7 | 2.03 | 56.4 | 144 | 295 | 5 | 3.5 | 30 | 35 | 25 | false | true | true | false | 1.35 | 0.89 | 0.22 | Financials:EW | Hedge | Treasury_Futures: +52bps notional | -25 | 6 | ECN1 | DealerAxed | 1 | 85 | 214 | -109 | VAR>budget | Hedge | Portfolio VAR above budget | 101 | Tighten HY exposure bands |
C09242 | CR3032 | 2024-06-27 | Stress | 248 | 761 | 7.7 | -0.8 | 528,009,130 | RealEstate:22.6;Healthcare:4.9;Materials:23.4;Tech:12.2;Industrials:22.1;Comm:14.8 | US:75.4;EU:5.3;APAC:10.4;EMEA:8.4;LATAM:0.5 | AA:31.6;BB:3.7;B:2.8;A:27.9;CCC:13.8;AAA:20.2 | 1.19 | 54.4 | 141 | 661 | 6.2 | 3.5 | 25 | 45 | 25 | false | true | false | false | 1.38 | -0.07 | -0.26 | Industrials:EW;Utilities:EW;Healthcare:EW | Hedge | CDX_IG: +133bps notional | -52 | 10 | DealerA | RFQ | 7 | 88 | 7 | -330 | HYCap>limit | Reduce | High-yield share above policy cap | 137 | Tighten HY exposure bands |
C09243 | CR3106 | 2025-03-16 | Tightening | 159 | 473 | 4.6 | 1 | 377,712,873 | Financials:8.4;Industrials:23.8;RealEstate:18.5;Materials:22.6;Tech:15.4;Utilities:11.4 | US:65.6;EU:12.1;APAC:16.3;EMEA:4.9;LATAM:1.2 | AAA:14.8;A:12.2;BB:26.9;BBB:14.6;B:13.3;CCC:18.2 | 0.94 | 37.8 | 170 | 365 | 3 | 4 | 35 | 55 | 20 | false | true | true | false | 0.79 | 0.73 | -0.25 | Financials:EW | Hedge | iTraxx_XOVER: +145bps notional | -53 | 43 | ECN1 | Electronic | 12 | 87 | 8 | -300 | VAR>budget | Reduce | Portfolio VAR above budget | 95 | Tighten HY exposure bands |
C09244 | CR8021 | 2024-06-21 | Recovery | 101 | 428 | 5.8 | 1 | 2,166,563,577 | Materials:40.5;Healthcare:24.1;Industrials:24.5;Energy:10.9 | US:63.4;EU:14.9;APAC:6.6;EMEA:9.5;LATAM:5.6 | BBB:33.1;AA:15.1;BB:15.9;B:21.9;A:14.0 | 0.51 | 25.9 | 110 | 200 | 5.1 | 4 | 35 | 55 | 30 | true | true | true | false | 1.73 | 0.22 | 0.14 | Materials:EW | Hedge | CDX_IG: +194bps notional | -2 | 27 | ECN2 | All2All | 5 | 89 | 328 | -423 | HYCap>limit | Hedge | High-yield share above policy cap | 182 | Reviewed by risk; hedges staggered |
C09245 | CR1523 | 2025-12-17 | Calm | 72 | 323 | 3.4 | 2.4 | 2,091,637,582 | Industrials:18.9;Financials:19.1;Materials:19.6;Tech:33.8;Utilities:8.5 | US:72.2;EU:7.4;APAC:5.5;EMEA:9.3;LATAM:5.6 | BBB:14.8;CCC:23.2;AAA:16.8;B:12.8;BB:15.4;A:17.0 | 6.21 | 39 | 116 | 495 | 7.3 | 4 | 20 | 45 | 35 | true | true | true | false | 1.05 | 0.64 | -0.29 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -1 | ECN1 | RFQ | 1 | 85 | 51 | -161 | Region>limit | Reduce | Regional concentration above limit | 103 | Escalate watchlist names |
C09246 | CR8847 | 2025-03-04 | Tightening | 103 | 468 | 4.7 | 1.9 | 1,957,774,178 | Healthcare:18.6;RealEstate:37.4;Materials:27.4;Consumer:16.6 | US:69.5;EU:7.7;APAC:6.5;EMEA:10.0;LATAM:6.4 | CCC:7.3;AAA:18.9;A:23.5;B:6.7;BBB:34.7;BB:8.9 | 4.17 | 21.8 | 263 | 417 | 16 | 2.5 | 25 | 55 | 30 | true | true | false | true | -0.18 | 0.03 | 0.32 | null | Hedge | CDX_IG: +95bps notional | 0 | 30 | DealerB | RFQ | 4 | 93 | 2 | 83 | VAR>budget | Rotate | Portfolio VAR above budget | 152 | Tighten HY exposure bands |
C09247 | CR0205 | 2024-05-31 | Tightening | 136 | 369 | 4.2 | 0.9 | 821,644,701 | Materials:28.0;Tech:28.4;Financials:43.6 | US:65.0;EU:11.2;APAC:7.0;EMEA:10.9;LATAM:5.9 | BBB:18.9;AA:33.0;A:33.7;BB:10.7;B:3.7 | 3.38 | 46.5 | 131 | 194 | 5 | 3 | 35 | 35 | 35 | true | true | false | false | 0.37 | 0.55 | 0.16 | Utilities:EW;Financials:EW | Hedge | iTraxx_MAIN: +125bps notional | -2 | -10 | DealerB | RFQ | 3 | 94 | 271 | -250 | Region>limit | Hedge | Regional concentration above limit | 189 | Tighten HY exposure bands |
C09248 | CR7758 | 2024-09-16 | Stress | 170 | 635 | 6.4 | 0.3 | 2,001,718,667 | RealEstate:30.1;Healthcare:29.8;Utilities:13.5;Industrials:26.5 | US:61.9;EU:14.9;APAC:12.1;EMEA:10.8;LATAM:0.3 | A:17.2;B:6.3;BBB:27.6;AA:27.9;AAA:21.0 | 5.33 | 40.5 | 275 | 662 | 18 | 2.5 | 30 | 45 | 25 | true | true | false | true | 0.12 | 1.74 | 0.09 | Healthcare:EW;Comm:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -7 | 16 | DealerB | DealerAxed | 4 | 90 | 302 | -33 | Sector>limit | Rotate | Sector concentration above limit | 204 | Reviewed by risk; hedges staggered |
C09249 | CR0528 | 2025-08-21 | Calm | 93 | 368 | 3.2 | 2.1 | 2,638,554,136 | Comm:28.5;Materials:17.5;RealEstate:28.1;Healthcare:17.1;Utilities:8.9 | US:66.5;EU:10.0;APAC:9.1;EMEA:11.1;LATAM:3.2 | A:12.2;AAA:19.5;BB:18.6;CCC:20.3;B:29.3 | 3.47 | 57.1 | 106 | 146 | 14.4 | 2.5 | 25 | 55 | 25 | true | true | true | false | 1.45 | 0.31 | 0.44 | Financials:EW | Hedge | CDX_HY: +95bps notional | -46 | -19 | DealerA | DealerAxed | 0 | 90 | 144 | -332 | VAR>budget | Rotate | Portfolio VAR above budget | 144 | Defer adds pending macro print |
C09250 | CR1513 | 2024-01-06 | Tightening | 155 | 491 | 3.9 | 1.3 | 725,928,975 | Financials:22.7;Comm:20.0;Utilities:5.2;Consumer:16.6;RealEstate:17.5;Healthcare:18.0 | US:71.8;EU:7.2;APAC:7.5;EMEA:7.9;LATAM:5.6 | AA:26.4;A:38.7;AAA:27.1;B:7.8 | 0.77 | 24.1 | 124 | 297 | 14.6 | 2 | 25 | 35 | 30 | false | true | false | false | 0.14 | 0.52 | -0.32 | Materials:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | 6 | ECN2 | DealerAxed | 3 | 87 | 270 | -254 | VAR>budget | Reduce | Portfolio VAR above budget | 173 | Defer adds pending macro print |
C09251 | CR7127 | 2025-10-05 | Stress | 243 | 763 | 6.6 | -1.9 | 816,627,477 | Utilities:35.0;RealEstate:24.1;Energy:40.9 | US:71.8;EU:4.8;APAC:6.1;EMEA:11.1;LATAM:6.2 | BBB:23.8;CCC:7.3;BB:8.9;A:21.2;AAA:18.5;AA:20.3 | 1.34 | 54.8 | 330 | 555 | 17 | 3.5 | 25 | 45 | 20 | true | true | false | true | -0.28 | 0.26 | 0.19 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 35 | DealerA | DealerAxed | 0 | 98 | 326 | 196 | VAR>budget | Hedge | Portfolio VAR above budget | 159 | Rotate into defensive sectors |
C09252 | CR1233 | 2025-04-09 | Recovery | 123 | 501 | 5.1 | 0.7 | 2,882,892,248 | Comm:32.2;Utilities:11.3;RealEstate:36.6;Materials:19.9 | US:64.9;EU:12.7;APAC:12.8;EMEA:3.3;LATAM:6.3 | AAA:14.3;BBB:30.3;CCC:32.7;B:22.7 | 6.73 | 35.4 | 133 | 187 | 10.5 | 2.5 | 30 | 35 | 35 | true | true | true | false | -0.06 | 0.89 | 0.19 | Healthcare:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 26 | ECN2 | DealerAxed | 4 | 95 | 366 | -152 | Region>limit | Hedge | Regional concentration above limit | 93 | Escalate watchlist names |
C09253 | CR0355 | 2024-12-21 | Recovery | 134 | 450 | 5.9 | -0.1 | 2,733,244,533 | Industrials:22.9;Utilities:45.9;Financials:31.2 | US:73.4;EU:8.8;APAC:13.1;EMEA:3.9;LATAM:0.7 | BB:32.9;BBB:18.9;B:19.3;AA:22.8;A:6.2 | 6.02 | 40.4 | 107 | 202 | 2.3 | 4 | 25 | 55 | 35 | true | true | true | false | 1.99 | 1.35 | 0.12 | Industrials:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -30 | 19 | ECN2 | All2All | 6 | 91 | -185 | -61 | Region>limit | Hedge | Regional concentration above limit | 176 | Rotate into defensive sectors |
C09254 | CR7444 | 2025-12-15 | Tightening | 117 | 386 | 4 | 1.4 | 1,242,779,827 | Financials:39.7;Consumer:27.7;Healthcare:17.5;Comm:15.1 | US:60.0;EU:16.4;APAC:10.9;EMEA:6.3;LATAM:6.3 | B:26.9;CCC:35.5;AAA:23.7;A:13.8 | 0.44 | 22.8 | 166 | 168 | 12.8 | 3.5 | 30 | 45 | 30 | true | true | true | false | -0.03 | 1.6 | 0.13 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 28 | DealerA | DealerAxed | 5 | 90 | 190 | -360 | HYCap>limit | Hedge | High-yield share above policy cap | 166 | Defer adds pending macro print |
C09255 | CR9303 | 2024-04-26 | Tightening | 124 | 482 | 4.2 | 0.6 | 789,649,112 | Tech:16.8;Consumer:7.0;Industrials:21.3;Financials:27.2;RealEstate:27.8 | US:73.0;EU:7.1;APAC:8.3;EMEA:5.9;LATAM:5.7 | CCC:20.2;A:20.1;BB:9.5;AA:14.5;BBB:35.7 | 5.61 | 36.7 | 213 | 390 | 14.5 | 2.5 | 30 | 35 | 35 | false | true | false | true | 1.94 | -0.05 | -0.04 | Energy:EW;Utilities:EW;RealEstate:EW | Hedge | Treasury_Futures: +182bps notional | 13 | 2 | DealerC | DealerAxed | 7 | 96 | -153 | -422 | VAR>budget | Reduce | Portfolio VAR above budget | 216 | Reviewed by risk; hedges staggered |
C09256 | CR9988 | 2025-07-01 | Calm | 67 | 387 | 3.8 | 1.7 | 2,486,209,962 | Comm:23.4;Financials:15.6;Materials:11.1;Utilities:26.9;Energy:23.0 | US:56.9;EU:12.1;APAC:14.0;EMEA:10.5;LATAM:6.4 | BBB:26.8;CCC:33.3;B:16.5;AAA:23.4 | 5.24 | 53.9 | 229 | 241 | 5.4 | 2 | 35 | 35 | 25 | false | true | true | true | 2.07 | 1.45 | -0.1 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 42 | DealerC | RFQ | 12 | 94 | 333 | -325 | VAR>budget | Reduce | Portfolio VAR above budget | 221 | Tighten HY exposure bands |
C09257 | CR2995 | 2024-12-15 | Calm | 74 | 313 | 3.5 | 1.5 | 1,855,816,426 | Materials:18.8;Utilities:7.3;Industrials:17.7;Comm:26.4;Energy:29.9 | US:73.0;EU:6.7;APAC:6.4;EMEA:4.0;LATAM:9.9 | B:10.1;BBB:32.0;AA:34.1;CCC:23.8 | 5.53 | 51.5 | 207 | 477 | 16.5 | 3.5 | 30 | 45 | 25 | false | true | true | true | 0.59 | 1.36 | 0.21 | Healthcare:EW | Hedge | iTraxx_MAIN: +105bps notional | -38 | 18 | DealerA | Electronic | 5 | 99 | -81 | -121 | HYCap>limit | Reduce | High-yield share above policy cap | 177 | Defer adds pending macro print |
C09258 | CR5167 | 2024-04-11 | Recovery | 157 | 513 | 5.4 | -0.4 | 2,396,278,516 | Comm:14.1;Industrials:37.7;Consumer:36.7;Financials:11.4 | US:68.7;EU:13.6;APAC:9.1;EMEA:5.4;LATAM:3.2 | CCC:30.4;BBB:27.6;AAA:22.0;BB:20.0 | 2.21 | 33.6 | 132 | 425 | 16.1 | 4 | 20 | 55 | 25 | true | true | true | false | 0.06 | 1.08 | 0.5 | Utilities:EW | Hedge | iTraxx_MAIN: +164bps notional | -21 | 31 | DealerB | RFQ | 0 | 95 | 324 | -170 | HYCap>limit | Reduce | High-yield share above policy cap | 122 | Escalate watchlist names |
C09259 | CR0232 | 2024-03-17 | Tightening | 115 | 466 | 5.1 | 0.7 | 1,299,581,885 | Comm:28.3;Consumer:16.3;Tech:20.0;Utilities:28.6;Energy:6.8 | US:72.1;EU:8.2;APAC:13.3;EMEA:3.4;LATAM:3.0 | CCC:11.9;A:21.1;AAA:35.6;AA:31.4 | 3.35 | 47.7 | 129 | 188 | 6.3 | 3.5 | 35 | 45 | 30 | false | true | false | false | 0.5 | 0.13 | 0.4 | null | Hedge | CDX_IG: +95bps notional | 0 | -8 | ECN2 | Electronic | 2 | 99 | 76 | -204 | Region>limit | Hedge | Regional concentration above limit | 140 | Tighten HY exposure bands |
C09260 | CR1971 | 2025-09-28 | Tightening | 133 | 519 | 4.1 | 0.6 | 2,941,521,067 | Materials:26.0;Financials:37.1;Consumer:36.9 | US:61.3;EU:18.0;APAC:7.5;EMEA:9.5;LATAM:3.8 | CCC:19.5;BB:20.1;B:19.7;AAA:12.9;AA:18.3;BBB:9.5 | 2.55 | 28.9 | 175 | 478 | 11.3 | 2 | 30 | 55 | 20 | true | true | true | false | 0.06 | 1.05 | -0.2 | Materials:EW;Energy:EW | Hedge | CDX_IG: +195bps notional | -35 | -8 | DealerC | DealerAxed | 12 | 91 | -137 | -123 | Region>limit | Reduce | Regional concentration above limit | 182 | Defer adds pending macro print |
C09261 | CR7367 | 2024-03-23 | Stress | 241 | 677 | 6.4 | -0.3 | 939,215,524 | Utilities:51.2;Financials:33.9;Healthcare:14.9 | US:71.5;EU:12.7;APAC:7.2;EMEA:5.5;LATAM:3.1 | BB:9.5;AAA:27.8;BBB:25.0;AA:20.7;A:17.0 | 5.33 | 54.8 | 281 | 614 | 12.6 | 3 | 25 | 35 | 25 | true | true | false | true | 0.07 | 0.8 | 0.29 | Consumer:EW | Hedge | CDX_HY: +106bps notional | 15 | 16 | DealerB | DealerAxed | 1 | 95 | 353 | -310 | Sector>limit | Hedge | Sector concentration above limit | 93 | Escalate watchlist names |
C09262 | CR4955 | 2024-09-14 | Recovery | 108 | 510 | 6 | 1.1 | 244,021,774 | RealEstate:14.5;Utilities:23.0;Tech:62.4 | US:67.6;EU:8.9;APAC:12.1;EMEA:10.7;LATAM:0.7 | BBB:37.3;AAA:34.3;AA:14.4;A:13.9 | 5.71 | 44.9 | 194 | 280 | 6.5 | 3 | 20 | 55 | 25 | true | true | false | false | 1.6 | -0.12 | 0.46 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 23 | DealerC | All2All | 6 | 86 | 165 | 84 | HYCap>limit | Hedge | High-yield share above policy cap | 223 | Rotate into defensive sectors |
C09263 | CR2583 | 2024-12-14 | Recovery | 125 | 498 | 6 | 1.4 | 1,768,371,836 | Materials:14.6;RealEstate:44.8;Comm:40.6 | US:62.9;EU:16.2;APAC:11.0;EMEA:6.0;LATAM:3.9 | CCC:30.2;AAA:24.6;B:15.7;AA:29.5 | 3.86 | 41 | 204 | 404 | 12.6 | 2.5 | 30 | 55 | 25 | true | true | true | true | 0.21 | 0.41 | -0.11 | null | Hedge | SingleName_CDS: +63bps notional | -50 | 5 | DealerC | RFQ | 5 | 87 | 181 | -125 | HYCap>limit | Rotate | High-yield share above policy cap | 123 | Defer adds pending macro print |
C09264 | CR1268 | 2024-10-08 | Tightening | 153 | 385 | 4.8 | 0.8 | 330,461,665 | Industrials:25.6;Materials:31.5;Financials:15.4;Comm:18.3;Healthcare:9.1 | US:68.5;EU:9.1;APAC:12.7;EMEA:9.6;LATAM:0.1 | A:18.5;BBB:34.9;B:4.9;CCC:7.1;AAA:20.2;AA:14.5 | 5.02 | 29.2 | 152 | 318 | 16.1 | 2.5 | 30 | 45 | 25 | true | true | false | false | 1.23 | 0.5 | 0.35 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | -11 | DealerA | DealerAxed | 6 | 87 | 360 | -404 | HYCap>limit | Hedge | High-yield share above policy cap | 115 | Reviewed by risk; hedges staggered |
C09265 | CR3819 | 2024-09-17 | Recovery | 175 | 423 | 6.4 | 0.2 | 1,516,574,768 | Financials:15.2;Utilities:22.7;Consumer:15.7;Comm:23.5;Energy:8.0;Materials:14.9 | US:70.3;EU:12.8;APAC:6.1;EMEA:8.4;LATAM:2.4 | A:18.3;AAA:14.7;BBB:37.3;B:17.9;CCC:11.9 | 5.9 | 51.9 | 87 | 136 | 6.7 | 4 | 20 | 45 | 25 | true | true | true | false | 0.29 | 1.39 | 0.3 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | 14 | DealerA | Electronic | 7 | 87 | -13 | 64 | HYCap>limit | Reduce | High-yield share above policy cap | 246 | Reviewed by risk; hedges staggered |
C09266 | CR1834 | 2024-11-11 | Recovery | 133 | 561 | 4.9 | -0.1 | 871,608,924 | Industrials:30.3;Financials:22.4;Tech:17.9;Consumer:29.4 | US:67.3;EU:7.8;APAC:12.6;EMEA:7.9;LATAM:4.3 | A:21.2;CCC:28.6;BB:31.3;AA:8.3;BBB:10.6 | 7.43 | 34.8 | 199 | 464 | 7.7 | 2 | 35 | 45 | 20 | false | true | true | false | 2.27 | 0.07 | -0.03 | null | Hedge | Treasury_Futures: +127bps notional | -41 | -13 | DealerB | RFQ | 0 | 96 | -99 | 22 | Sector>limit | Rotate | Sector concentration above limit | 171 | Rotate into defensive sectors |
C09267 | CR2533 | 2024-04-18 | Calm | 74 | 292 | 3.6 | 2.7 | 726,932,625 | Materials:17.5;Healthcare:23.9;RealEstate:23.3;Comm:25.5;Consumer:9.8 | US:65.9;EU:10.7;APAC:9.1;EMEA:9.1;LATAM:5.1 | B:24.5;A:13.3;CCC:26.9;AA:18.9;AAA:16.5 | 4.95 | 63.7 | 190 | 317 | 5 | 3 | 20 | 55 | 20 | true | true | true | false | -0.06 | 1.19 | 0.12 | RealEstate:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | -8 | DealerA | Electronic | 1 | 92 | 440 | -269 | HYCap>limit | Rotate | High-yield share above policy cap | 207 | Reviewed by risk; hedges staggered |
C09268 | CR4686 | 2025-04-09 | Calm | 80 | 281 | 4.3 | 2.3 | 2,513,950,367 | Utilities:17.9;Comm:50.2;Energy:31.9 | US:64.7;EU:14.2;APAC:11.4;EMEA:7.9;LATAM:1.8 | A:18.0;AAA:30.3;CCC:10.7;BB:19.6;BBB:21.4 | 2.87 | 43.1 | 132 | 376 | 14.2 | 2.5 | 20 | 55 | 35 | true | true | false | false | 1.39 | 0.1 | -0.06 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | 8 | ECN1 | Electronic | 3 | 92 | 1 | -399 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Escalate watchlist names |
C09269 | CR2255 | 2024-03-19 | Tightening | 154 | 473 | 4 | 1.5 | 1,633,473,420 | Financials:28.9;Industrials:30.6;Tech:24.5;RealEstate:16.0 | US:64.1;EU:14.5;APAC:7.9;EMEA:6.5;LATAM:6.9 | AAA:9.1;A:21.9;BB:7.0;BBB:23.8;CCC:19.3;AA:18.9 | 5.1 | 20.5 | 199 | 444 | 11.8 | 3 | 35 | 45 | 30 | false | true | false | false | 0.07 | 1.44 | 0.13 | RealEstate:EW | Hedge | iTraxx_MAIN: +74bps notional | -31 | -19 | DealerC | RFQ | 8 | 88 | -181 | -309 | VAR>budget | Rotate | Portfolio VAR above budget | 200 | Reviewed by risk; hedges staggered |
C09270 | CR0137 | 2025-10-10 | Tightening | 107 | 399 | 4.9 | 1.4 | 1,497,028,483 | Utilities:17.9;Industrials:21.2;Healthcare:9.7;RealEstate:15.6;Tech:18.0;Consumer:17.5 | US:68.8;EU:14.5;APAC:10.8;EMEA:4.6;LATAM:1.3 | BB:24.5;B:7.7;CCC:19.5;A:35.4;AA:12.9 | 3.91 | 33.8 | 145 | 420 | 14.1 | 3.5 | 35 | 35 | 25 | false | true | true | false | -0.07 | -0.14 | -0.06 | Industrials:EW | Hedge | Treasury_Futures: +88bps notional | -25 | 31 | DealerC | RFQ | 0 | 95 | 267 | -290 | Sector>limit | PauseAdds | Sector concentration above limit | 124 | Rotate into defensive sectors |
C09271 | CR2329 | 2024-11-24 | Recovery | 130 | 615 | 6 | -0.3 | 710,247,115 | Comm:32.2;Industrials:12.4;Utilities:23.3;RealEstate:32.1 | US:67.1;EU:8.3;APAC:11.8;EMEA:7.8;LATAM:5.0 | CCC:15.1;B:33.6;AAA:13.2;A:38.2 | 6.26 | 50.1 | 111 | 480 | 3.2 | 4 | 30 | 55 | 25 | true | true | true | false | 0.01 | 1.5 | 0.6 | Comm:EW | Hedge | Treasury_Futures: +138bps notional | -35 | -14 | DealerA | All2All | 3 | 87 | -55 | -294 | Sector>limit | Rotate | Sector concentration above limit | 193 | Rotate into defensive sectors |
C09272 | CR5221 | 2024-11-16 | Recovery | 111 | 650 | 5.4 | -0.4 | 2,710,264,976 | Materials:11.9;Utilities:26.1;Healthcare:30.3;Financials:31.6 | US:75.7;EU:7.0;APAC:5.9;EMEA:10.3;LATAM:1.2 | A:18.0;AAA:21.0;CCC:4.3;BBB:37.4;BB:19.3 | 6.09 | 33.2 | 120 | 211 | 6 | 3 | 30 | 45 | 20 | true | true | true | false | 1.83 | 0.27 | 0.05 | null | Hedge | Treasury_Futures: +192bps notional | -4 | -11 | ECN1 | Electronic | 6 | 98 | 82 | -232 | HYCap>limit | Reduce | High-yield share above policy cap | 248 | Rotate into defensive sectors |
C09273 | CR7754 | 2025-03-05 | Tightening | 101 | 420 | 4.2 | 0.5 | 524,662,931 | Consumer:16.1;Tech:10.6;Financials:22.8;Energy:28.0;RealEstate:22.5 | US:69.5;EU:8.3;APAC:9.6;EMEA:7.6;LATAM:5.1 | BB:3.7;CCC:7.9;AAA:18.0;BBB:18.1;A:14.1;AA:38.2 | 3.19 | 31.5 | 221 | 478 | 8.1 | 3 | 35 | 55 | 25 | false | true | false | true | 0.05 | 0.31 | 0.4 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | -5 | DealerA | RFQ | 2 | 93 | -148 | -30 | HYCap>limit | Hedge | High-yield share above policy cap | 166 | Defer adds pending macro print |
C09274 | CR9048 | 2024-04-14 | Calm | 84 | 381 | 3.8 | 2.2 | 817,359,219 | Tech:10.2;Consumer:18.7;Materials:9.5;Energy:23.0;Financials:28.2;RealEstate:10.3 | US:68.0;EU:12.9;APAC:6.2;EMEA:6.6;LATAM:6.4 | B:4.5;BBB:35.4;A:32.8;AA:19.1;BB:8.2 | 3.44 | 43.7 | 91 | 127 | 6.9 | 4 | 20 | 55 | 35 | true | true | false | false | 1.34 | 1.03 | -0.3 | Energy:EW | Hedge | CDX_IG: +172bps notional | -34 | 1 | ECN2 | DealerAxed | 0 | 100 | 336 | -40 | VAR>budget | Hedge | Portfolio VAR above budget | 196 | Escalate watchlist names |
C09275 | CR9713 | 2024-09-09 | Tightening | 110 | 453 | 5.1 | 0.9 | 2,954,391,113 | Financials:19.9;Healthcare:22.8;RealEstate:25.5;Energy:31.8 | US:61.1;EU:13.1;APAC:10.6;EMEA:10.1;LATAM:5.1 | AA:19.3;CCC:40.9;B:14.0;BB:25.9 | 5.89 | 20.7 | 120 | 141 | 3.3 | 3 | 30 | 45 | 20 | true | true | true | false | 1.07 | -0.05 | -0.3 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -31 | 43 | DealerC | DealerAxed | 11 | 92 | 316 | -287 | VAR>budget | Hedge | Portfolio VAR above budget | 152 | Defer adds pending macro print |
C09276 | CR6750 | 2024-08-02 | Calm | 79 | 344 | 3.6 | 2.7 | 364,045,749 | RealEstate:29.1;Utilities:11.2;Healthcare:22.2;Tech:17.3;Consumer:20.1 | US:59.4;EU:14.2;APAC:12.7;EMEA:9.7;LATAM:4.0 | BB:18.1;AAA:25.3;CCC:27.6;A:29.1 | 1.74 | 46.4 | 206 | 387 | 3.5 | 4 | 35 | 45 | 30 | false | true | true | true | 0.17 | 1.75 | 0.41 | Utilities:EW | Hedge | iTraxx_MAIN: +130bps notional | -36 | -21 | ECN1 | Electronic | 12 | 85 | -128 | -411 | HYCap>limit | Hedge | High-yield share above policy cap | 247 | Reviewed by risk; hedges staggered |
C09277 | CR3790 | 2024-12-23 | Stress | 163 | 818 | 7.1 | -2 | 2,085,429,855 | Consumer:21.4;Healthcare:16.6;Comm:17.2;Materials:11.6;Industrials:8.3;RealEstate:24.8 | US:67.6;EU:5.6;APAC:8.7;EMEA:11.6;LATAM:6.5 | BBB:20.3;BB:19.0;AAA:22.8;CCC:12.7;A:25.2 | 3.3 | 59.3 | 160 | 368 | 8.4 | 3.5 | 25 | 35 | 25 | false | true | true | false | 0.37 | 1.47 | -0.4 | null | Hedge | CDX_HY: +50bps notional | -15 | 12 | ECN1 | DealerAxed | 1 | 97 | 159 | -248 | VAR>budget | Hedge | Portfolio VAR above budget | 219 | Tighten HY exposure bands |
C09278 | CR4470 | 2025-09-19 | Recovery | 161 | 485 | 5.9 | 0.6 | 1,168,908,443 | Tech:29.1;Comm:32.6;Healthcare:38.3 | US:73.3;EU:7.5;APAC:12.3;EMEA:6.1;LATAM:0.8 | CCC:5.3;AA:16.7;AAA:15.5;BBB:14.3;BB:10.8;A:37.4 | 1.75 | 60.5 | 170 | 141 | 17 | 3.5 | 35 | 35 | 20 | true | true | false | false | 0.15 | 0.93 | 0.49 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | -19 | ECN2 | DealerAxed | 5 | 93 | 309 | 105 | HYCap>limit | PauseAdds | High-yield share above policy cap | 204 | Defer adds pending macro print |
C09279 | CR2693 | 2024-04-30 | Calm | 99 | 411 | 4.2 | 1.6 | 333,146,522 | RealEstate:39.7;Tech:16.4;Industrials:24.4;Materials:19.5 | US:61.6;EU:15.2;APAC:10.8;EMEA:6.0;LATAM:6.4 | A:9.8;CCC:24.2;BBB:18.9;AA:26.3;B:11.8;BB:9.1 | 5.15 | 38.9 | 89 | 434 | 6 | 4 | 30 | 55 | 25 | true | true | true | false | 0.24 | 0.36 | -0.24 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 39 | ECN1 | DealerAxed | 1 | 90 | 367 | -180 | Sector>limit | Rotate | Sector concentration above limit | 103 | Tighten HY exposure bands |
C09280 | CR3929 | 2025-08-18 | Recovery | 119 | 628 | 6.3 | 0.7 | 2,744,185,502 | Industrials:33.6;Utilities:38.0;Energy:28.4 | US:71.6;EU:10.8;APAC:5.7;EMEA:11.4;LATAM:0.4 | AAA:20.6;AA:9.7;B:13.7;CCC:23.7;BBB:19.7;BB:12.6 | 5.97 | 56.7 | 238 | 328 | 14.9 | 3 | 25 | 45 | 35 | true | true | true | true | -0.23 | 0.7 | -0.25 | Consumer:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | -4 | DealerB | All2All | 8 | 95 | 71 | -40 | HYCap>limit | Rotate | High-yield share above policy cap | 185 | Reviewed by risk; hedges staggered |
C09281 | CR6526 | 2024-10-19 | Calm | 91 | 288 | 4.2 | 2 | 1,466,661,364 | Energy:47.1;Comm:25.6;Healthcare:27.3 | US:70.1;EU:8.3;APAC:10.8;EMEA:10.7;LATAM:0.1 | CCC:26.7;B:11.0;AAA:28.3;AA:21.7;A:12.4 | 2.57 | 54.6 | 142 | 499 | 4.9 | 2.5 | 30 | 55 | 35 | true | true | true | false | 1.48 | -0.03 | 0.04 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 30 | DealerA | RFQ | 3 | 94 | -49 | -396 | Sector>limit | Hedge | Sector concentration above limit | 182 | Defer adds pending macro print |
C09282 | CR5631 | 2024-12-11 | Tightening | 94 | 426 | 4.4 | 0.9 | 589,080,072 | Comm:24.5;Tech:32.3;RealEstate:31.7;Healthcare:11.5 | US:73.4;EU:5.3;APAC:13.4;EMEA:7.2;LATAM:0.7 | AAA:25.5;AA:14.8;A:27.0;B:32.7 | 6.2 | 25.4 | 275 | 242 | 2.7 | 4 | 25 | 35 | 20 | true | true | true | true | 1.59 | 0.16 | 0.38 | Utilities:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 18 | ECN2 | All2All | 1 | 92 | 73 | -178 | Region>limit | Hedge | Regional concentration above limit | 109 | Tighten HY exposure bands |
C09283 | CR9861 | 2025-05-03 | Stress | 222 | 568 | 6.3 | -1.8 | 2,955,729,065 | Healthcare:28.6;Materials:56.9;Energy:14.5 | US:57.7;EU:16.5;APAC:10.8;EMEA:11.9;LATAM:3.2 | BB:19.0;AAA:24.6;B:26.1;AA:30.3 | 5.74 | 59.5 | 302 | 426 | 16.9 | 2 | 35 | 45 | 30 | true | true | true | true | -0.15 | 1.2 | -0.22 | Comm:EW | Hedge | iTraxx_XOVER: +146bps notional | -54 | 39 | DealerB | Electronic | 3 | 99 | 260 | -86 | HYCap>limit | Reduce | High-yield share above policy cap | 222 | Tighten HY exposure bands |
C09284 | CR8378 | 2025-12-26 | Tightening | 115 | 508 | 4.3 | 1 | 1,923,754,921 | Industrials:7.7;Tech:18.1;Materials:15.9;Healthcare:22.4;Utilities:10.1;Financials:25.8 | US:70.3;EU:7.4;APAC:7.3;EMEA:12.9;LATAM:2.1 | BBB:22.8;CCC:9.5;B:12.8;AAA:24.5;A:20.0;BB:10.3 | 6.25 | 59.5 | 209 | 513 | 14.3 | 2 | 25 | 35 | 35 | true | true | false | true | -0.47 | 0.45 | 0.56 | null | Hedge | iTraxx_XOVER: +154bps notional | -41 | -3 | DealerC | All2All | 12 | 88 | -18 | -354 | HYCap>limit | Reduce | High-yield share above policy cap | 149 | Defer adds pending macro print |
C09285 | CR8716 | 2025-08-26 | Calm | 91 | 317 | 3.4 | 2 | 2,534,073,000 | Tech:22.7;RealEstate:25.0;Comm:26.3;Healthcare:18.1;Industrials:7.9 | US:76.6;EU:5.9;APAC:12.2;EMEA:5.0;LATAM:0.4 | AAA:40.5;CCC:5.9;BBB:25.4;BB:28.2 | 6.39 | 30.6 | 260 | 159 | 17.6 | 3.5 | 30 | 35 | 20 | false | true | true | true | -0.07 | 1.56 | 0.35 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | -2 | ECN1 | RFQ | 0 | 96 | -114 | 119 | Sector>limit | Rotate | Sector concentration above limit | 163 | Tighten HY exposure bands |
C09286 | CR0170 | 2024-06-07 | Calm | 119 | 297 | 4.5 | 2.9 | 1,292,214,016 | Materials:9.3;Consumer:34.1;Energy:24.5;Utilities:32.1 | US:68.8;EU:11.4;APAC:11.3;EMEA:4.0;LATAM:4.4 | AAA:18.4;BB:19.8;B:32.9;BBB:29.0 | 3.6 | 32.3 | 159 | 129 | 6.1 | 3 | 30 | 55 | 20 | true | true | true | false | 1.02 | 1.11 | 0.51 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 15 | DealerC | Electronic | 3 | 90 | 23 | -186 | VAR>budget | Hedge | Portfolio VAR above budget | 192 | Tighten HY exposure bands |
C09287 | CR1591 | 2024-01-26 | Calm | 113 | 286 | 3.3 | 1.8 | 192,675,301 | Tech:24.9;RealEstate:19.5;Comm:24.7;Financials:10.3;Industrials:7.0;Energy:13.6 | US:67.5;EU:18.6;APAC:6.5;EMEA:5.9;LATAM:1.5 | B:14.0;CCC:36.7;BB:12.6;BBB:12.5;AA:24.2 | 2.29 | 42.7 | 213 | 362 | 2.6 | 2 | 30 | 45 | 25 | false | true | true | true | 1.84 | 0.06 | 0.13 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -41 | -12 | ECN2 | All2All | 7 | 92 | -18 | -284 | Region>limit | Reduce | Regional concentration above limit | 91 | Rotate into defensive sectors |
C09288 | CR7456 | 2024-09-04 | Tightening | 135 | 515 | 4.5 | 0.6 | 1,738,298,313 | Utilities:49.1;Financials:26.1;RealEstate:24.8 | US:62.1;EU:13.7;APAC:10.8;EMEA:10.0;LATAM:3.4 | A:27.3;B:31.7;BB:24.1;AA:17.0 | 2.88 | 52.1 | 117 | 173 | 16.4 | 3 | 20 | 55 | 30 | true | true | true | false | 2.11 | -0.23 | 0.49 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -7 | 38 | DealerA | RFQ | 10 | 97 | 214 | 132 | VAR>budget | Rotate | Portfolio VAR above budget | 256 | Escalate watchlist names |
C09289 | CR4451 | 2024-04-09 | Tightening | 136 | 378 | 4 | 0.8 | 1,958,576,707 | Financials:22.0;Materials:22.5;Industrials:19.4;Utilities:13.1;RealEstate:5.5;Consumer:17.5 | US:66.8;EU:6.9;APAC:11.6;EMEA:8.2;LATAM:6.5 | A:25.4;AAA:19.0;BB:16.8;CCC:21.5;BBB:17.4 | 6.6 | 57.2 | 242 | 179 | 17.3 | 2 | 25 | 35 | 35 | false | true | true | true | 2.31 | 0.06 | -0.05 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 5 | DealerB | Electronic | 1 | 87 | 138 | 179 | Region>limit | Reduce | Regional concentration above limit | 180 | Reviewed by risk; hedges staggered |
C09290 | CR6829 | 2024-01-25 | Calm | 68 | 361 | 4.1 | 1.8 | 2,052,082,848 | Utilities:13.1;Comm:8.2;Energy:23.4;Healthcare:28.1;Materials:27.3 | US:63.8;EU:20.0;APAC:7.3;EMEA:6.0;LATAM:2.9 | BB:24.6;CCC:37.9;BBB:15.7;B:21.8 | 1.94 | 43.7 | 150 | 459 | 2.5 | 2.5 | 30 | 35 | 20 | false | true | true | false | -0.33 | 1.16 | -0.1 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | -20 | DealerA | DealerAxed | 5 | 93 | 291 | -279 | HYCap>limit | Hedge | High-yield share above policy cap | 183 | Defer adds pending macro print |
C09291 | CR1250 | 2024-05-06 | Calm | 76 | 367 | 4.3 | 2.2 | 490,174,497 | Materials:13.9;RealEstate:22.7;Energy:18.3;Financials:19.4;Industrials:6.3;Consumer:19.4 | US:66.9;EU:18.5;APAC:5.5;EMEA:4.6;LATAM:4.6 | A:36.8;AA:12.9;CCC:33.8;BBB:16.5 | 1.59 | 63.5 | 85 | 498 | 8.8 | 3.5 | 25 | 45 | 25 | false | true | true | false | 0.99 | 0.58 | 0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -30 | 11 | DealerC | All2All | 3 | 91 | -15 | 20 | VAR>budget | Reduce | Portfolio VAR above budget | 226 | Rotate into defensive sectors |
C09292 | CR5567 | 2024-08-07 | Stress | 215 | 697 | 5.5 | -1.7 | 2,095,064,906 | Healthcare:19.3;RealEstate:25.6;Energy:19.8;Consumer:35.3 | US:62.4;EU:16.3;APAC:7.2;EMEA:6.6;LATAM:7.5 | BB:11.6;BBB:22.9;A:11.8;AAA:21.9;AA:23.1;B:8.7 | 7.35 | 40 | 202 | 477 | 19.8 | 3.5 | 35 | 45 | 35 | true | true | false | true | 0.02 | 1.75 | -0.16 | null | Hedge | CDX_HY: +164bps notional | -17 | 43 | DealerB | DealerAxed | 5 | 85 | 60 | -206 | Region>limit | Hedge | Regional concentration above limit | 165 | Defer adds pending macro print |
C09293 | CR9167 | 2025-06-24 | Recovery | 118 | 441 | 6.5 | 0.8 | 942,504,141 | Utilities:20.3;Healthcare:12.5;RealEstate:30.7;Comm:36.5 | US:60.4;EU:13.6;APAC:13.9;EMEA:6.0;LATAM:6.1 | BBB:20.0;B:27.4;CCC:16.1;A:27.7;AAA:8.8 | 2.56 | 60.8 | 127 | 216 | 3.1 | 3.5 | 30 | 45 | 20 | true | true | true | false | 2.02 | 1.49 | -0.17 | Consumer:EW | Hedge | SingleName_CDS: +85bps notional | -37 | 20 | DealerA | Electronic | 7 | 94 | -178 | -194 | Sector>limit | Reduce | Sector concentration above limit | 99 | Reviewed by risk; hedges staggered |
C09294 | CR1083 | 2025-07-04 | Stress | 236 | 582 | 8.1 | 0.3 | 1,059,276,233 | Utilities:17.4;Industrials:9.8;Consumer:11.5;RealEstate:25.9;Financials:9.4;Tech:25.9 | US:74.4;EU:5.9;APAC:11.2;EMEA:7.6;LATAM:0.8 | A:18.6;AA:16.8;AAA:46.7;B:17.9 | 4.18 | 64.8 | 198 | 524 | 6.9 | 2 | 30 | 35 | 25 | false | true | false | false | 0.4 | 0.63 | 0.01 | null | Hedge | iTraxx_MAIN: +101bps notional | 9 | 5 | ECN1 | Electronic | 3 | 100 | -133 | -229 | HYCap>limit | Reduce | High-yield share above policy cap | 140 | Tighten HY exposure bands |
C09295 | CR0034 | 2025-09-21 | Calm | 93 | 297 | 4 | 2.1 | 2,774,508,664 | Energy:8.5;Consumer:21.6;Comm:7.2;Utilities:23.5;Tech:15.5;Materials:23.7 | US:73.4;EU:11.0;APAC:6.9;EMEA:4.2;LATAM:4.5 | AAA:33.3;CCC:12.8;A:22.1;B:31.8 | 1.98 | 49.7 | 259 | 194 | 5.9 | 3.5 | 35 | 45 | 30 | false | true | true | true | 1.93 | 0.37 | -0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 2 | DealerA | DealerAxed | 5 | 98 | -58 | -365 | HYCap>limit | Reduce | High-yield share above policy cap | 129 | Reviewed by risk; hedges staggered |
C09296 | CR6794 | 2024-02-18 | Calm | 105 | 346 | 4.3 | 2.1 | 848,230,863 | Energy:26.2;RealEstate:27.4;Comm:23.9;Utilities:22.5 | US:65.7;EU:8.5;APAC:12.3;EMEA:7.5;LATAM:6.0 | B:31.2;CCC:7.7;AAA:20.1;AA:13.6;BB:16.1;A:11.2 | 6.96 | 53.7 | 124 | 309 | 14 | 4 | 30 | 35 | 35 | false | true | true | false | 1.95 | -0.3 | 0.07 | Financials:EW;Energy:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 32 | ECN2 | RFQ | 12 | 92 | 82 | -300 | Region>limit | Hedge | Regional concentration above limit | 187 | Reviewed by risk; hedges staggered |
C09297 | CR1808 | 2025-02-16 | Stress | 234 | 601 | 6 | 0.1 | 1,372,671,308 | Industrials:38.6;Energy:25.2;Utilities:36.2 | US:68.7;EU:11.6;APAC:11.7;EMEA:5.1;LATAM:2.8 | A:20.9;BB:20.2;AAA:41.1;AA:17.9 | 5.68 | 38.9 | 320 | 532 | 9.9 | 2.5 | 35 | 35 | 20 | true | true | true | true | 2.26 | 0.33 | 0.11 | Healthcare:EW;Comm:EW;Utilities:EW | Hedge | CDX_HY: +133bps notional | -51 | 9 | ECN2 | All2All | 4 | 94 | -133 | -279 | Region>limit | Hedge | Regional concentration above limit | 250 | Defer adds pending macro print |
C09298 | CR2228 | 2025-11-30 | Calm | 107 | 316 | 3.9 | 2.2 | 559,876,690 | RealEstate:11.7;Industrials:30.7;Healthcare:22.4;Materials:19.8;Tech:15.4 | US:66.0;EU:9.5;APAC:10.9;EMEA:10.4;LATAM:3.2 | AAA:17.9;A:29.4;B:21.7;BBB:20.5;CCC:10.4 | 3.92 | 43.3 | 146 | 296 | 5.1 | 2 | 30 | 45 | 35 | true | true | false | false | 0.5 | 0.22 | 0.29 | Energy:EW | Hedge | Treasury_Futures: +197bps notional | -5 | -13 | ECN2 | RFQ | 8 | 91 | -179 | 38 | HYCap>limit | Rotate | High-yield share above policy cap | 186 | Reviewed by risk; hedges staggered |
C09299 | CR5732 | 2024-08-20 | Calm | 103 | 307 | 3.9 | 1.9 | 2,388,188,950 | Comm:8.5;Energy:21.6;Materials:21.3;Tech:9.6;RealEstate:22.5;Consumer:16.4 | US:67.9;EU:5.5;APAC:12.4;EMEA:9.6;LATAM:4.6 | B:20.1;BBB:12.9;AA:19.5;A:16.0;AAA:22.9;BB:8.5 | 6.35 | 28.2 | 190 | 498 | 16 | 3 | 35 | 35 | 35 | false | true | false | false | 1.67 | 0.81 | 0.59 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | -5 | DealerC | Electronic | 0 | 86 | 114 | 22 | Region>limit | Hedge | Regional concentration above limit | 230 | Rotate into defensive sectors |
C09300 | CR4820 | 2024-08-30 | Tightening | 160 | 437 | 4.1 | 2 | 350,763,034 | Materials:23.3;Consumer:27.7;Healthcare:49.0 | US:62.2;EU:14.7;APAC:12.4;EMEA:7.1;LATAM:3.6 | BB:14.6;BBB:29.9;CCC:22.1;A:33.4 | 6.1 | 29 | 170 | 394 | 16.8 | 2 | 20 | 45 | 25 | true | true | true | false | 2.28 | 1.09 | -0.11 | null | Hedge | Treasury_Futures: +149bps notional | 1 | 38 | ECN2 | Electronic | 0 | 90 | 410 | -261 | Sector>limit | Hedge | Sector concentration above limit | 247 | Rotate into defensive sectors |
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