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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09301 | CR1416 | 2024-04-03 | Calm | 105 | 383 | 4.5 | 2.2 | 703,780,180 | Utilities:20.6;Comm:16.3;Healthcare:13.9;Materials:12.6;Energy:24.7;Consumer:11.9 | US:68.5;EU:9.3;APAC:12.5;EMEA:5.6;LATAM:4.1 | CCC:21.5;B:31.2;AA:20.6;AAA:26.7 | 4.71 | 20.4 | 177 | 186 | 12.4 | 3 | 25 | 35 | 25 | false | true | true | false | 1.71 | 0.81 | 0.15 | null | Hedge | CDX_HY: +58bps notional | -35 | 19 | ECN2 | DealerAxed | 4 | 87 | -2 | -111 | VAR>budget | Reduce | Portfolio VAR above budget | 220 | Escalate watchlist names |
C09302 | CR5217 | 2024-04-26 | Tightening | 94 | 482 | 4.4 | 1.1 | 409,479,481 | Consumer:26.6;Healthcare:16.6;Comm:21.9;Industrials:14.0;Utilities:20.9 | US:58.0;EU:17.7;APAC:13.4;EMEA:9.5;LATAM:1.5 | BBB:15.1;B:36.7;CCC:32.6;BB:15.6 | 3.63 | 26.5 | 250 | 479 | 14.7 | 3 | 25 | 45 | 20 | true | true | true | true | 2.29 | 1.42 | 0.58 | Comm:EW | Hedge | CDX_HY: +158bps notional | 3 | 38 | ECN2 | All2All | 9 | 100 | 327 | -8 | HYCap>limit | Rotate | High-yield share above policy cap | 168 | Escalate watchlist names |
C09303 | CR5621 | 2024-04-25 | Stress | 169 | 722 | 6.3 | 0.7 | 2,994,624,281 | Financials:47.9;Tech:26.8;Comm:25.3 | US:66.3;EU:12.1;APAC:5.8;EMEA:10.6;LATAM:5.1 | BB:9.5;B:45.9;CCC:11.8;BBB:9.4;AAA:23.4 | 2.7 | 52.1 | 359 | 646 | 14.3 | 2 | 30 | 55 | 30 | true | true | true | true | 1.85 | 0.09 | -0.33 | Comm:EW | Hedge | SingleName_CDS: +53bps notional | 16 | 10 | DealerA | All2All | 5 | 87 | -121 | 44 | Sector>limit | Hedge | Sector concentration above limit | 200 | Reviewed by risk; hedges staggered |
C09304 | CR2139 | 2024-02-26 | Calm | 98 | 301 | 3.9 | 1.6 | 478,506,207 | RealEstate:20.0;Consumer:18.2;Materials:9.4;Utilities:24.4;Healthcare:27.9 | US:62.5;EU:18.4;APAC:6.9;EMEA:8.3;LATAM:3.9 | BBB:35.4;B:9.3;BB:13.5;AA:26.6;A:15.2 | 0.82 | 60.5 | 153 | 280 | 2.9 | 2 | 20 | 35 | 25 | true | true | false | false | 1.57 | 0.75 | -0.24 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | -1 | DealerA | All2All | 2 | 86 | 264 | -1 | VAR>budget | Reduce | Portfolio VAR above budget | 202 | Escalate watchlist names |
C09305 | CR7452 | 2025-10-18 | Tightening | 140 | 401 | 4.6 | 0.7 | 735,216,587 | Energy:26.9;Comm:22.3;Consumer:27.4;Financials:23.4 | US:57.1;EU:10.2;APAC:15.2;EMEA:10.8;LATAM:6.7 | AAA:16.2;AA:26.4;A:12.2;BB:19.6;CCC:10.3;BBB:15.3 | 2.8 | 27.7 | 267 | 225 | 11.8 | 2.5 | 30 | 35 | 25 | false | true | true | true | 1.52 | 0.36 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | 26 | ECN2 | RFQ | 7 | 99 | 46 | -374 | Region>limit | Hedge | Regional concentration above limit | 118 | Escalate watchlist names |
C09306 | CR9120 | 2024-10-14 | Calm | 90 | 358 | 4.1 | 2.8 | 2,073,923,874 | Consumer:28.4;Healthcare:44.3;Industrials:27.3 | US:67.2;EU:14.1;APAC:12.2;EMEA:3.5;LATAM:2.9 | B:15.5;BB:20.6;BBB:34.2;AA:17.6;CCC:12.1 | 1.34 | 58.3 | 203 | 451 | 13.5 | 4 | 25 | 35 | 20 | true | true | true | true | 1.74 | 1.54 | 0.5 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -15 | 0 | DealerC | DealerAxed | 11 | 100 | 23 | -256 | Sector>limit | Hedge | Sector concentration above limit | 166 | Escalate watchlist names |
C09307 | CR2236 | 2024-09-01 | Recovery | 176 | 615 | 4.9 | 0.6 | 2,696,934,666 | Energy:24.6;Industrials:33.3;Materials:42.1 | US:67.3;EU:15.1;APAC:7.6;EMEA:4.9;LATAM:5.1 | B:2.3;A:18.1;CCC:10.3;AA:16.5;BB:8.9;AAA:43.8 | 1.48 | 49.2 | 225 | 328 | 10.3 | 2.5 | 30 | 45 | 35 | true | true | false | true | 2.09 | 0.7 | -0.25 | Healthcare:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | 34 | DealerA | DealerAxed | 4 | 85 | 113 | -149 | VAR>budget | Hedge | Portfolio VAR above budget | 220 | Tighten HY exposure bands |
C09308 | CR6223 | 2024-06-28 | Stress | 223 | 798 | 7.9 | -0.4 | 1,008,382,424 | RealEstate:36.9;Utilities:39.3;Financials:23.8 | US:70.9;EU:6.5;APAC:8.7;EMEA:7.6;LATAM:6.5 | B:14.0;AA:33.4;A:18.2;BBB:34.4 | 3.35 | 42.8 | 172 | 311 | 5.8 | 2 | 35 | 55 | 35 | true | true | false | false | 0.61 | 0.89 | 0.6 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 30 | DealerC | Electronic | 4 | 87 | 302 | 109 | Region>limit | Rotate | Regional concentration above limit | 245 | Defer adds pending macro print |
C09309 | CR8977 | 2024-06-15 | Recovery | 176 | 539 | 5.7 | 1.6 | 2,801,264,800 | RealEstate:17.3;Energy:28.6;Utilities:54.0 | US:69.1;EU:16.9;APAC:5.2;EMEA:6.3;LATAM:2.4 | A:17.5;AAA:10.6;BBB:19.4;BB:17.1;AA:11.1;CCC:24.4 | 1.62 | 54.1 | 127 | 475 | 5.6 | 3 | 25 | 55 | 25 | true | true | true | false | -0.48 | 0.94 | 0.17 | null | Hedge | Options_Payer: +78bps notional | -18 | 41 | ECN1 | RFQ | 8 | 91 | 188 | -97 | HYCap>limit | Reduce | High-yield share above policy cap | 193 | Tighten HY exposure bands |
C09310 | CR7945 | 2025-01-08 | Tightening | 117 | 447 | 4.5 | 0.7 | 64,599,422 | RealEstate:23.8;Energy:20.9;Financials:8.5;Utilities:20.1;Materials:21.3;Tech:5.5 | US:61.5;EU:19.4;APAC:7.6;EMEA:9.5;LATAM:1.9 | A:14.4;AA:13.9;AAA:27.5;BB:16.2;BBB:21.4;B:6.6 | 5.18 | 61.7 | 154 | 155 | 15.5 | 3 | 20 | 55 | 20 | true | true | true | false | 2.15 | 0.35 | -0.3 | Healthcare:EW | Hedge | CDX_HY: +126bps notional | -51 | 45 | ECN2 | Electronic | 3 | 89 | 332 | -227 | HYCap>limit | Rotate | High-yield share above policy cap | 147 | Escalate watchlist names |
C09311 | CR8907 | 2024-03-10 | Calm | 69 | 408 | 4 | 2.9 | 1,320,117,591 | Materials:24.2;Tech:15.1;Energy:19.4;Comm:18.0;RealEstate:23.3 | US:65.9;EU:8.8;APAC:13.2;EMEA:11.7;LATAM:0.4 | BBB:24.8;AAA:7.7;AA:12.1;B:26.6;CCC:17.4;BB:11.4 | 2.61 | 31.5 | 259 | 406 | 2.9 | 2.5 | 25 | 35 | 25 | false | true | true | true | 1.39 | 0.89 | -0.11 | Financials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | -6 | DealerB | All2All | 1 | 92 | 361 | 143 | HYCap>limit | PauseAdds | High-yield share above policy cap | 154 | Rotate into defensive sectors |
C09312 | CR9976 | 2024-06-05 | Recovery | 105 | 442 | 5.8 | 1.2 | 1,248,005,911 | Healthcare:20.0;Utilities:13.4;Consumer:13.1;Comm:21.1;Materials:8.3;Industrials:24.0 | US:71.2;EU:8.2;APAC:10.6;EMEA:9.8;LATAM:0.2 | AA:19.0;A:37.3;AAA:35.2;BB:8.5 | 7.01 | 36 | 232 | 242 | 15.4 | 4 | 20 | 55 | 35 | true | true | false | true | -0.24 | 0.63 | 0.41 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 33 | ECN1 | RFQ | 2 | 90 | -100 | 104 | HYCap>limit | Rotate | High-yield share above policy cap | 239 | Reviewed by risk; hedges staggered |
C09313 | CR6674 | 2025-12-26 | Recovery | 167 | 452 | 5.5 | 1.1 | 1,029,605,002 | Financials:54.1;RealEstate:28.1;Comm:17.7 | US:67.2;EU:11.5;APAC:9.2;EMEA:7.6;LATAM:4.5 | BB:12.7;A:52.8;B:22.9;CCC:11.6 | 3.34 | 47.5 | 125 | 500 | 12.9 | 3 | 25 | 45 | 30 | true | true | true | false | 2.44 | 0.57 | 0.1 | Comm:EW;Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | 37 | DealerC | All2All | 4 | 88 | 179 | -38 | Region>limit | Rotate | Regional concentration above limit | 111 | Escalate watchlist names |
C09314 | CR0893 | 2025-04-03 | Calm | 84 | 299 | 4.1 | 2.4 | 1,957,347,968 | Healthcare:15.7;Consumer:7.4;RealEstate:21.4;Comm:20.1;Energy:18.8;Utilities:16.7 | US:65.0;EU:13.4;APAC:10.2;EMEA:10.7;LATAM:0.7 | CCC:17.8;BB:19.6;B:7.4;AAA:55.2 | 6.28 | 30.4 | 184 | 383 | 10.7 | 3.5 | 35 | 35 | 35 | false | true | true | false | 1.04 | 1.05 | 0.32 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 3 | 27 | DealerB | DealerAxed | 10 | 87 | -33 | -175 | VAR>budget | Reduce | Portfolio VAR above budget | 96 | Escalate watchlist names |
C09315 | CR2607 | 2024-12-05 | Calm | 104 | 317 | 4.3 | 2.2 | 2,785,149,612 | Healthcare:25.4;Utilities:11.6;Comm:31.4;Tech:31.7 | US:69.8;EU:15.9;APAC:6.9;EMEA:6.5;LATAM:0.9 | AA:12.1;A:19.8;CCC:14.3;AAA:28.3;BB:10.0;B:15.7 | 0.54 | 49.9 | 240 | 251 | 16.2 | 3.5 | 35 | 35 | 35 | false | true | true | true | 2.45 | 0.11 | 0.01 | Comm:EW | Hedge | SingleName_CDS: +132bps notional | -44 | 24 | DealerB | All2All | 11 | 88 | 221 | -42 | Sector>limit | Hedge | Sector concentration above limit | 139 | Escalate watchlist names |
C09316 | CR1204 | 2025-02-07 | Recovery | 136 | 571 | 4.6 | 0.8 | 2,981,513,787 | Healthcare:39.0;Industrials:31.0;Energy:30.0 | US:71.3;EU:7.2;APAC:12.0;EMEA:5.4;LATAM:4.1 | AA:25.4;A:16.0;BBB:24.7;CCC:21.8;B:12.2 | 1.64 | 45.6 | 94 | 277 | 2.4 | 2.5 | 30 | 35 | 30 | true | true | true | false | -0.17 | 1.47 | -0.32 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 4 | DealerC | Electronic | 5 | 87 | 427 | 124 | Sector>limit | Rotate | Sector concentration above limit | 230 | Rotate into defensive sectors |
C09317 | CR2324 | 2025-04-10 | Stress | 244 | 838 | 5.8 | -1 | 2,953,176,299 | Financials:16.7;Utilities:13.0;Materials:21.6;Comm:9.2;Energy:10.7;Healthcare:28.7 | US:68.3;EU:17.6;APAC:9.2;EMEA:3.1;LATAM:1.8 | A:30.7;B:28.4;BBB:13.8;AA:27.1 | 2.97 | 50.7 | 335 | 281 | 14.4 | 3.5 | 30 | 35 | 20 | false | true | true | true | 0.38 | 0.53 | -0.28 | Healthcare:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 21 | DealerB | DealerAxed | 7 | 96 | 347 | -52 | HYCap>limit | Reduce | High-yield share above policy cap | 166 | Defer adds pending macro print |
C09318 | CR7558 | 2025-10-10 | Calm | 84 | 358 | 3.8 | 2.3 | 1,214,093,764 | Materials:18.2;Utilities:14.8;Tech:17.0;Healthcare:18.0;RealEstate:15.6;Financials:16.4 | US:65.9;EU:18.3;APAC:7.4;EMEA:6.6;LATAM:1.7 | A:5.9;CCC:26.2;BB:20.9;AA:14.9;AAA:18.8;BBB:13.4 | 6.61 | 44.8 | 152 | 167 | 8 | 3 | 35 | 55 | 25 | false | true | true | false | 0.54 | 1.11 | 0.02 | Comm:EW | Hedge | Options_Payer: +175bps notional | 10 | 15 | ECN1 | DealerAxed | 12 | 95 | 125 | -434 | HYCap>limit | Reduce | High-yield share above policy cap | 137 | Rotate into defensive sectors |
C09319 | CR0346 | 2024-10-12 | Stress | 253 | 639 | 7.5 | -1.4 | 2,331,553,654 | RealEstate:15.5;Consumer:26.1;Materials:9.7;Utilities:22.3;Financials:26.4 | US:69.2;EU:7.8;APAC:9.8;EMEA:9.5;LATAM:3.7 | B:22.1;A:37.7;BBB:19.3;AA:20.9 | 5.82 | 31.7 | 146 | 543 | 10.4 | 3.5 | 20 | 45 | 30 | true | true | false | false | 2.29 | -0.26 | 0.24 | null | Hedge | CDX_IG: +76bps notional | -15 | 3 | ECN2 | DealerAxed | 10 | 87 | 166 | 88 | Region>limit | Reduce | Regional concentration above limit | 135 | Rotate into defensive sectors |
C09320 | CR4740 | 2025-06-07 | Calm | 99 | 331 | 4.4 | 1.9 | 93,831,417 | Energy:12.9;RealEstate:42.5;Tech:44.5 | US:60.1;EU:16.0;APAC:13.9;EMEA:9.9;LATAM:0.0 | B:29.8;A:34.6;AAA:16.9;CCC:18.7 | 7.41 | 45.5 | 97 | 159 | 8.8 | 2 | 30 | 35 | 35 | true | true | true | false | 2.16 | 0.09 | 0.43 | Tech:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | -21 | ECN1 | Electronic | 3 | 87 | 50 | -372 | HYCap>limit | PauseAdds | High-yield share above policy cap | 157 | Reviewed by risk; hedges staggered |
C09321 | CR7976 | 2025-08-01 | Stress | 183 | 647 | 5.9 | -1.1 | 2,205,729,590 | Materials:46.5;Healthcare:36.9;Consumer:16.6 | US:68.9;EU:10.8;APAC:9.0;EMEA:9.1;LATAM:2.2 | A:26.0;AAA:18.7;BBB:22.4;B:4.1;AA:28.9 | 0.47 | 43.6 | 185 | 677 | 8.5 | 3 | 25 | 55 | 20 | true | true | false | false | 0.24 | 0.65 | -0.2 | Consumer:EW | Hedge | iTraxx_XOVER: +103bps notional | 3 | -14 | DealerB | DealerAxed | 0 | 92 | -148 | -369 | Sector>limit | Reduce | Sector concentration above limit | 199 | Tighten HY exposure bands |
C09322 | CR0373 | 2024-07-09 | Calm | 82 | 313 | 3.7 | 2.7 | 1,262,150,162 | Financials:31.8;Consumer:30.1;Utilities:38.1 | US:63.5;EU:8.0;APAC:9.8;EMEA:11.7;LATAM:7.0 | AAA:7.0;B:31.4;BB:11.4;BBB:15.9;AA:15.4;CCC:19.0 | 4.76 | 45.5 | 263 | 183 | 17.3 | 2.5 | 25 | 35 | 35 | true | true | true | true | 1 | 0.9 | -0.02 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 25 | DealerC | Electronic | 2 | 92 | 294 | -407 | Region>limit | Reduce | Regional concentration above limit | 209 | Reviewed by risk; hedges staggered |
C09323 | CR3662 | 2024-10-11 | Tightening | 155 | 400 | 5.1 | 0.6 | 2,876,019,301 | Tech:16.5;Consumer:31.2;Comm:7.7;Materials:23.6;Healthcare:20.9 | US:69.2;EU:6.3;APAC:11.9;EMEA:9.6;LATAM:3.0 | B:15.0;BB:20.2;A:34.4;AAA:18.7;CCC:11.7 | 4.96 | 58.7 | 171 | 354 | 2.2 | 2 | 20 | 55 | 25 | true | true | true | false | 1.89 | 0.24 | 0.21 | Healthcare:EW | Hedge | CDX_IG: +197bps notional | -38 | -8 | DealerB | Electronic | 2 | 99 | 33 | 12 | Region>limit | Hedge | Regional concentration above limit | 92 | Tighten HY exposure bands |
C09324 | CR2343 | 2024-12-16 | Recovery | 167 | 470 | 4.6 | 1.3 | 1,657,931,191 | Utilities:23.6;Financials:19.6;Healthcare:25.5;Comm:11.9;RealEstate:19.4 | US:63.9;EU:14.1;APAC:11.7;EMEA:5.6;LATAM:4.8 | A:29.7;BBB:14.6;CCC:5.2;AA:31.0;B:5.6;AAA:13.9 | 2.02 | 55.4 | 185 | 513 | 14.2 | 4 | 35 | 55 | 20 | false | true | false | false | 1.55 | 0.5 | 0.04 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 16 | ECN1 | Electronic | 7 | 96 | 114 | 101 | HYCap>limit | Rotate | High-yield share above policy cap | 99 | Rotate into defensive sectors |
C09325 | CR0293 | 2024-09-17 | Calm | 77 | 349 | 4.4 | 1.5 | 178,724,801 | Consumer:17.0;Utilities:29.0;RealEstate:13.0;Industrials:21.6;Tech:19.5 | US:68.8;EU:11.0;APAC:8.8;EMEA:4.4;LATAM:7.0 | BB:33.5;A:24.0;AAA:21.7;AA:20.9 | 0.49 | 60.3 | 218 | 350 | 2.7 | 4 | 25 | 55 | 25 | true | true | true | true | 2.36 | -0.17 | 0.55 | Tech:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -35 | -12 | DealerB | RFQ | 1 | 86 | 120 | -202 | Region>limit | Reduce | Regional concentration above limit | 214 | Defer adds pending macro print |
C09326 | CR0177 | 2025-08-08 | Tightening | 91 | 417 | 4.6 | 1.9 | 2,372,329,545 | Industrials:27.6;Financials:19.6;Energy:10.0;Tech:23.2;Comm:19.6 | US:58.7;EU:15.7;APAC:10.2;EMEA:8.9;LATAM:6.6 | B:32.2;CCC:13.3;BB:25.8;BBB:28.7 | 0.43 | 27.4 | 126 | 307 | 14 | 4 | 20 | 55 | 30 | true | true | true | false | 1.8 | 0.02 | -0.33 | Financials:EW | Hedge | CDX_IG: +198bps notional | -21 | 8 | DealerB | Electronic | 6 | 100 | 302 | -255 | Sector>limit | Hedge | Sector concentration above limit | 212 | Tighten HY exposure bands |
C09327 | CR4465 | 2024-01-10 | Calm | 85 | 416 | 3.6 | 1.7 | 299,464,315 | Energy:18.1;Financials:57.5;Healthcare:24.4 | US:65.4;EU:11.9;APAC:12.0;EMEA:8.4;LATAM:2.3 | AA:19.6;CCC:26.3;A:18.4;AAA:15.7;B:20.0 | 6.14 | 58 | 109 | 280 | 3.9 | 2 | 25 | 55 | 20 | true | true | true | false | 0.77 | 0.79 | 0.02 | null | Hedge | CDX_HY: +173bps notional | -3 | 15 | ECN2 | All2All | 11 | 86 | 63 | -317 | HYCap>limit | Hedge | High-yield share above policy cap | 136 | Tighten HY exposure bands |
C09328 | CR0467 | 2024-07-26 | Tightening | 120 | 508 | 3.8 | 0.9 | 401,784,953 | Materials:21.7;Energy:19.7;Utilities:8.3;Industrials:23.5;RealEstate:8.6;Comm:18.2 | US:66.1;EU:12.8;APAC:7.8;EMEA:6.5;LATAM:6.8 | AAA:22.0;BBB:22.6;A:9.7;B:16.5;BB:8.5;CCC:20.7 | 1 | 61.9 | 192 | 494 | 11.6 | 2 | 30 | 55 | 25 | false | true | true | false | 1.56 | 0.76 | 0.4 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | -22 | DealerC | All2All | 8 | 88 | -130 | 134 | HYCap>limit | Reduce | High-yield share above policy cap | 182 | Rotate into defensive sectors |
C09329 | CR7792 | 2024-03-19 | Calm | 78 | 305 | 4 | 1.8 | 1,828,649,137 | Energy:22.7;Utilities:25.0;Comm:52.3 | US:71.4;EU:9.6;APAC:8.4;EMEA:4.9;LATAM:5.7 | AA:27.1;CCC:17.2;B:17.9;BBB:24.4;A:13.4 | 7.2 | 60.8 | 122 | 245 | 14.1 | 3 | 35 | 45 | 30 | true | true | true | false | 0.15 | 0.69 | 0.23 | null | Hedge | SingleName_CDS: +135bps notional | 0 | 15 | ECN1 | All2All | 11 | 100 | 367 | -218 | HYCap>limit | Rotate | High-yield share above policy cap | 167 | Escalate watchlist names |
C09330 | CR6233 | 2025-03-30 | Tightening | 140 | 441 | 4.9 | 0.8 | 966,176,066 | Utilities:19.4;Healthcare:33.9;RealEstate:24.9;Materials:21.8 | US:58.9;EU:9.9;APAC:13.9;EMEA:12.5;LATAM:4.8 | BB:24.4;CCC:27.9;AA:17.5;B:30.2 | 4.3 | 51.3 | 174 | 472 | 15.1 | 2 | 25 | 45 | 30 | true | true | true | false | 0.25 | 0.08 | 0 | Materials:EW | Hedge | iTraxx_XOVER: +144bps notional | -56 | 36 | DealerB | DealerAxed | 1 | 86 | -154 | -165 | VAR>budget | Hedge | Portfolio VAR above budget | 184 | Rotate into defensive sectors |
C09331 | CR3383 | 2025-01-06 | Calm | 86 | 413 | 3.9 | 2.9 | 2,009,430,922 | Healthcare:31.3;Tech:43.3;Comm:25.4 | US:65.3;EU:15.1;APAC:8.8;EMEA:6.4;LATAM:4.3 | AAA:19.8;BB:5.9;BBB:28.4;A:23.7;AA:9.9;CCC:12.2 | 7.11 | 42.8 | 200 | 124 | 12.1 | 2 | 35 | 35 | 25 | true | true | false | false | -0.41 | -0.14 | 0.27 | Comm:EW | Hedge | Treasury_Futures: +79bps notional | 15 | -3 | DealerC | DealerAxed | 10 | 93 | 261 | 156 | HYCap>limit | Reduce | High-yield share above policy cap | 97 | Reviewed by risk; hedges staggered |
C09332 | CR9526 | 2024-01-06 | Calm | 109 | 297 | 3.8 | 2.7 | 93,817,192 | RealEstate:24.6;Consumer:32.0;Financials:26.1;Healthcare:17.3 | US:58.1;EU:18.7;APAC:7.7;EMEA:9.5;LATAM:5.9 | B:24.9;BBB:26.7;CCC:28.0;A:11.8;AAA:8.5 | 2.14 | 45.9 | 226 | 335 | 12.4 | 3 | 35 | 45 | 20 | false | true | true | true | 0.59 | 1.37 | -0.33 | Materials:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -49 | -5 | DealerC | All2All | 6 | 91 | -115 | -401 | Sector>limit | PauseAdds | Sector concentration above limit | 188 | Tighten HY exposure bands |
C09333 | CR3250 | 2025-04-25 | Calm | 92 | 297 | 4.2 | 2.3 | 1,550,727,266 | Energy:23.7;Industrials:11.4;RealEstate:12.8;Financials:11.3;Healthcare:17.5;Tech:23.3 | US:66.5;EU:5.2;APAC:12.7;EMEA:12.2;LATAM:3.4 | A:16.3;BBB:13.5;BB:27.7;AAA:14.0;CCC:9.5;B:19.0 | 6.6 | 61.6 | 101 | 390 | 17.8 | 2 | 35 | 35 | 30 | false | true | true | false | 0.49 | -0.16 | 0.25 | Healthcare:EW;Consumer:EW | Hedge | SingleName_CDS: +69bps notional | -4 | -4 | DealerC | DealerAxed | 1 | 98 | 152 | 133 | Sector>limit | Hedge | Sector concentration above limit | 205 | Tighten HY exposure bands |
C09334 | CR0299 | 2025-06-30 | Tightening | 100 | 396 | 4.3 | 0.6 | 655,346,161 | Healthcare:24.1;Consumer:19.3;Utilities:23.6;Energy:14.9;RealEstate:10.7;Tech:7.3 | US:69.0;EU:5.7;APAC:13.1;EMEA:6.7;LATAM:5.4 | AA:23.6;BBB:31.5;A:23.3;B:7.4;AAA:14.2 | 3.16 | 45.2 | 106 | 480 | 15.8 | 2 | 25 | 35 | 35 | false | true | false | false | -0.26 | 1.64 | 0.34 | Healthcare:EW;RealEstate:EW | Hedge | iTraxx_XOVER: +198bps notional | 20 | -3 | DealerB | Electronic | 2 | 99 | 388 | -291 | VAR>budget | Reduce | Portfolio VAR above budget | 235 | Rotate into defensive sectors |
C09335 | CR9082 | 2025-06-10 | Calm | 65 | 412 | 4.4 | 1.7 | 1,538,620,136 | RealEstate:22.6;Utilities:22.4;Industrials:24.3;Consumer:9.6;Energy:21.1 | US:63.4;EU:12.8;APAC:11.1;EMEA:8.7;LATAM:3.9 | AA:21.1;A:15.6;BB:29.1;BBB:16.3;AAA:7.1;B:10.7 | 7.17 | 64.5 | 246 | 315 | 17 | 2.5 | 20 | 35 | 20 | true | true | true | true | 1.91 | 1.74 | 0.28 | Financials:EW;Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | 23 | DealerB | DealerAxed | 2 | 95 | -42 | -395 | Sector>limit | Rotate | Sector concentration above limit | 248 | Defer adds pending macro print |
C09336 | CR1005 | 2024-02-17 | Tightening | 153 | 457 | 5 | 1.4 | 1,334,690,555 | Utilities:31.6;Materials:26.9;Financials:32.8;Healthcare:8.7 | US:61.5;EU:14.7;APAC:12.3;EMEA:9.5;LATAM:2.0 | AA:23.5;CCC:12.7;BBB:24.4;A:7.0;AAA:18.7;BB:13.7 | 5.83 | 41.3 | 82 | 520 | 4.4 | 4 | 20 | 55 | 30 | true | true | false | false | 1.61 | -0.14 | 0.22 | Utilities:EW | Hedge | CDX_HY: +123bps notional | -20 | 9 | DealerB | DealerAxed | 10 | 89 | 47 | 61 | Sector>limit | Reduce | Sector concentration above limit | 243 | Tighten HY exposure bands |
C09337 | CR3138 | 2024-02-20 | Tightening | 100 | 426 | 4.8 | 1.1 | 1,710,632,521 | Comm:16.0;Materials:23.2;Utilities:19.2;Industrials:19.4;Consumer:22.2 | US:63.5;EU:16.2;APAC:9.8;EMEA:7.2;LATAM:3.3 | B:8.1;AAA:16.7;BB:9.2;CCC:28.5;AA:12.3;A:25.2 | 1.39 | 50.1 | 230 | 304 | 14.6 | 3 | 35 | 35 | 20 | false | true | true | true | 0.43 | 1.26 | 0.18 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 38 | ECN1 | All2All | 3 | 96 | 54 | -378 | VAR>budget | Rotate | Portfolio VAR above budget | 216 | Tighten HY exposure bands |
C09338 | CR4712 | 2025-01-05 | Calm | 106 | 420 | 3.5 | 2.1 | 1,028,219,963 | Energy:31.6;RealEstate:18.1;Comm:30.8;Industrials:8.3;Healthcare:11.2 | US:61.9;EU:17.9;APAC:7.7;EMEA:11.3;LATAM:1.2 | BB:12.1;CCC:10.6;BBB:24.1;A:25.8;AAA:16.7;AA:10.6 | 3.97 | 35.8 | 258 | 264 | 3 | 4 | 20 | 35 | 30 | true | true | false | true | 1.77 | 1.66 | -0.39 | Industrials:EW | Hedge | SingleName_CDS: +130bps notional | 3 | -15 | ECN2 | All2All | 5 | 86 | -78 | 113 | VAR>budget | Rotate | Portfolio VAR above budget | 153 | Escalate watchlist names |
C09339 | CR8331 | 2025-01-16 | Stress | 173 | 841 | 5.2 | 0.7 | 1,720,200,998 | Utilities:19.5;Financials:21.8;Energy:6.2;Healthcare:12.0;Comm:22.0;Materials:18.5 | US:62.3;EU:14.3;APAC:11.8;EMEA:9.5;LATAM:2.1 | BBB:21.2;AA:19.3;AAA:20.0;BB:39.5 | 1.17 | 49.3 | 187 | 390 | 10.3 | 4 | 30 | 45 | 20 | false | true | true | false | 0.29 | 0.62 | -0.22 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 43 | ECN1 | Electronic | 7 | 98 | 281 | 106 | HYCap>limit | Reduce | High-yield share above policy cap | 95 | Rotate into defensive sectors |
C09340 | CR9974 | 2025-05-19 | Tightening | 93 | 498 | 5.2 | 1.6 | 886,043,557 | RealEstate:15.9;Comm:41.3;Tech:42.8 | US:70.2;EU:7.0;APAC:8.1;EMEA:11.2;LATAM:3.4 | B:25.8;AAA:24.7;BBB:15.8;BB:10.9;A:22.8 | 4.87 | 40.5 | 237 | 506 | 4.7 | 4 | 30 | 45 | 35 | true | true | true | true | 2.25 | 0.17 | -0.34 | Industrials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | -18 | ECN1 | DealerAxed | 8 | 100 | -32 | -88 | VAR>budget | Reduce | Portfolio VAR above budget | 255 | Defer adds pending macro print |
C09341 | CR5393 | 2024-09-30 | Calm | 99 | 338 | 3.3 | 2.1 | 2,685,868,533 | Materials:16.3;Tech:15.5;Utilities:10.7;Financials:13.2;RealEstate:28.7;Energy:15.6 | US:63.6;EU:13.8;APAC:10.8;EMEA:9.3;LATAM:2.5 | BB:11.0;AAA:17.7;B:14.7;AA:32.9;CCC:7.4;A:16.3 | 4.71 | 44.1 | 252 | 313 | 9.3 | 4 | 25 | 55 | 35 | true | true | false | true | 0.89 | 0.82 | 0.14 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 29 | ECN2 | Electronic | 9 | 96 | 246 | -426 | VAR>budget | Hedge | Portfolio VAR above budget | 110 | Tighten HY exposure bands |
C09342 | CR2894 | 2024-09-11 | Calm | 114 | 295 | 4.4 | 2.6 | 1,263,186,502 | Healthcare:16.9;Tech:36.3;Financials:26.4;Utilities:20.4 | US:71.7;EU:10.2;APAC:11.0;EMEA:6.4;LATAM:0.7 | AAA:15.7;A:25.7;B:27.1;BBB:31.6 | 7.33 | 38.5 | 94 | 304 | 12 | 3.5 | 25 | 55 | 25 | true | true | true | false | 0.94 | 1.47 | 0.27 | Utilities:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -41 | 5 | DealerC | All2All | 3 | 97 | 187 | -379 | Region>limit | Hedge | Regional concentration above limit | 125 | Defer adds pending macro print |
C09343 | CR2467 | 2025-08-17 | Calm | 84 | 376 | 3.6 | 2.2 | 2,962,868,296 | Energy:36.5;Financials:32.5;Utilities:31.0 | US:69.5;EU:12.2;APAC:7.0;EMEA:4.3;LATAM:7.0 | AAA:30.7;BB:19.5;B:12.1;A:37.7 | 1.15 | 21.3 | 146 | 487 | 16 | 2 | 30 | 35 | 30 | true | true | true | false | -0.05 | 0.75 | -0.2 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 8 | -18 | DealerA | Electronic | 1 | 96 | 280 | 96 | VAR>budget | Hedge | Portfolio VAR above budget | 207 | Reviewed by risk; hedges staggered |
C09344 | CR5778 | 2024-11-02 | Stress | 223 | 705 | 7.1 | -2 | 618,088,011 | Energy:32.6;Financials:21.5;RealEstate:28.1;Industrials:10.0;Healthcare:7.9 | US:65.7;EU:16.4;APAC:5.4;EMEA:8.3;LATAM:4.1 | BBB:8.8;AA:18.0;AAA:30.5;CCC:18.4;B:16.1;A:8.2 | 5.42 | 21.5 | 316 | 448 | 21.1 | 3.5 | 30 | 35 | 20 | true | true | true | true | -0.29 | 1.07 | 0.17 | Utilities:EW | Hedge | iTraxx_MAIN: +135bps notional | -8 | 8 | DealerC | All2All | 2 | 97 | 14 | -364 | Sector>limit | Rotate | Sector concentration above limit | 120 | Escalate watchlist names |
C09345 | CR9515 | 2025-04-05 | Recovery | 139 | 521 | 5.8 | -0.3 | 1,263,278,231 | RealEstate:38.0;Consumer:25.3;Energy:36.7 | US:67.2;EU:12.8;APAC:6.6;EMEA:10.1;LATAM:3.3 | BB:19.4;AA:36.6;BBB:32.8;A:11.2 | 0.78 | 64.2 | 238 | 399 | 15.4 | 4 | 25 | 55 | 25 | true | true | false | true | -0.35 | 1.24 | 0.36 | Utilities:EW | Hedge | iTraxx_MAIN: +92bps notional | -45 | -20 | ECN1 | RFQ | 10 | 86 | -85 | -271 | HYCap>limit | Reduce | High-yield share above policy cap | 233 | Escalate watchlist names |
C09346 | CR9835 | 2025-06-24 | Calm | 92 | 309 | 3.6 | 2.3 | 2,839,820,303 | Tech:29.1;Materials:9.6;Energy:38.3;Consumer:23.1 | US:61.0;EU:14.2;APAC:12.6;EMEA:6.7;LATAM:5.6 | CCC:14.2;BB:10.5;BBB:18.0;AA:18.0;AAA:16.5;B:22.8 | 4.89 | 26.6 | 168 | 274 | 5.3 | 3.5 | 30 | 45 | 25 | true | true | true | false | 2.35 | 1.77 | -0.4 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | -11 | ECN1 | DealerAxed | 7 | 89 | 239 | -347 | Sector>limit | Hedge | Sector concentration above limit | 241 | Rotate into defensive sectors |
C09347 | CR4344 | 2025-04-07 | Stress | 142 | 849 | 5.2 | -0.7 | 1,794,595,829 | Consumer:28.2;Utilities:25.0;Healthcare:46.8 | US:56.7;EU:16.6;APAC:12.2;EMEA:6.2;LATAM:8.3 | AAA:20.2;AA:18.1;BBB:14.3;BB:14.1;CCC:7.5;A:25.7 | 1.3 | 47.4 | 356 | 520 | 5 | 3.5 | 30 | 35 | 20 | true | true | true | true | 1.8 | 1.29 | -0.27 | Consumer:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | -22 | DealerB | Electronic | 6 | 100 | 243 | 111 | HYCap>limit | Reduce | High-yield share above policy cap | 224 | Reviewed by risk; hedges staggered |
C09348 | CR8520 | 2025-02-18 | Stress | 178 | 796 | 6.2 | -0.7 | 1,208,573,171 | RealEstate:21.0;Materials:13.7;Consumer:10.9;Comm:24.0;Financials:5.6;Energy:24.8 | US:65.7;EU:14.8;APAC:12.5;EMEA:6.1;LATAM:1.0 | AA:26.6;A:20.1;BB:17.9;AAA:12.3;BBB:23.1 | 7.04 | 51.8 | 272 | 290 | 22.7 | 4 | 25 | 45 | 30 | false | true | false | true | 0.84 | -0.07 | 0.22 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | 28 | DealerC | DealerAxed | 6 | 89 | -83 | -233 | VAR>budget | Reduce | Portfolio VAR above budget | 98 | Escalate watchlist names |
C09349 | CR8465 | 2024-01-22 | Stress | 180 | 561 | 8.2 | -0.7 | 423,665,026 | Materials:29.3;Utilities:25.9;Consumer:26.1;Industrials:18.8 | US:71.7;EU:7.9;APAC:12.3;EMEA:4.1;LATAM:4.0 | BB:13.0;CCC:21.0;AA:16.4;B:16.7;A:16.1;AAA:16.8 | 6.13 | 39.9 | 315 | 316 | 19.4 | 4 | 25 | 45 | 35 | true | true | true | true | 0.88 | 1.18 | -0.24 | RealEstate:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | -20 | ECN1 | All2All | 10 | 87 | 227 | -342 | HYCap>limit | Reduce | High-yield share above policy cap | 229 | Defer adds pending macro print |
C09350 | CR8584 | 2025-03-19 | Tightening | 120 | 508 | 3.9 | 1.1 | 2,893,142,766 | Industrials:10.8;Materials:11.6;Utilities:18.3;Energy:35.6;Healthcare:23.6 | US:75.1;EU:5.5;APAC:10.8;EMEA:5.8;LATAM:2.8 | B:19.6;AAA:32.3;A:23.2;BB:24.9 | 1.92 | 40.3 | 99 | 123 | 14.9 | 2 | 25 | 35 | 20 | true | true | true | false | 1.8 | 1.25 | -0.11 | RealEstate:EW | Hedge | iTraxx_XOVER: +122bps notional | -7 | -20 | DealerA | All2All | 9 | 91 | 242 | -37 | HYCap>limit | Hedge | High-yield share above policy cap | 227 | Rotate into defensive sectors |
C09351 | CR5599 | 2024-11-30 | Calm | 118 | 332 | 4 | 1.6 | 2,436,800,411 | Consumer:28.3;Utilities:29.6;RealEstate:11.9;Materials:30.2 | US:67.6;EU:6.4;APAC:6.7;EMEA:11.4;LATAM:8.0 | AA:25.0;BBB:12.8;BB:17.1;B:8.3;A:23.0;AAA:13.8 | 6.6 | 21.3 | 134 | 243 | 5 | 4 | 25 | 35 | 25 | true | true | true | false | 0.83 | 1.26 | 0.09 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | -17 | DealerC | DealerAxed | 2 | 89 | -214 | 62 | VAR>budget | Reduce | Portfolio VAR above budget | 153 | Rotate into defensive sectors |
C09352 | CR5981 | 2024-07-30 | Recovery | 139 | 462 | 5.2 | 1 | 351,613,365 | Tech:33.8;Utilities:22.2;Materials:16.5;Financials:27.5 | US:65.4;EU:12.6;APAC:9.2;EMEA:7.2;LATAM:5.5 | AAA:20.7;A:18.0;BBB:43.3;B:18.0 | 3.66 | 35.2 | 84 | 483 | 2.1 | 3 | 25 | 55 | 25 | true | true | false | false | 0.85 | 1.24 | -0.09 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -8 | -4 | DealerC | Electronic | 0 | 91 | -215 | -418 | Sector>limit | Hedge | Sector concentration above limit | 232 | Escalate watchlist names |
C09353 | CR1335 | 2025-01-05 | Recovery | 107 | 466 | 6.2 | 0.4 | 636,567,443 | Energy:28.3;Healthcare:39.4;Comm:32.3 | US:64.5;EU:15.7;APAC:5.5;EMEA:9.4;LATAM:4.9 | CCC:10.9;B:23.2;A:10.6;BB:9.9;BBB:22.6;AAA:22.8 | 3.27 | 62.8 | 145 | 514 | 11.9 | 3.5 | 25 | 45 | 20 | true | true | true | false | -0.12 | -0.12 | -0.28 | Comm:EW | Hedge | iTraxx_XOVER: +95bps notional | -16 | -25 | DealerA | RFQ | 5 | 95 | 185 | 0 | Sector>limit | Hedge | Sector concentration above limit | 161 | Reviewed by risk; hedges staggered |
C09354 | CR1507 | 2025-10-12 | Tightening | 113 | 503 | 4.9 | 1.5 | 74,104,502 | Energy:14.4;Healthcare:15.1;Tech:30.7;Financials:39.8 | US:62.3;EU:17.7;APAC:14.9;EMEA:4.7;LATAM:0.4 | CCC:19.9;AA:29.1;AAA:16.8;A:23.6;BBB:10.6 | 0.86 | 50.4 | 102 | 508 | 16.7 | 3.5 | 35 | 35 | 35 | true | true | false | false | 2.32 | 1.17 | 0.06 | Tech:EW | Hedge | CDX_IG: +166bps notional | 1 | 5 | ECN1 | All2All | 5 | 87 | 395 | -321 | HYCap>limit | Reduce | High-yield share above policy cap | 123 | Tighten HY exposure bands |
C09355 | CR0016 | 2025-04-17 | Calm | 119 | 389 | 3.6 | 2.5 | 643,911,168 | Healthcare:30.6;Financials:38.0;Consumer:31.4 | US:62.2;EU:18.9;APAC:7.1;EMEA:10.6;LATAM:1.2 | CCC:19.8;AA:7.7;B:14.8;A:14.8;AAA:27.2;BB:15.6 | 3.62 | 38.1 | 269 | 157 | 10.2 | 4 | 25 | 55 | 30 | true | true | true | true | 0.44 | 1.21 | -0.35 | Comm:EW | Hedge | CDX_HY: +94bps notional | 9 | 34 | ECN2 | RFQ | 1 | 100 | 307 | -188 | Region>limit | Hedge | Regional concentration above limit | 214 | Tighten HY exposure bands |
C09356 | CR4858 | 2024-11-23 | Tightening | 103 | 475 | 4.4 | 0.6 | 904,018,952 | Materials:24.0;RealEstate:28.4;Healthcare:47.6 | US:65.9;EU:14.8;APAC:10.5;EMEA:8.0;LATAM:0.8 | AA:7.9;BBB:14.5;BB:40.3;B:15.1;AAA:22.2 | 0.51 | 46.9 | 139 | 303 | 12.1 | 3.5 | 35 | 55 | 20 | true | true | true | false | 1.21 | 1.45 | 0.04 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 38 | ECN2 | RFQ | 5 | 90 | 5 | 45 | Region>limit | Reduce | Regional concentration above limit | 150 | Reviewed by risk; hedges staggered |
C09357 | CR3041 | 2025-12-07 | Calm | 84 | 389 | 3.8 | 1.6 | 1,866,996,033 | Comm:16.5;RealEstate:25.3;Tech:6.8;Utilities:25.3;Energy:8.7;Consumer:17.4 | US:68.1;EU:9.8;APAC:11.4;EMEA:7.8;LATAM:3.0 | B:13.3;BBB:34.6;BB:10.5;A:28.1;AA:13.4 | 1.95 | 29.1 | 208 | 229 | 15.9 | 2.5 | 35 | 35 | 20 | false | true | true | true | 1.19 | -0.29 | 0.21 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | 10 | ECN2 | All2All | 0 | 94 | 326 | -330 | VAR>budget | Hedge | Portfolio VAR above budget | 209 | Escalate watchlist names |
C09358 | CR6543 | 2025-04-26 | Tightening | 141 | 409 | 5 | 1 | 197,547,861 | Materials:36.2;Financials:34.0;RealEstate:29.8 | US:65.9;EU:11.9;APAC:11.6;EMEA:6.1;LATAM:4.5 | BB:16.0;A:21.8;CCC:40.1;AAA:22.1 | 4.96 | 36.9 | 143 | 305 | 13.7 | 3 | 25 | 55 | 35 | true | true | true | false | 1.27 | 1.02 | -0.15 | Comm:EW;Utilities:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | 7 | DealerA | RFQ | 12 | 88 | -78 | 2 | Region>limit | PauseAdds | Regional concentration above limit | 180 | Tighten HY exposure bands |
C09359 | CR9917 | 2025-07-10 | Stress | 249 | 582 | 5.8 | 0 | 2,994,503,377 | Financials:9.4;Materials:29.6;Utilities:28.4;Comm:32.6 | US:59.2;EU:15.3;APAC:10.4;EMEA:9.5;LATAM:5.6 | BBB:14.6;AA:14.8;B:11.4;CCC:20.6;BB:20.3;A:18.3 | 1.18 | 28.4 | 244 | 563 | 10.2 | 2 | 35 | 35 | 25 | false | true | true | true | 1.2 | 0.89 | 0.14 | Comm:EW | Hedge | iTraxx_MAIN: +121bps notional | -20 | -10 | DealerC | DealerAxed | 6 | 96 | 230 | -39 | HYCap>limit | Reduce | High-yield share above policy cap | 150 | Defer adds pending macro print |
C09360 | CR3067 | 2025-04-17 | Calm | 118 | 375 | 3.7 | 1.9 | 374,429,209 | Financials:7.1;Consumer:13.4;Materials:26.0;Utilities:26.2;Healthcare:27.1 | US:65.3;EU:9.9;APAC:12.4;EMEA:11.5;LATAM:0.9 | CCC:17.1;B:35.4;A:14.4;AAA:18.2;BBB:14.9 | 7.41 | 37.8 | 105 | 434 | 6.8 | 2.5 | 30 | 55 | 30 | false | true | true | false | 1.78 | 1.61 | -0.35 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | 5 | DealerC | DealerAxed | 3 | 100 | 266 | -121 | VAR>budget | Hedge | Portfolio VAR above budget | 201 | Rotate into defensive sectors |
C09361 | CR5873 | 2024-06-28 | Tightening | 126 | 354 | 4.6 | 1.2 | 2,436,408,227 | RealEstate:19.3;Consumer:16.6;Financials:7.9;Industrials:24.6;Utilities:24.0;Healthcare:7.5 | US:65.1;EU:11.3;APAC:11.7;EMEA:6.5;LATAM:5.5 | A:27.4;AAA:26.9;AA:30.1;B:15.5 | 5.71 | 55.4 | 203 | 293 | 5 | 3.5 | 20 | 35 | 20 | true | true | false | true | 1.8 | -0.15 | 0.14 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | 3 | ECN1 | DealerAxed | 8 | 93 | 188 | -13 | VAR>budget | Hedge | Portfolio VAR above budget | 151 | Defer adds pending macro print |
C09362 | CR1197 | 2025-10-03 | Stress | 235 | 704 | 7.7 | 0.6 | 2,481,727,809 | Healthcare:18.5;RealEstate:20.7;Comm:19.9;Materials:12.2;Energy:28.7 | US:73.2;EU:5.0;APAC:7.6;EMEA:6.5;LATAM:7.7 | B:40.4;A:25.1;AAA:13.9;BBB:20.6 | 4.17 | 65 | 262 | 501 | 14.7 | 2.5 | 30 | 35 | 25 | false | true | true | true | 1.19 | -0.11 | 0.55 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 19 | DealerB | All2All | 5 | 95 | 420 | -351 | VAR>budget | Rotate | Portfolio VAR above budget | 146 | Defer adds pending macro print |
C09363 | CR8977 | 2024-06-23 | Tightening | 115 | 427 | 4.8 | 0.8 | 992,011,721 | Utilities:9.6;Consumer:12.4;Tech:28.8;RealEstate:28.6;Industrials:14.6;Materials:5.9 | US:56.9;EU:10.8;APAC:13.6;EMEA:12.4;LATAM:6.3 | AA:20.9;AAA:41.3;BB:24.2;B:13.6 | 6.48 | 38.8 | 240 | 392 | 6.8 | 4 | 35 | 35 | 35 | false | true | true | true | 2.05 | 0.73 | 0.05 | Financials:EW;Energy:EW | Hedge | iTraxx_MAIN: +136bps notional | -47 | -20 | DealerC | DealerAxed | 3 | 94 | -150 | 118 | Sector>limit | Rotate | Sector concentration above limit | 229 | Reviewed by risk; hedges staggered |
C09364 | CR5512 | 2025-09-15 | Stress | 240 | 692 | 6.4 | -1.5 | 448,889,342 | RealEstate:21.2;Tech:20.9;Materials:19.4;Energy:23.6;Industrials:14.9 | US:68.5;EU:8.6;APAC:5.4;EMEA:9.9;LATAM:7.7 | AA:43.0;BB:5.0;A:36.2;B:15.8 | 5.48 | 49.1 | 151 | 325 | 17.5 | 2.5 | 25 | 35 | 30 | false | true | false | false | 1.11 | 0.2 | -0.37 | Tech:EW;Consumer:EW | Hedge | CDX_HY: +157bps notional | -44 | -4 | DealerA | Electronic | 12 | 99 | -77 | -52 | Sector>limit | PauseAdds | Sector concentration above limit | 259 | Rotate into defensive sectors |
C09365 | CR8018 | 2024-11-28 | Tightening | 123 | 495 | 4.6 | 1 | 2,388,082,752 | Financials:11.8;Comm:21.2;Materials:28.7;Industrials:38.3 | US:63.8;EU:8.4;APAC:11.0;EMEA:9.4;LATAM:7.4 | BBB:36.1;B:10.5;BB:16.3;CCC:7.9;AAA:29.2 | 1.62 | 32.6 | 210 | 197 | 6.2 | 3 | 25 | 55 | 25 | true | true | true | true | 1.49 | -0.13 | 0.48 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 4 | DealerC | All2All | 0 | 96 | 244 | -317 | Region>limit | Reduce | Regional concentration above limit | 189 | Escalate watchlist names |
C09366 | CR0908 | 2025-09-05 | Recovery | 139 | 496 | 6.1 | 0.1 | 407,099,809 | Financials:18.7;RealEstate:26.3;Comm:12.0;Energy:19.3;Consumer:23.7 | US:67.2;EU:12.2;APAC:11.2;EMEA:5.6;LATAM:3.8 | B:20.1;BBB:32.3;BB:9.4;AA:38.2 | 4.36 | 31.4 | 253 | 236 | 17.2 | 4 | 20 | 55 | 30 | true | true | false | true | -0.08 | -0.2 | 0.34 | Industrials:EW | Hedge | CDX_HY: +155bps notional | -39 | 16 | ECN2 | DealerAxed | 12 | 93 | 220 | 56 | Region>limit | Reduce | Regional concentration above limit | 236 | Reviewed by risk; hedges staggered |
C09367 | CR9351 | 2024-08-24 | Recovery | 177 | 646 | 4.7 | 1.2 | 1,933,246,200 | Energy:20.7;Healthcare:41.7;Consumer:37.6 | US:59.4;EU:9.6;APAC:14.9;EMEA:11.3;LATAM:4.8 | BBB:13.8;B:27.5;AA:6.4;AAA:15.0;CCC:22.4;A:14.9 | 2.21 | 49.4 | 115 | 235 | 16 | 3.5 | 20 | 55 | 25 | true | true | true | false | 2.2 | 1.69 | -0.07 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -34 | -19 | ECN2 | Electronic | 9 | 88 | -83 | 79 | Sector>limit | Reduce | Sector concentration above limit | 234 | Escalate watchlist names |
C09368 | CR4782 | 2025-04-10 | Tightening | 146 | 450 | 4.4 | 0.9 | 526,441,375 | Consumer:31.8;Healthcare:37.4;RealEstate:30.9 | US:78.6;EU:6.0;APAC:10.5;EMEA:4.0;LATAM:0.9 | A:15.3;BBB:14.9;BB:36.2;AAA:18.2;CCC:15.4 | 6.74 | 36.9 | 229 | 427 | 7 | 2 | 35 | 35 | 35 | true | true | true | true | -0.15 | 0.06 | -0.25 | null | Hedge | iTraxx_MAIN: +119bps notional | -48 | 28 | ECN1 | RFQ | 5 | 94 | 298 | -161 | Sector>limit | Hedge | Sector concentration above limit | 150 | Tighten HY exposure bands |
C09369 | CR0883 | 2025-01-02 | Stress | 181 | 845 | 6.1 | -0.2 | 2,522,717,207 | Utilities:6.9;Comm:31.6;Financials:9.3;Materials:29.4;RealEstate:10.4;Healthcare:12.3 | US:74.0;EU:7.4;APAC:8.6;EMEA:6.8;LATAM:3.2 | BBB:18.7;A:8.0;BB:17.8;AAA:26.8;AA:28.7 | 1.1 | 56.6 | 268 | 479 | 9.3 | 2 | 35 | 55 | 25 | false | true | false | true | 1.44 | 0.7 | 0.09 | Consumer:EW | Hedge | SingleName_CDS: +96bps notional | -18 | -3 | ECN2 | RFQ | 12 | 86 | 214 | -102 | VAR>budget | Reduce | Portfolio VAR above budget | 226 | Escalate watchlist names |
C09370 | CR9551 | 2025-02-28 | Stress | 225 | 727 | 6.9 | 0.6 | 141,143,817 | Energy:25.5;Industrials:22.8;Materials:12.8;Utilities:22.9;Consumer:16.1 | US:58.9;EU:11.2;APAC:10.5;EMEA:12.1;LATAM:7.3 | BBB:17.7;AA:13.0;B:9.3;CCC:25.4;A:14.6;AAA:20.1 | 1.28 | 63.9 | 292 | 587 | 16.6 | 3 | 25 | 45 | 30 | true | true | true | true | 1.19 | 0.86 | -0.33 | Industrials:EW | Hedge | Options_Payer: +162bps notional | -41 | -16 | DealerA | DealerAxed | 1 | 95 | 171 | -220 | VAR>budget | PauseAdds | Portfolio VAR above budget | 162 | Tighten HY exposure bands |
C09371 | CR0856 | 2024-03-17 | Calm | 75 | 295 | 3.6 | 2 | 156,331,646 | Comm:60.8;Financials:20.4;Industrials:18.8 | US:67.3;EU:5.6;APAC:15.2;EMEA:6.3;LATAM:5.6 | A:19.5;AA:23.0;B:38.2;BB:19.2 | 4.58 | 29.9 | 124 | 351 | 3.7 | 4 | 20 | 35 | 30 | true | true | true | false | 2.46 | 0.07 | -0.01 | Energy:EW;RealEstate:EW;Industrials:EW | Hedge | SingleName_CDS: +87bps notional | 20 | -13 | DealerC | Electronic | 3 | 85 | 207 | 87 | Sector>limit | Hedge | Sector concentration above limit | 225 | Escalate watchlist names |
C09372 | CR5077 | 2024-03-06 | Calm | 117 | 309 | 3.4 | 2.6 | 1,819,353,168 | Energy:35.3;Industrials:35.4;Financials:29.3 | US:71.9;EU:5.9;APAC:7.2;EMEA:8.3;LATAM:6.6 | AAA:23.5;CCC:17.1;BB:8.6;AA:22.8;A:8.7;BBB:19.2 | 6.23 | 28.2 | 130 | 157 | 9.5 | 3.5 | 35 | 45 | 25 | true | true | true | false | 1.95 | -0.05 | 0.33 | Comm:EW | Hedge | iTraxx_XOVER: +152bps notional | -19 | 22 | DealerB | All2All | 4 | 95 | 273 | -132 | HYCap>limit | Hedge | High-yield share above policy cap | 229 | Reviewed by risk; hedges staggered |
C09373 | CR1488 | 2024-05-25 | Recovery | 106 | 567 | 4.8 | 1.8 | 2,300,924,713 | Consumer:21.6;Industrials:17.3;Healthcare:18.3;Utilities:15.0;Comm:27.8 | US:61.1;EU:11.6;APAC:8.3;EMEA:14.0;LATAM:5.0 | AAA:27.8;B:7.3;BB:2.5;AA:27.4;A:16.7;BBB:18.3 | 1.25 | 42.2 | 132 | 293 | 3.3 | 2.5 | 35 | 35 | 25 | false | true | false | false | 0.55 | 1.06 | -0.09 | null | Hedge | iTraxx_MAIN: +155bps notional | -6 | 24 | DealerB | DealerAxed | 5 | 92 | 190 | -217 | Region>limit | Rotate | Regional concentration above limit | 188 | Escalate watchlist names |
C09374 | CR1915 | 2025-07-17 | Recovery | 155 | 518 | 5 | 0 | 916,591,437 | Utilities:34.7;Comm:9.8;Materials:21.0;Energy:34.5 | US:67.4;EU:6.2;APAC:10.4;EMEA:9.3;LATAM:6.8 | AA:26.0;B:10.9;BBB:18.4;BB:8.4;CCC:16.5;AAA:19.7 | 3.37 | 56.9 | 198 | 415 | 10.7 | 2.5 | 35 | 55 | 35 | false | true | true | false | 2.46 | 1.53 | -0.17 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | 12 | ECN2 | Electronic | 7 | 92 | 252 | -186 | Sector>limit | Rotate | Sector concentration above limit | 168 | Tighten HY exposure bands |
C09375 | CR8710 | 2024-07-04 | Calm | 89 | 321 | 4.4 | 2.2 | 2,002,977,980 | Industrials:35.1;Consumer:14.9;Comm:26.3;Materials:23.6 | US:67.9;EU:12.5;APAC:8.7;EMEA:8.5;LATAM:2.4 | CCC:8.2;BB:8.3;A:34.8;BBB:12.1;AA:36.6 | 1.54 | 64.4 | 241 | 313 | 11.4 | 2 | 30 | 45 | 35 | true | true | false | true | -0.37 | 1.33 | -0.22 | null | Hedge | CDX_IG: +132bps notional | 18 | -18 | DealerB | Electronic | 12 | 87 | 417 | -128 | Sector>limit | Hedge | Sector concentration above limit | 222 | Tighten HY exposure bands |
C09376 | CR9791 | 2025-11-11 | Stress | 146 | 808 | 6.5 | 0.2 | 706,763,665 | RealEstate:10.1;Tech:12.7;Materials:37.0;Energy:40.2 | US:66.7;EU:14.9;APAC:11.1;EMEA:3.1;LATAM:4.3 | CCC:10.5;BB:5.7;AAA:23.0;AA:38.7;A:13.8;B:8.3 | 5.02 | 43.6 | 195 | 288 | 6.2 | 2.5 | 25 | 55 | 30 | true | true | false | false | 0.15 | 0.92 | 0.31 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 8 | DealerB | RFQ | 6 | 97 | 78 | -251 | Region>limit | Reduce | Regional concentration above limit | 209 | Rotate into defensive sectors |
C09377 | CR2657 | 2024-04-19 | Recovery | 128 | 633 | 6.4 | 1.6 | 121,297,380 | Energy:22.5;Comm:13.7;Materials:14.7;Financials:21.6;RealEstate:27.5 | US:69.0;EU:15.9;APAC:5.3;EMEA:9.0;LATAM:0.8 | CCC:24.1;B:9.9;BBB:15.3;A:13.4;AAA:11.2;BB:26.2 | 6.55 | 29.7 | 210 | 387 | 10.5 | 3 | 25 | 45 | 35 | true | true | true | true | 1.29 | 0.17 | -0.01 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 7 | DealerC | DealerAxed | 2 | 87 | 244 | -187 | VAR>budget | Hedge | Portfolio VAR above budget | 127 | Escalate watchlist names |
C09378 | CR9578 | 2024-12-02 | Stress | 227 | 680 | 5.9 | 0.1 | 2,558,555,497 | Industrials:32.2;Financials:29.0;Materials:38.8 | US:70.3;EU:9.2;APAC:10.1;EMEA:9.2;LATAM:1.2 | A:17.7;AA:19.1;CCC:23.2;BB:11.8;B:16.6;AAA:11.6 | 3.33 | 33 | 263 | 375 | 11.6 | 4 | 35 | 45 | 25 | true | true | true | true | 2.09 | 1.27 | -0.34 | Energy:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 21 | ECN2 | RFQ | 6 | 96 | 96 | -113 | VAR>budget | Hedge | Portfolio VAR above budget | 170 | Defer adds pending macro print |
C09379 | CR6440 | 2024-10-25 | Stress | 155 | 716 | 6.7 | -0.6 | 1,671,592,844 | Healthcare:28.1;Financials:34.5;RealEstate:16.5;Energy:21.0 | US:70.7;EU:16.3;APAC:6.5;EMEA:4.7;LATAM:1.8 | AAA:32.0;B:20.4;CCC:10.4;BBB:37.2 | 2.03 | 45.2 | 377 | 452 | 6.7 | 2 | 20 | 45 | 30 | true | true | true | true | 1.52 | 0.31 | 0.2 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -38 | 0 | DealerB | RFQ | 7 | 90 | -216 | -58 | Region>limit | Hedge | Regional concentration above limit | 203 | Tighten HY exposure bands |
C09380 | CR6204 | 2024-04-11 | Recovery | 145 | 545 | 5.5 | 0.4 | 823,542,467 | Healthcare:54.7;Consumer:27.4;Industrials:17.8 | US:73.8;EU:6.3;APAC:7.2;EMEA:6.2;LATAM:6.4 | BB:12.5;B:14.4;BBB:39.9;A:33.3 | 6.44 | 57.8 | 164 | 432 | 2.4 | 2 | 30 | 45 | 30 | true | true | false | false | 1.63 | 0.42 | -0.18 | Utilities:EW;Energy:EW | Hedge | Treasury_Futures: +68bps notional | -21 | -20 | DealerA | Electronic | 6 | 86 | 289 | -240 | HYCap>limit | Hedge | High-yield share above policy cap | 125 | Defer adds pending macro print |
C09381 | CR7493 | 2024-11-26 | Stress | 241 | 817 | 6.8 | -0.4 | 2,955,886,969 | Healthcare:27.9;Industrials:27.7;Utilities:20.1;Materials:24.3 | US:66.3;EU:12.8;APAC:5.8;EMEA:9.8;LATAM:5.3 | A:19.5;BB:31.7;AA:16.2;CCC:23.3;B:9.2 | 4.24 | 42.4 | 200 | 272 | 5.8 | 3 | 35 | 45 | 20 | false | true | true | false | -0.14 | 0.68 | 0.58 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -53 | -3 | DealerB | All2All | 12 | 98 | 231 | 164 | HYCap>limit | Reduce | High-yield share above policy cap | 195 | Defer adds pending macro print |
C09382 | CR0977 | 2025-06-19 | Tightening | 134 | 418 | 4.9 | 1 | 1,485,032,921 | Industrials:38.7;RealEstate:23.6;Utilities:37.7 | US:61.6;EU:10.5;APAC:12.7;EMEA:7.9;LATAM:7.4 | AAA:25.7;BBB:29.9;CCC:12.4;A:32.0 | 5.52 | 48.8 | 150 | 327 | 15.7 | 3 | 25 | 35 | 30 | true | true | false | false | 1.33 | 0.68 | 0.21 | null | Hedge | SingleName_CDS: +65bps notional | -37 | 0 | DealerC | All2All | 11 | 97 | 371 | 21 | HYCap>limit | Rotate | High-yield share above policy cap | 180 | Reviewed by risk; hedges staggered |
C09383 | CR9653 | 2025-03-25 | Recovery | 131 | 548 | 4.7 | 1.7 | 1,447,470,800 | Healthcare:14.3;Utilities:14.9;RealEstate:24.0;Industrials:16.0;Tech:17.9;Financials:12.9 | US:70.9;EU:7.1;APAC:6.8;EMEA:7.0;LATAM:8.2 | BBB:20.6;BB:19.2;AA:11.4;A:22.3;CCC:9.1;B:17.5 | 7.34 | 51.3 | 202 | 374 | 4.5 | 2 | 30 | 35 | 20 | false | true | true | true | 1.96 | 1.1 | 0.3 | Industrials:EW | Hedge | SingleName_CDS: +103bps notional | -9 | 41 | DealerA | RFQ | 10 | 85 | 288 | 79 | HYCap>limit | Hedge | High-yield share above policy cap | 240 | Tighten HY exposure bands |
C09384 | CR4939 | 2024-03-11 | Tightening | 102 | 369 | 5.1 | 1.3 | 671,863,151 | Tech:33.8;Energy:27.0;Healthcare:15.1;Utilities:24.1 | US:64.5;EU:15.4;APAC:12.4;EMEA:5.0;LATAM:2.7 | BB:4.1;AAA:21.7;A:22.4;CCC:10.0;BBB:30.8;B:11.0 | 4.45 | 47.4 | 196 | 475 | 6.5 | 3 | 20 | 35 | 20 | true | true | true | false | 2.19 | 0.68 | -0.37 | Energy:EW;Materials:EW | Hedge | Options_Payer: +143bps notional | -54 | -13 | ECN1 | All2All | 11 | 90 | 52 | -114 | Sector>limit | Reduce | Sector concentration above limit | 114 | Rotate into defensive sectors |
C09385 | CR7733 | 2024-08-18 | Stress | 228 | 654 | 8.4 | -1 | 2,938,052,723 | Utilities:41.7;Tech:44.3;Healthcare:14.0 | US:76.5;EU:8.4;APAC:5.7;EMEA:6.6;LATAM:2.8 | CCC:13.0;AAA:25.4;A:13.1;AA:31.9;B:16.7 | 1.08 | 49.2 | 387 | 338 | 22.8 | 3 | 25 | 45 | 25 | true | true | true | true | 2.28 | 1.3 | 0.37 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | -25 | DealerA | RFQ | 11 | 94 | 357 | 54 | HYCap>limit | Rotate | High-yield share above policy cap | 213 | Tighten HY exposure bands |
C09386 | CR7479 | 2024-08-08 | Tightening | 96 | 464 | 3.9 | 1.5 | 1,296,836,362 | Tech:12.1;Utilities:19.2;Financials:25.6;Healthcare:22.6;RealEstate:20.4 | US:65.8;EU:16.8;APAC:6.5;EMEA:7.7;LATAM:3.2 | BBB:14.0;B:19.1;CCC:41.2;BB:9.6;AA:16.0 | 4.31 | 31.9 | 163 | 225 | 15.1 | 2 | 30 | 45 | 35 | false | true | true | false | 1.4 | 0.16 | -0.06 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | 0 | DealerC | RFQ | 7 | 92 | 345 | -218 | Sector>limit | Hedge | Sector concentration above limit | 134 | Defer adds pending macro print |
C09387 | CR0991 | 2024-05-17 | Tightening | 118 | 443 | 3.9 | 1.6 | 622,198,080 | Healthcare:24.2;Tech:18.1;Industrials:18.9;Comm:21.8;Materials:17.0 | US:68.9;EU:10.9;APAC:7.1;EMEA:9.9;LATAM:3.2 | B:14.7;BB:3.4;BBB:11.4;CCC:15.7;AAA:19.9;AA:34.9 | 4.72 | 51.4 | 258 | 426 | 12 | 4 | 20 | 55 | 25 | true | true | true | true | -0.44 | 0.87 | -0.14 | Utilities:EW | Hedge | iTraxx_XOVER: +55bps notional | -38 | 11 | ECN1 | RFQ | 11 | 88 | -31 | -88 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Rotate into defensive sectors |
C09388 | CR1686 | 2024-08-16 | Tightening | 96 | 381 | 4.3 | 1.3 | 634,782,082 | Utilities:33.6;Consumer:22.5;Financials:19.8;Healthcare:24.1 | US:70.0;EU:7.6;APAC:8.6;EMEA:10.1;LATAM:3.7 | B:11.4;BB:11.0;BBB:21.5;CCC:38.4;AA:17.7 | 4.06 | 57.6 | 153 | 380 | 3.8 | 3 | 25 | 45 | 25 | true | true | true | false | 2.19 | 0.65 | 0.53 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | -19 | DealerB | All2All | 10 | 95 | -130 | -277 | Region>limit | Reduce | Regional concentration above limit | 198 | Defer adds pending macro print |
C09389 | CR3695 | 2024-06-28 | Stress | 241 | 612 | 7 | -0.9 | 1,741,581,842 | Financials:22.4;Energy:7.1;Healthcare:18.1;Industrials:22.6;Materials:24.1;Consumer:5.6 | US:61.9;EU:14.3;APAC:7.0;EMEA:10.5;LATAM:6.3 | BBB:16.9;AAA:16.9;CCC:22.2;B:23.1;A:9.4;AA:11.6 | 5.94 | 26.8 | 158 | 364 | 17.1 | 2.5 | 35 | 55 | 25 | false | true | true | false | 1.44 | 1.59 | 0.4 | Industrials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | -2 | DealerC | All2All | 9 | 85 | 253 | -356 | VAR>budget | Rotate | Portfolio VAR above budget | 139 | Escalate watchlist names |
C09390 | CR2916 | 2024-02-08 | Tightening | 139 | 467 | 5.1 | 1.3 | 2,349,017,620 | RealEstate:14.8;Healthcare:21.1;Industrials:9.0;Comm:19.7;Financials:21.9;Materials:13.4 | US:57.8;EU:12.7;APAC:13.7;EMEA:7.4;LATAM:8.4 | AAA:21.6;BBB:12.5;CCC:8.2;BB:16.3;A:12.4;B:29.0 | 7.01 | 58 | 176 | 160 | 7.6 | 4 | 20 | 35 | 20 | true | true | true | false | 0.01 | 0.86 | 0.25 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -18 | 7 | ECN1 | DealerAxed | 1 | 91 | 129 | 124 | HYCap>limit | Reduce | High-yield share above policy cap | 116 | Reviewed by risk; hedges staggered |
C09391 | CR5926 | 2024-08-04 | Recovery | 131 | 550 | 5.5 | 0.1 | 1,477,570,385 | Consumer:21.4;Energy:57.0;Financials:21.6 | US:67.1;EU:17.5;APAC:5.9;EMEA:7.6;LATAM:1.8 | BBB:43.6;CCC:19.9;AAA:20.8;B:15.7 | 3.97 | 41.6 | 130 | 407 | 14.1 | 2.5 | 20 | 35 | 25 | true | true | true | false | 1.42 | 1.59 | -0.05 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -46 | -10 | ECN2 | DealerAxed | 5 | 90 | 108 | -92 | HYCap>limit | Hedge | High-yield share above policy cap | 167 | Escalate watchlist names |
C09392 | CR0683 | 2024-04-05 | Stress | 226 | 850 | 5.5 | -0.5 | 1,959,904,532 | Comm:16.3;Financials:32.2;Consumer:32.1;Utilities:19.3 | US:66.5;EU:13.3;APAC:9.0;EMEA:9.3;LATAM:1.9 | BBB:29.8;CCC:31.9;AA:11.1;BB:15.8;AAA:11.3 | 6.32 | 64.2 | 226 | 479 | 13.3 | 2.5 | 25 | 55 | 25 | true | true | true | true | 2.03 | 0.57 | -0.32 | RealEstate:EW | Hedge | Options_Payer: +146bps notional | -8 | 39 | ECN1 | All2All | 1 | 98 | 45 | -9 | VAR>budget | Hedge | Portfolio VAR above budget | 232 | Tighten HY exposure bands |
C09393 | CR2156 | 2025-11-07 | Recovery | 126 | 561 | 4.8 | 0.3 | 1,141,358,626 | Healthcare:25.3;Industrials:23.2;RealEstate:51.5 | US:61.5;EU:13.5;APAC:14.6;EMEA:9.3;LATAM:1.2 | BB:27.7;AA:32.0;A:21.9;BBB:18.3 | 6.87 | 63 | 86 | 295 | 11.3 | 4 | 30 | 55 | 20 | true | true | true | false | 2.21 | -0.06 | -0.04 | Tech:EW | Hedge | iTraxx_XOVER: +192bps notional | -40 | -17 | DealerA | DealerAxed | 7 | 91 | 308 | 77 | Region>limit | Reduce | Regional concentration above limit | 235 | Rotate into defensive sectors |
C09394 | CR2023 | 2024-02-01 | Stress | 175 | 608 | 6.2 | 0.1 | 569,032,518 | Materials:23.4;Comm:12.6;RealEstate:15.7;Energy:17.2;Industrials:31.2 | US:66.4;EU:9.9;APAC:10.8;EMEA:10.5;LATAM:2.4 | BB:18.4;AAA:31.7;B:4.9;BBB:20.3;AA:24.6 | 6.28 | 64.8 | 273 | 568 | 17 | 4 | 35 | 45 | 30 | false | true | false | true | -0.49 | 1.56 | 0.19 | Tech:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | 6 | ECN2 | RFQ | 4 | 95 | -12 | 3 | HYCap>limit | Hedge | High-yield share above policy cap | 135 | Defer adds pending macro print |
C09395 | CR5451 | 2024-12-06 | Calm | 102 | 340 | 4.1 | 1.9 | 2,048,943,464 | Utilities:8.0;Comm:14.1;Healthcare:10.6;Materials:28.5;Industrials:29.1;RealEstate:9.7 | US:62.6;EU:9.0;APAC:16.1;EMEA:4.8;LATAM:7.5 | CCC:30.3;BBB:37.8;B:17.8;AA:14.1 | 2.51 | 35.5 | 250 | 458 | 4.6 | 4 | 35 | 35 | 30 | false | true | true | true | -0.5 | 1.51 | 0.33 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 6 | 42 | ECN2 | Electronic | 0 | 90 | 137 | 158 | VAR>budget | Rotate | Portfolio VAR above budget | 222 | Defer adds pending macro print |
C09396 | CR0785 | 2024-01-27 | Stress | 250 | 621 | 5.7 | -1.8 | 2,612,465,964 | RealEstate:46.2;Comm:26.1;Materials:27.6 | US:67.9;EU:8.5;APAC:7.0;EMEA:10.7;LATAM:5.9 | BBB:22.5;BB:20.3;B:31.8;AA:9.2;CCC:6.7;A:9.5 | 0.58 | 34.6 | 183 | 286 | 21.7 | 2 | 20 | 55 | 20 | true | true | true | false | -0.47 | 0.24 | 0.53 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -1 | DealerB | Electronic | 10 | 89 | -131 | -321 | Region>limit | Hedge | Regional concentration above limit | 111 | Escalate watchlist names |
C09397 | CR4478 | 2025-03-31 | Stress | 217 | 744 | 6.3 | -0.7 | 2,824,223,512 | Industrials:14.5;Comm:13.2;Healthcare:19.0;RealEstate:22.0;Tech:19.1;Consumer:12.1 | US:72.5;EU:6.8;APAC:7.7;EMEA:5.9;LATAM:7.1 | BB:19.8;AA:16.6;B:10.6;AAA:13.0;A:40.0 | 0.74 | 41.2 | 246 | 227 | 9.9 | 3.5 | 30 | 45 | 35 | false | true | false | true | 0.51 | 0.84 | -0 | Financials:EW | Hedge | iTraxx_XOVER: +136bps notional | -37 | 27 | ECN1 | DealerAxed | 5 | 96 | -29 | -259 | VAR>budget | Hedge | Portfolio VAR above budget | 219 | Reviewed by risk; hedges staggered |
C09398 | CR5599 | 2024-08-29 | Tightening | 120 | 429 | 5.1 | 0.8 | 1,435,660,296 | Utilities:20.0;Energy:40.4;Comm:39.6 | US:70.3;EU:6.7;APAC:11.9;EMEA:6.5;LATAM:4.6 | BB:34.1;B:21.1;CCC:16.1;BBB:28.7 | 5.39 | 38.1 | 243 | 192 | 11.2 | 4 | 30 | 35 | 20 | true | true | true | true | 1.54 | 1.46 | 0.46 | null | Hedge | Treasury_Futures: +165bps notional | -34 | 12 | DealerB | Electronic | 1 | 94 | -81 | -357 | HYCap>limit | Rotate | High-yield share above policy cap | 206 | Escalate watchlist names |
C09399 | CR9353 | 2025-01-12 | Calm | 106 | 372 | 3.4 | 2.6 | 2,886,053,682 | Materials:22.5;Energy:49.4;Financials:28.1 | US:66.0;EU:10.7;APAC:6.6;EMEA:12.4;LATAM:4.2 | AAA:21.1;B:18.5;BB:43.4;AA:17.1 | 5.03 | 22.3 | 109 | 147 | 7 | 3.5 | 30 | 45 | 30 | true | true | true | false | 2.08 | 0.09 | -0.02 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | 12 | ECN2 | Electronic | 3 | 86 | -127 | 125 | Region>limit | Rotate | Regional concentration above limit | 184 | Reviewed by risk; hedges staggered |
C09400 | CR5736 | 2025-04-16 | Tightening | 134 | 355 | 3.8 | 1.7 | 495,151,490 | Financials:12.1;RealEstate:26.9;Energy:35.8;Industrials:25.2 | US:69.2;EU:7.1;APAC:10.9;EMEA:9.7;LATAM:3.3 | B:44.2;A:18.8;AAA:12.1;BB:15.8;AA:9.0 | 4.08 | 29.8 | 94 | 260 | 8.4 | 2.5 | 30 | 45 | 35 | true | true | true | false | 1.11 | 1.08 | 0.13 | null | Hedge | iTraxx_XOVER: +148bps notional | -19 | 26 | ECN2 | RFQ | 6 | 93 | -39 | -122 | HYCap>limit | Rotate | High-yield share above policy cap | 248 | Defer adds pending macro print |
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