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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09401 | CR1235 | 2024-03-10 | Recovery | 123 | 615 | 5.9 | 1.5 | 2,041,317,116 | Energy:17.9;Healthcare:15.2;Consumer:13.3;Industrials:20.7;Materials:16.8;Utilities:16.1 | US:68.2;EU:9.1;APAC:9.0;EMEA:6.3;LATAM:7.4 | AA:22.1;AAA:26.1;A:33.1;CCC:4.3;B:7.4;BB:7.0 | 0.97 | 35.1 | 155 | 308 | 16.3 | 4 | 30 | 55 | 30 | false | true | false | false | 2.44 | 0.29 | -0.23 | Energy:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 18 | ECN2 | RFQ | 2 | 85 | 397 | -231 | VAR>budget | Hedge | Portfolio VAR above budget | 206 | Reviewed by risk; hedges staggered |
C09402 | CR5752 | 2024-03-14 | Stress | 230 | 572 | 6.9 | 0.6 | 1,216,230,335 | Industrials:21.6;Comm:6.7;Healthcare:10.2;Consumer:19.7;Materials:24.3;Tech:17.6 | US:67.7;EU:10.9;APAC:10.4;EMEA:6.5;LATAM:4.6 | BB:24.0;CCC:6.7;B:7.7;AA:61.6 | 1.64 | 58.5 | 302 | 332 | 9.2 | 3 | 35 | 35 | 35 | false | true | true | true | 2.43 | 1.42 | 0.55 | Utilities:EW;Industrials:EW | Hedge | Options_Payer: +176bps notional | 3 | 22 | DealerB | All2All | 4 | 98 | 304 | -70 | HYCap>limit | Hedge | High-yield share above policy cap | 150 | Reviewed by risk; hedges staggered |
C09403 | CR5019 | 2025-09-24 | Calm | 92 | 347 | 4.2 | 2.6 | 2,486,797,170 | Tech:12.4;Industrials:14.1;Healthcare:22.0;Energy:13.3;Consumer:20.7;RealEstate:17.6 | US:61.9;EU:10.4;APAC:15.6;EMEA:11.0;LATAM:1.2 | AAA:6.4;CCC:25.8;AA:16.8;B:26.5;A:24.6 | 6 | 24.7 | 100 | 229 | 9 | 3.5 | 25 | 35 | 30 | false | true | true | false | -0.41 | 0.22 | 0.4 | null | Hedge | CDX_HY: +179bps notional | -22 | 10 | DealerA | Electronic | 3 | 91 | 287 | -403 | Sector>limit | Hedge | Sector concentration above limit | 166 | Reviewed by risk; hedges staggered |
C09404 | CR4954 | 2025-06-15 | Calm | 70 | 393 | 3.4 | 2 | 1,640,042,328 | RealEstate:14.8;Financials:17.7;Tech:29.4;Utilities:38.1 | US:62.4;EU:11.6;APAC:15.8;EMEA:8.7;LATAM:1.4 | BB:7.1;AAA:20.3;B:11.0;CCC:15.1;BBB:20.5;A:26.0 | 4.46 | 57 | 213 | 484 | 12.4 | 2 | 30 | 55 | 35 | true | true | false | true | 2.26 | 0.83 | -0 | Healthcare:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | 40 | DealerA | All2All | 6 | 91 | 162 | -166 | Region>limit | Rotate | Regional concentration above limit | 184 | Tighten HY exposure bands |
C09405 | CR1306 | 2025-10-21 | Tightening | 150 | 386 | 4.8 | 1.3 | 2,312,839,763 | Healthcare:22.4;Comm:23.6;Financials:27.3;Tech:26.7 | US:61.3;EU:15.1;APAC:14.4;EMEA:9.0;LATAM:0.2 | AA:37.4;CCC:22.6;B:23.8;A:16.2 | 5.65 | 59.5 | 188 | 504 | 15.7 | 2 | 25 | 55 | 30 | true | true | true | false | 1.47 | 0.89 | 0.11 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | -7 | DealerB | Electronic | 11 | 99 | 103 | -29 | Region>limit | Hedge | Regional concentration above limit | 106 | Escalate watchlist names |
C09406 | CR3080 | 2025-04-10 | Stress | 260 | 800 | 6 | 0.6 | 2,280,069,920 | RealEstate:13.8;Industrials:36.7;Consumer:27.0;Materials:22.5 | US:59.6;EU:16.4;APAC:8.7;EMEA:8.4;LATAM:6.9 | A:20.5;AA:18.7;BB:23.5;BBB:10.3;B:27.0 | 0.56 | 38.1 | 179 | 591 | 18.1 | 4 | 25 | 45 | 20 | true | true | true | false | 1.29 | 1.4 | 0.45 | Materials:EW | Hedge | iTraxx_MAIN: +179bps notional | -50 | 35 | DealerA | Electronic | 1 | 100 | 168 | -191 | Region>limit | Rotate | Regional concentration above limit | 171 | Tighten HY exposure bands |
C09407 | CR9153 | 2025-10-09 | Stress | 246 | 605 | 5.7 | -0 | 1,695,969,450 | RealEstate:12.5;Healthcare:38.1;Comm:49.4 | US:71.6;EU:14.0;APAC:8.0;EMEA:5.8;LATAM:0.5 | BB:23.1;AAA:11.9;CCC:34.3;A:12.1;AA:18.7 | 4.11 | 47.5 | 256 | 538 | 18.3 | 2.5 | 30 | 45 | 35 | true | true | true | true | 0.36 | 0.5 | -0.24 | Healthcare:EW;Comm:EW | Hedge | SingleName_CDS: +174bps notional | -44 | 5 | ECN2 | DealerAxed | 2 | 99 | -145 | 18 | HYCap>limit | Reduce | High-yield share above policy cap | 153 | Rotate into defensive sectors |
C09408 | CR1110 | 2025-03-28 | Calm | 107 | 336 | 3.7 | 1.8 | 820,483,830 | Healthcare:20.6;RealEstate:18.1;Industrials:24.7;Financials:36.6 | US:60.8;EU:15.5;APAC:12.6;EMEA:10.8;LATAM:0.2 | BBB:22.7;B:5.8;AA:26.8;A:44.7 | 2.05 | 57.4 | 263 | 349 | 13.3 | 4 | 30 | 45 | 30 | true | true | false | true | -0.14 | 1.68 | -0.07 | Industrials:EW | Hedge | CDX_IG: +53bps notional | -6 | 6 | DealerA | All2All | 1 | 90 | 285 | 11 | VAR>budget | Hedge | Portfolio VAR above budget | 257 | Defer adds pending macro print |
C09409 | CR6424 | 2024-04-06 | Tightening | 110 | 490 | 4 | 1.6 | 2,485,828,372 | Healthcare:13.5;Consumer:27.2;Industrials:38.4;Energy:20.8 | US:66.8;EU:12.9;APAC:9.9;EMEA:7.9;LATAM:2.5 | B:18.4;AA:23.4;CCC:12.5;BBB:9.0;AAA:9.0;BB:27.7 | 0.85 | 24.8 | 128 | 159 | 6.6 | 3.5 | 30 | 55 | 30 | true | true | true | false | 1.95 | 0.04 | -0.08 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -39 | -16 | ECN2 | All2All | 12 | 95 | -190 | 10 | Region>limit | Hedge | Regional concentration above limit | 187 | Reviewed by risk; hedges staggered |
C09410 | CR9455 | 2024-10-30 | Stress | 141 | 588 | 5.1 | 0.6 | 2,297,857,419 | Healthcare:27.1;Materials:10.6;Energy:28.0;Industrials:18.4;Comm:15.9 | US:70.3;EU:6.2;APAC:13.0;EMEA:7.4;LATAM:3.1 | AAA:28.3;CCC:15.3;B:10.1;BB:11.6;A:34.7 | 6.01 | 53.5 | 239 | 587 | 11.4 | 3 | 25 | 35 | 35 | true | true | true | true | 0.01 | 1.34 | -0.1 | null | Hedge | Options_Payer: +155bps notional | 20 | 4 | DealerC | RFQ | 6 | 94 | 295 | 33 | VAR>budget | Reduce | Portfolio VAR above budget | 176 | Rotate into defensive sectors |
C09411 | CR3075 | 2024-12-09 | Calm | 84 | 388 | 4.1 | 2.5 | 893,314,506 | Healthcare:12.5;Tech:28.5;Comm:12.8;Materials:46.2 | US:62.3;EU:16.8;APAC:11.7;EMEA:4.7;LATAM:4.5 | BB:11.7;AA:21.0;AAA:26.8;CCC:16.8;BBB:23.7 | 6.74 | 58.5 | 122 | 425 | 6.4 | 2.5 | 20 | 45 | 20 | true | true | true | false | 1.98 | 1.16 | -0.31 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 45 | DealerC | All2All | 10 | 94 | 402 | -90 | VAR>budget | Hedge | Portfolio VAR above budget | 188 | Rotate into defensive sectors |
C09412 | CR9334 | 2024-12-01 | Recovery | 107 | 517 | 6.4 | -0.1 | 1,154,795,948 | RealEstate:25.2;Consumer:11.9;Materials:19.3;Comm:20.5;Healthcare:23.1 | US:55.0;EU:18.4;APAC:9.8;EMEA:12.2;LATAM:4.6 | B:21.7;A:8.1;AAA:22.3;BB:19.7;BBB:28.2 | 1.86 | 52.4 | 108 | 206 | 10.1 | 4 | 35 | 45 | 25 | false | true | true | false | 2.42 | -0.21 | -0.32 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 0 | -15 | DealerC | RFQ | 4 | 95 | 373 | -45 | Sector>limit | Reduce | Sector concentration above limit | 209 | Tighten HY exposure bands |
C09413 | CR9153 | 2024-01-30 | Tightening | 138 | 424 | 5 | 1.4 | 1,960,066,996 | Comm:15.8;Healthcare:13.6;Energy:9.7;Utilities:24.7;Industrials:22.6;Financials:13.5 | US:61.0;EU:10.3;APAC:15.4;EMEA:11.5;LATAM:1.8 | AA:17.1;A:22.1;CCC:23.7;AAA:15.5;BBB:21.7 | 7.31 | 24.3 | 192 | 125 | 5.4 | 2 | 30 | 35 | 25 | false | true | false | false | 1.7 | 1.36 | 0.57 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 25 | ECN2 | RFQ | 5 | 95 | -15 | -330 | HYCap>limit | Reduce | High-yield share above policy cap | 174 | Defer adds pending macro print |
C09414 | CR6557 | 2024-04-08 | Calm | 81 | 410 | 3.5 | 1.6 | 1,061,685,631 | Tech:31.6;Materials:25.9;Industrials:25.6;Financials:8.7;Consumer:8.3 | US:66.4;EU:17.6;APAC:9.1;EMEA:3.6;LATAM:3.4 | AAA:28.0;CCC:20.0;AA:22.4;A:12.2;BBB:17.4 | 5.18 | 64.5 | 103 | 410 | 4.7 | 4 | 35 | 35 | 35 | false | true | false | false | 0.99 | 1.61 | 0.47 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 40 | DealerB | DealerAxed | 7 | 88 | 349 | -90 | HYCap>limit | Reduce | High-yield share above policy cap | 216 | Rotate into defensive sectors |
C09415 | CR3225 | 2024-02-24 | Tightening | 122 | 484 | 5.2 | 1.5 | 1,688,589,359 | Healthcare:19.7;Utilities:26.3;Tech:8.4;Financials:8.6;Energy:7.8;Consumer:29.2 | US:61.5;EU:14.2;APAC:10.4;EMEA:9.6;LATAM:4.2 | AAA:26.7;BBB:37.6;AA:26.6;B:9.1 | 5.65 | 43 | 226 | 447 | 7.1 | 3 | 20 | 45 | 25 | true | true | false | true | 0.9 | 0.11 | 0.38 | null | Hedge | CDX_IG: +172bps notional | -43 | 11 | DealerC | Electronic | 3 | 86 | -128 | 159 | HYCap>limit | Rotate | High-yield share above policy cap | 172 | Escalate watchlist names |
C09416 | CR0049 | 2024-12-07 | Tightening | 121 | 409 | 4.4 | 1.1 | 305,930,419 | Industrials:21.4;Energy:6.1;Utilities:15.4;Comm:16.1;RealEstate:21.7;Tech:19.4 | US:77.6;EU:11.2;APAC:5.5;EMEA:3.5;LATAM:2.2 | A:12.1;CCC:8.4;AAA:39.2;BB:12.4;BBB:28.0 | 4.55 | 29.9 | 213 | 156 | 7.8 | 4 | 25 | 35 | 20 | false | true | true | true | -0.12 | 1.68 | -0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | 36 | ECN2 | Electronic | 11 | 89 | 216 | 26 | Sector>limit | Reduce | Sector concentration above limit | 239 | Reviewed by risk; hedges staggered |
C09417 | CR6414 | 2025-05-01 | Calm | 90 | 318 | 4.2 | 2.9 | 1,643,306,440 | Energy:28.2;RealEstate:19.1;Comm:15.8;Industrials:13.6;Financials:23.3 | US:69.2;EU:13.6;APAC:10.2;EMEA:3.4;LATAM:3.6 | B:13.6;BBB:26.3;CCC:15.7;A:29.6;AAA:14.8 | 6.9 | 27.8 | 165 | 267 | 17.5 | 2 | 25 | 35 | 35 | true | true | false | false | -0.4 | 1.08 | 0.3 | Materials:EW | Hedge | SingleName_CDS: +188bps notional | -58 | 29 | DealerC | All2All | 0 | 88 | 356 | 163 | HYCap>limit | Hedge | High-yield share above policy cap | 174 | Defer adds pending macro print |
C09418 | CR5511 | 2025-12-17 | Recovery | 134 | 498 | 5.5 | 0.7 | 1,454,072,846 | Consumer:31.6;RealEstate:12.2;Utilities:29.9;Healthcare:26.3 | US:74.7;EU:5.1;APAC:7.3;EMEA:6.1;LATAM:6.8 | AAA:30.7;AA:20.0;BBB:12.4;A:36.9 | 4.22 | 42.5 | 184 | 236 | 15.3 | 2.5 | 25 | 35 | 30 | true | true | false | false | 1.56 | 0.17 | -0.13 | null | Hedge | iTraxx_MAIN: +126bps notional | -44 | 36 | DealerA | RFQ | 1 | 87 | -109 | -277 | Region>limit | Rotate | Regional concentration above limit | 126 | Rotate into defensive sectors |
C09419 | CR2410 | 2024-12-20 | Tightening | 107 | 411 | 3.8 | 0.8 | 441,771,418 | Financials:41.0;Comm:9.2;Materials:10.2;Consumer:17.9;Industrials:21.7 | US:58.6;EU:15.1;APAC:10.9;EMEA:11.4;LATAM:4.0 | CCC:9.8;BB:8.8;B:7.5;AA:15.2;BBB:18.9;AAA:39.8 | 4.14 | 52.1 | 133 | 461 | 9.7 | 3 | 25 | 35 | 25 | true | true | true | false | 2.18 | -0.09 | 0.56 | Consumer:EW | Hedge | SingleName_CDS: +97bps notional | -5 | 42 | ECN1 | Electronic | 9 | 87 | -56 | -155 | Sector>limit | Hedge | Sector concentration above limit | 226 | Reviewed by risk; hedges staggered |
C09420 | CR5818 | 2025-03-10 | Recovery | 101 | 543 | 4.7 | 0.6 | 1,430,642,705 | Industrials:34.2;Consumer:39.6;Materials:12.7;Tech:13.5 | US:69.4;EU:9.8;APAC:7.4;EMEA:9.9;LATAM:3.4 | B:20.7;A:28.5;BB:25.7;CCC:25.2 | 0.62 | 21.6 | 102 | 422 | 3.6 | 2.5 | 25 | 35 | 30 | true | true | true | false | 1.75 | 0.96 | -0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 11 | DealerB | All2All | 5 | 88 | -109 | -348 | HYCap>limit | Reduce | High-yield share above policy cap | 256 | Rotate into defensive sectors |
C09421 | CR9521 | 2024-06-09 | Tightening | 122 | 374 | 4.5 | 1.4 | 1,279,010,758 | Financials:33.4;Materials:13.6;Consumer:27.5;Tech:25.5 | US:72.5;EU:7.6;APAC:5.8;EMEA:11.5;LATAM:2.6 | B:11.1;AAA:16.4;AA:25.3;BB:12.9;A:22.9;BBB:11.3 | 1.69 | 33.4 | 103 | 255 | 2.6 | 4 | 20 | 55 | 20 | true | true | true | false | 0.34 | 1.04 | 0.04 | Materials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 14 | ECN1 | RFQ | 9 | 86 | 168 | -128 | Sector>limit | Rotate | Sector concentration above limit | 257 | Reviewed by risk; hedges staggered |
C09422 | CR1542 | 2025-02-19 | Stress | 240 | 823 | 6.5 | -1.8 | 2,129,093,945 | Industrials:16.2;RealEstate:38.4;Healthcare:45.5 | US:63.5;EU:16.8;APAC:6.0;EMEA:9.0;LATAM:4.6 | A:9.9;CCC:12.1;BBB:25.2;B:27.0;AAA:17.2;BB:8.5 | 5.79 | 62.7 | 180 | 592 | 13 | 4 | 30 | 55 | 30 | true | true | true | false | 1.09 | 0.52 | 0.42 | Consumer:EW;Tech:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -47 | 41 | ECN2 | RFQ | 10 | 89 | -93 | -276 | VAR>budget | Rotate | Portfolio VAR above budget | 201 | Escalate watchlist names |
C09423 | CR5852 | 2025-05-19 | Recovery | 165 | 422 | 4.7 | 1.3 | 284,501,314 | Tech:35.0;Comm:26.2;Financials:9.1;Materials:29.8 | US:61.3;EU:14.6;APAC:5.8;EMEA:10.6;LATAM:7.7 | A:25.0;B:10.8;AAA:23.3;AA:41.0 | 1.09 | 61.1 | 132 | 301 | 6.1 | 3 | 35 | 35 | 25 | false | true | false | false | 0.33 | 0 | 0.35 | Energy:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | -3 | DealerB | DealerAxed | 4 | 86 | -112 | 60 | HYCap>limit | Hedge | High-yield share above policy cap | 211 | Reviewed by risk; hedges staggered |
C09424 | CR1587 | 2025-08-16 | Calm | 108 | 301 | 3.7 | 2.8 | 1,708,452,649 | Consumer:16.8;Comm:14.8;Financials:27.0;Materials:20.9;Healthcare:20.5 | US:61.2;EU:9.2;APAC:14.7;EMEA:10.4;LATAM:4.5 | B:15.1;CCC:17.9;A:26.1;BB:7.8;BBB:17.1;AAA:15.9 | 2.81 | 27.9 | 233 | 368 | 17 | 3.5 | 30 | 35 | 20 | false | true | true | true | -0.38 | 0.05 | -0.14 | Tech:EW;RealEstate:EW | Hedge | Treasury_Futures: +104bps notional | -52 | 33 | DealerB | DealerAxed | 3 | 97 | 373 | 26 | VAR>budget | Rotate | Portfolio VAR above budget | 148 | Escalate watchlist names |
C09425 | CR6713 | 2025-09-17 | Calm | 84 | 418 | 3.3 | 1.6 | 2,879,318,575 | Materials:37.6;Energy:25.4;RealEstate:37.0 | US:65.9;EU:15.5;APAC:7.0;EMEA:4.9;LATAM:6.7 | AA:35.5;AAA:16.3;A:23.8;BB:24.3 | 6.54 | 33.5 | 136 | 365 | 11.6 | 4 | 20 | 45 | 30 | true | true | false | false | 0.7 | 1.1 | 0.59 | Utilities:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 39 | ECN1 | All2All | 4 | 100 | 359 | -385 | HYCap>limit | Hedge | High-yield share above policy cap | 223 | Tighten HY exposure bands |
C09426 | CR3337 | 2024-08-28 | Recovery | 100 | 518 | 5.8 | 1.4 | 2,055,651,302 | Materials:10.6;Tech:45.2;Healthcare:44.2 | US:71.4;EU:11.6;APAC:7.9;EMEA:7.1;LATAM:1.9 | AA:16.8;CCC:5.0;AAA:19.6;BB:14.3;BBB:44.4 | 2.88 | 55.4 | 236 | 324 | 13.4 | 3 | 25 | 35 | 35 | true | true | false | true | 2.1 | 1.02 | -0.28 | null | Hedge | Treasury_Futures: +65bps notional | -7 | 18 | DealerB | All2All | 6 | 98 | 152 | 115 | HYCap>limit | Hedge | High-yield share above policy cap | 105 | Tighten HY exposure bands |
C09427 | CR0171 | 2025-11-18 | Stress | 198 | 559 | 5.9 | -0.3 | 1,135,758,013 | RealEstate:17.2;Comm:17.4;Tech:25.2;Energy:13.4;Financials:8.5;Healthcare:18.3 | US:63.4;EU:9.6;APAC:12.1;EMEA:6.6;LATAM:8.3 | B:9.4;BBB:24.6;A:19.7;CCC:15.0;AA:31.3 | 4.6 | 40.3 | 213 | 376 | 10.7 | 2 | 35 | 55 | 35 | false | true | false | true | 2.29 | 1.07 | 0.47 | null | Hedge | CDX_IG: +94bps notional | -44 | 38 | DealerC | RFQ | 2 | 100 | 215 | 31 | HYCap>limit | Rotate | High-yield share above policy cap | 118 | Tighten HY exposure bands |
C09428 | CR4306 | 2024-01-21 | Calm | 99 | 420 | 3.5 | 2 | 1,543,814,587 | Financials:16.6;Comm:17.9;Utilities:21.8;Energy:5.5;Consumer:19.4;Industrials:18.7 | US:68.6;EU:13.8;APAC:5.9;EMEA:6.1;LATAM:5.7 | B:14.3;AAA:21.5;A:23.2;BB:41.0 | 1.23 | 21.6 | 221 | 263 | 11.1 | 4 | 30 | 55 | 30 | false | true | true | true | 1.78 | 1.42 | 0.11 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 0 | 45 | ECN2 | All2All | 9 | 95 | 118 | -270 | VAR>budget | Reduce | Portfolio VAR above budget | 236 | Reviewed by risk; hedges staggered |
C09429 | CR0293 | 2024-07-17 | Tightening | 158 | 412 | 4.4 | 0.6 | 489,859,341 | Comm:21.9;Materials:15.4;Energy:12.6;Financials:14.0;Utilities:25.4;Industrials:10.8 | US:61.4;EU:9.0;APAC:13.2;EMEA:8.7;LATAM:7.7 | BB:40.8;B:15.9;BBB:25.9;A:17.4 | 2.96 | 50.6 | 107 | 215 | 11.2 | 2.5 | 25 | 45 | 20 | true | true | true | false | 1.31 | 0.85 | 0.04 | Materials:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | 14 | DealerA | Electronic | 12 | 88 | 400 | -40 | Sector>limit | Reduce | Sector concentration above limit | 159 | Rotate into defensive sectors |
C09430 | CR3545 | 2025-04-11 | Tightening | 116 | 357 | 4.1 | 1.8 | 93,327,875 | Comm:29.9;RealEstate:15.0;Consumer:21.5;Materials:33.6 | US:69.1;EU:13.7;APAC:7.1;EMEA:8.9;LATAM:1.3 | CCC:8.9;A:11.3;BB:26.5;AA:25.4;B:27.8 | 4.13 | 49.7 | 223 | 140 | 16.6 | 3.5 | 35 | 45 | 35 | false | true | true | true | -0.23 | 0.28 | 0.46 | Tech:EW | Hedge | CDX_IG: +53bps notional | 16 | 41 | ECN1 | All2All | 7 | 95 | 430 | -99 | Region>limit | Reduce | Regional concentration above limit | 235 | Defer adds pending macro print |
C09431 | CR3794 | 2024-09-28 | Stress | 255 | 581 | 6.2 | -0.8 | 1,068,671,122 | Tech:27.9;RealEstate:25.0;Comm:10.4;Materials:20.0;Industrials:16.7 | US:67.4;EU:9.3;APAC:9.6;EMEA:7.3;LATAM:6.4 | CCC:7.7;AAA:13.6;BBB:5.8;B:24.9;AA:12.8;BB:35.1 | 3.47 | 24.9 | 188 | 361 | 16 | 2 | 35 | 35 | 35 | false | true | true | false | 0.82 | -0.2 | 0.11 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | -2 | DealerB | Electronic | 4 | 92 | 319 | 44 | Sector>limit | Hedge | Sector concentration above limit | 253 | Escalate watchlist names |
C09432 | CR6687 | 2024-12-11 | Recovery | 164 | 550 | 4.7 | 0.8 | 2,092,036,523 | Healthcare:38.6;Materials:16.6;RealEstate:20.2;Energy:24.6 | US:59.9;EU:12.5;APAC:12.6;EMEA:10.6;LATAM:4.3 | CCC:7.4;AAA:25.4;AA:26.9;B:6.9;BBB:22.6;BB:10.8 | 6.23 | 30.4 | 100 | 264 | 14.5 | 3.5 | 35 | 55 | 35 | true | true | false | false | -0.12 | -0.27 | -0.08 | Utilities:EW;Comm:EW | Hedge | SingleName_CDS: +135bps notional | -8 | -9 | DealerA | All2All | 6 | 95 | 265 | -382 | VAR>budget | Hedge | Portfolio VAR above budget | 190 | Defer adds pending macro print |
C09433 | CR3447 | 2025-11-08 | Tightening | 117 | 395 | 5 | 1.1 | 2,651,146,810 | Healthcare:16.9;Consumer:47.4;Comm:35.7 | US:64.9;EU:7.4;APAC:12.1;EMEA:10.7;LATAM:4.9 | BBB:19.5;B:30.9;CCC:22.9;AAA:13.6;AA:13.1 | 2.18 | 63.6 | 237 | 520 | 7.3 | 4 | 25 | 55 | 35 | true | true | true | true | -0.27 | 0.39 | 0.08 | Industrials:EW | Hedge | iTraxx_XOVER: +110bps notional | 3 | 25 | ECN1 | RFQ | 10 | 90 | -48 | -206 | Sector>limit | Hedge | Sector concentration above limit | 163 | Defer adds pending macro print |
C09434 | CR8620 | 2024-06-02 | Recovery | 176 | 564 | 5.4 | 1.1 | 1,967,533,825 | Energy:28.1;Consumer:19.5;RealEstate:13.5;Healthcare:28.4;Materials:10.5 | US:65.1;EU:8.6;APAC:15.1;EMEA:3.6;LATAM:7.5 | B:25.5;BB:19.4;AAA:19.4;CCC:11.4;AA:24.2 | 0.67 | 61.1 | 160 | 200 | 4.9 | 2 | 25 | 45 | 35 | true | true | true | false | 1.81 | 1.78 | 0.06 | Comm:EW;RealEstate:EW | Hedge | CDX_HY: +153bps notional | -24 | 10 | DealerA | Electronic | 11 | 99 | 316 | -33 | VAR>budget | Reduce | Portfolio VAR above budget | 102 | Rotate into defensive sectors |
C09435 | CR3426 | 2025-05-24 | Recovery | 104 | 628 | 5.8 | 0.7 | 398,500,621 | Industrials:11.8;RealEstate:29.4;Tech:30.7;Consumer:28.0 | US:65.9;EU:12.7;APAC:9.9;EMEA:8.1;LATAM:3.3 | CCC:19.9;A:22.9;B:21.1;AA:36.1 | 6.71 | 44.2 | 224 | 402 | 7.8 | 3 | 35 | 45 | 30 | false | true | true | true | 2.47 | 1.16 | 0.47 | Energy:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -51 | 40 | ECN2 | All2All | 3 | 99 | 171 | -189 | HYCap>limit | Reduce | High-yield share above policy cap | 159 | Defer adds pending macro print |
C09436 | CR3977 | 2024-10-30 | Tightening | 126 | 372 | 4.7 | 1 | 1,791,312,651 | Comm:13.2;Industrials:19.8;Consumer:12.6;Healthcare:16.5;Tech:19.1;RealEstate:18.8 | US:68.9;EU:8.3;APAC:8.8;EMEA:9.1;LATAM:4.9 | AA:15.6;CCC:13.0;BBB:29.0;BB:8.0;A:34.3 | 6.67 | 49.6 | 117 | 318 | 4.2 | 3.5 | 35 | 55 | 30 | false | true | false | false | 1.86 | 0.47 | 0.09 | RealEstate:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | -16 | DealerB | All2All | 3 | 97 | 279 | -404 | Sector>limit | Hedge | Sector concentration above limit | 207 | Defer adds pending macro print |
C09437 | CR8472 | 2025-04-02 | Calm | 91 | 307 | 3.3 | 2.5 | 2,264,357,158 | Tech:38.8;Materials:25.1;Comm:16.7;Financials:19.4 | US:67.9;EU:10.7;APAC:5.1;EMEA:10.5;LATAM:5.9 | B:8.0;AA:48.8;BB:10.5;A:32.8 | 4.12 | 21.2 | 160 | 351 | 3.7 | 4 | 25 | 35 | 25 | true | true | false | false | 1.88 | 0.01 | -0.21 | Materials:EW | Hedge | CDX_IG: +157bps notional | -29 | -7 | DealerC | Electronic | 2 | 97 | 421 | -249 | VAR>budget | Hedge | Portfolio VAR above budget | 182 | Reviewed by risk; hedges staggered |
C09438 | CR5526 | 2025-07-19 | Stress | 175 | 810 | 6.2 | -0.4 | 643,017,405 | RealEstate:39.2;Financials:35.4;Healthcare:25.3 | US:66.5;EU:7.0;APAC:7.4;EMEA:14.4;LATAM:4.8 | AAA:13.8;AA:12.5;BB:40.1;CCC:8.2;A:13.6;BBB:11.8 | 6.99 | 63.5 | 243 | 223 | 8.1 | 3.5 | 20 | 55 | 20 | true | true | true | true | 0.68 | 0.85 | -0.18 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 31 | DealerB | RFQ | 9 | 89 | 420 | -116 | VAR>budget | Hedge | Portfolio VAR above budget | 140 | Escalate watchlist names |
C09439 | CR3423 | 2024-02-26 | Stress | 147 | 580 | 7.5 | 0.1 | 2,043,304,367 | Industrials:20.7;Energy:28.1;Consumer:15.6;RealEstate:7.2;Healthcare:28.5 | US:58.7;EU:17.3;APAC:14.9;EMEA:8.4;LATAM:0.7 | B:10.5;CCC:13.7;BB:4.8;A:27.3;BBB:14.3;AAA:29.4 | 2.83 | 50.6 | 203 | 547 | 10.9 | 2 | 25 | 55 | 35 | true | true | false | true | -0.23 | 0.63 | -0.04 | null | Hedge | CDX_IG: +135bps notional | 8 | 29 | ECN1 | All2All | 2 | 86 | 376 | 127 | Region>limit | Hedge | Regional concentration above limit | 224 | Reviewed by risk; hedges staggered |
C09440 | CR0622 | 2024-03-28 | Stress | 183 | 574 | 6.6 | 0.3 | 2,383,510,789 | Healthcare:32.3;Materials:42.9;Utilities:24.7 | US:72.2;EU:6.8;APAC:9.5;EMEA:6.8;LATAM:4.8 | BBB:40.2;CCC:21.6;A:20.9;AAA:17.2 | 4.68 | 49 | 363 | 448 | 4.8 | 3.5 | 30 | 35 | 35 | true | true | false | true | 1.95 | 1.12 | -0.09 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 9 | ECN1 | Electronic | 1 | 90 | 263 | 1 | VAR>budget | Hedge | Portfolio VAR above budget | 238 | Tighten HY exposure bands |
C09441 | CR9836 | 2025-07-16 | Stress | 165 | 629 | 5.5 | 0.7 | 100,691,651 | Financials:16.7;Comm:19.7;Utilities:28.4;Healthcare:35.2 | US:58.8;EU:12.7;APAC:13.1;EMEA:8.9;LATAM:6.5 | BB:12.0;BBB:7.5;CCC:35.9;A:7.3;AA:13.1;B:24.3 | 3.03 | 40.4 | 162 | 546 | 9.2 | 3 | 30 | 45 | 35 | true | true | true | false | 2.25 | 1.21 | -0.29 | Utilities:EW;Healthcare:EW | Hedge | Treasury_Futures: +100bps notional | -43 | 20 | DealerB | DealerAxed | 9 | 95 | 10 | 73 | HYCap>limit | Hedge | High-yield share above policy cap | 181 | Escalate watchlist names |
C09442 | CR7765 | 2025-07-18 | Calm | 90 | 409 | 3.2 | 1.7 | 75,359,657 | Comm:14.6;Utilities:15.4;Materials:27.8;RealEstate:8.7;Energy:33.5 | US:69.0;EU:13.8;APAC:8.0;EMEA:5.8;LATAM:3.4 | A:8.7;BB:22.7;CCC:8.3;B:31.4;AA:9.3;AAA:19.5 | 2.83 | 50.8 | 277 | 334 | 17.1 | 2 | 25 | 55 | 30 | true | true | true | true | 1.36 | 0.18 | 0.38 | RealEstate:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | -1 | DealerC | RFQ | 10 | 93 | -112 | 43 | Region>limit | Reduce | Regional concentration above limit | 257 | Rotate into defensive sectors |
C09443 | CR3510 | 2024-07-19 | Calm | 108 | 362 | 3.8 | 1.8 | 1,301,507,281 | Healthcare:47.0;Energy:38.8;Utilities:14.2 | US:69.7;EU:12.9;APAC:6.2;EMEA:4.6;LATAM:6.7 | AA:47.4;AAA:26.0;BB:18.1;CCC:8.5 | 6.17 | 63.9 | 230 | 405 | 12.7 | 2 | 20 | 55 | 20 | true | true | true | true | 0.02 | 1.69 | 0.14 | null | Hedge | iTraxx_XOVER: +123bps notional | -55 | 5 | DealerC | Electronic | 11 | 86 | 383 | 124 | HYCap>limit | Rotate | High-yield share above policy cap | 238 | Escalate watchlist names |
C09444 | CR8378 | 2025-05-24 | Recovery | 146 | 482 | 5.9 | -0.1 | 81,053,759 | Healthcare:48.1;Materials:31.6;RealEstate:20.3 | US:57.2;EU:14.9;APAC:12.4;EMEA:9.8;LATAM:5.6 | AA:20.6;B:31.2;A:8.7;AAA:19.2;BB:8.1;CCC:12.2 | 4.76 | 21 | 142 | 284 | 5.9 | 3 | 20 | 35 | 35 | true | true | true | false | 0.79 | 1.4 | -0.17 | Materials:EW | Hedge | CDX_IG: +74bps notional | -9 | -7 | ECN1 | RFQ | 1 | 97 | 174 | -381 | VAR>budget | Reduce | Portfolio VAR above budget | 175 | Rotate into defensive sectors |
C09445 | CR5035 | 2024-05-03 | Calm | 75 | 378 | 4.4 | 1.8 | 2,530,896,657 | Financials:21.3;Materials:10.6;Tech:23.9;Comm:9.9;Energy:10.3;Healthcare:24.0 | US:64.4;EU:16.7;APAC:9.7;EMEA:4.0;LATAM:5.2 | AA:10.9;CCC:24.1;AAA:11.6;A:28.8;BBB:24.6 | 7.35 | 36.9 | 249 | 402 | 17.5 | 4 | 20 | 35 | 25 | true | true | false | true | 0.62 | 1.6 | 0.34 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | 43 | ECN1 | DealerAxed | 0 | 88 | 65 | -283 | HYCap>limit | Rotate | High-yield share above policy cap | 211 | Rotate into defensive sectors |
C09446 | CR8027 | 2025-06-13 | Calm | 108 | 387 | 3.4 | 2.3 | 390,101,181 | Utilities:20.6;Industrials:17.0;Consumer:10.5;Materials:17.3;Comm:15.3;Financials:19.3 | US:64.7;EU:12.7;APAC:7.1;EMEA:9.5;LATAM:6.1 | A:23.7;AAA:26.2;CCC:5.8;AA:27.7;BB:16.6 | 1.43 | 61.6 | 195 | 184 | 3.1 | 3.5 | 20 | 45 | 20 | true | true | true | false | 0.58 | 1.64 | -0.07 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 37 | DealerA | All2All | 2 | 93 | -59 | 62 | HYCap>limit | Rotate | High-yield share above policy cap | 192 | Defer adds pending macro print |
C09447 | CR5850 | 2025-09-20 | Calm | 69 | 399 | 3.3 | 2.6 | 2,376,332,152 | Materials:26.1;Energy:45.3;RealEstate:28.6 | US:64.5;EU:11.3;APAC:11.6;EMEA:8.2;LATAM:4.4 | BBB:14.5;CCC:19.1;AA:13.4;AAA:14.7;B:13.2;BB:25.1 | 4.6 | 59.1 | 162 | 288 | 4.3 | 2 | 35 | 55 | 25 | true | true | true | false | 0.43 | -0.17 | -0.36 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -41 | -21 | ECN2 | All2All | 11 | 97 | 232 | -351 | HYCap>limit | Reduce | High-yield share above policy cap | 121 | Reviewed by risk; hedges staggered |
C09448 | CR1318 | 2025-12-01 | Recovery | 121 | 559 | 6.1 | 0.2 | 403,545,140 | Energy:25.3;Consumer:15.0;Tech:26.0;Financials:33.7 | US:58.3;EU:14.0;APAC:11.7;EMEA:10.3;LATAM:5.7 | BB:10.4;CCC:10.5;BBB:33.3;A:45.8 | 5.77 | 21.3 | 201 | 355 | 6 | 3.5 | 20 | 55 | 20 | true | true | true | true | 0.8 | 0.46 | -0.01 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | 18 | DealerA | RFQ | 7 | 97 | -172 | -417 | Sector>limit | Rotate | Sector concentration above limit | 157 | Escalate watchlist names |
C09449 | CR2325 | 2025-04-02 | Calm | 100 | 313 | 4.2 | 2.1 | 1,553,556,958 | Financials:15.3;Consumer:20.4;Comm:20.9;Industrials:12.4;Energy:25.0;Healthcare:6.0 | US:69.5;EU:15.8;APAC:5.2;EMEA:8.2;LATAM:1.3 | BB:20.8;AA:21.3;B:7.0;BBB:22.2;CCC:28.6 | 4.9 | 55.2 | 130 | 383 | 9.3 | 3 | 30 | 35 | 20 | false | true | true | false | 2.43 | 0.08 | -0.05 | Financials:EW;Tech:EW;Industrials:EW | Hedge | Options_Payer: +171bps notional | -60 | -13 | ECN1 | DealerAxed | 9 | 88 | 54 | 142 | Sector>limit | Hedge | Sector concentration above limit | 236 | Defer adds pending macro print |
C09450 | CR4854 | 2025-11-15 | Recovery | 106 | 497 | 4.9 | 1.9 | 691,052,721 | Tech:50.4;Financials:30.3;Utilities:19.3 | US:63.3;EU:8.4;APAC:15.2;EMEA:12.8;LATAM:0.3 | AA:6.9;AAA:13.4;BB:34.7;B:9.0;CCC:27.1;A:8.7 | 6.38 | 37.2 | 267 | 334 | 9.3 | 2.5 | 35 | 55 | 30 | true | true | true | true | 0.01 | 1.47 | -0.24 | Industrials:EW | Hedge | Options_Payer: +195bps notional | -12 | -4 | DealerB | All2All | 5 | 93 | -2 | -225 | Region>limit | Rotate | Regional concentration above limit | 148 | Reviewed by risk; hedges staggered |
C09451 | CR6376 | 2024-02-13 | Stress | 231 | 682 | 6.2 | -0.5 | 802,648,355 | Energy:20.6;Tech:8.1;RealEstate:29.7;Consumer:31.0;Comm:10.6 | US:67.3;EU:14.8;APAC:7.6;EMEA:6.7;LATAM:3.6 | AA:25.0;AAA:17.7;BBB:33.8;CCC:23.5 | 6.29 | 42.9 | 184 | 509 | 21.1 | 3 | 20 | 35 | 20 | true | true | true | false | -0.23 | 0.68 | 0.39 | Utilities:EW | Hedge | Treasury_Futures: +198bps notional | -27 | 37 | DealerA | Electronic | 5 | 96 | 379 | -69 | HYCap>limit | Rotate | High-yield share above policy cap | 257 | Escalate watchlist names |
C09452 | CR5138 | 2024-11-04 | Recovery | 176 | 467 | 6.2 | 1 | 1,533,380,173 | Materials:24.1;Tech:23.2;Utilities:19.8;Industrials:33.0 | US:54.6;EU:19.1;APAC:12.0;EMEA:8.0;LATAM:6.3 | BB:12.8;CCC:11.1;AAA:32.1;AA:33.1;A:10.9 | 5.53 | 34.4 | 262 | 472 | 6.2 | 3.5 | 25 | 45 | 25 | true | true | false | true | 1.05 | 1.42 | -0.21 | Comm:EW | Hedge | Options_Payer: +165bps notional | 13 | 40 | DealerB | All2All | 12 | 92 | 387 | -143 | VAR>budget | Reduce | Portfolio VAR above budget | 110 | Reviewed by risk; hedges staggered |
C09453 | CR3596 | 2024-09-21 | Stress | 222 | 740 | 6.7 | -0.3 | 2,218,270,307 | RealEstate:7.5;Utilities:23.2;Materials:6.9;Energy:17.2;Healthcare:23.8;Comm:21.4 | US:66.7;EU:15.0;APAC:8.8;EMEA:8.7;LATAM:0.9 | B:33.4;AA:12.4;A:27.0;BBB:27.1 | 2.01 | 44.5 | 183 | 659 | 18.8 | 3 | 30 | 45 | 25 | false | true | true | false | -0.18 | 0.86 | -0.02 | Utilities:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -32 | 5 | DealerC | DealerAxed | 0 | 95 | -151 | -240 | VAR>budget | Hedge | Portfolio VAR above budget | 100 | Reviewed by risk; hedges staggered |
C09454 | CR3458 | 2025-03-06 | Stress | 248 | 572 | 7.8 | -1.2 | 1,767,501,632 | Consumer:24.1;Tech:14.5;Industrials:32.5;Comm:19.7;Financials:9.2 | US:66.5;EU:16.1;APAC:9.0;EMEA:5.2;LATAM:3.2 | BB:18.5;A:23.5;CCC:32.2;BBB:25.8 | 6.87 | 54.8 | 352 | 453 | 11.5 | 3 | 30 | 45 | 25 | true | true | true | true | 0.56 | 0.95 | 0.19 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -35 | 44 | DealerC | DealerAxed | 5 | 85 | 343 | -1 | Sector>limit | Rotate | Sector concentration above limit | 182 | Tighten HY exposure bands |
C09455 | CR9123 | 2025-10-27 | Calm | 85 | 320 | 3.3 | 2.2 | 1,531,668,032 | Financials:32.1;Industrials:35.3;Energy:32.5 | US:59.4;EU:8.2;APAC:15.3;EMEA:9.4;LATAM:7.8 | B:6.8;AA:31.6;AAA:10.5;CCC:13.9;BB:20.9;A:16.4 | 5.8 | 57.6 | 163 | 225 | 17.4 | 2 | 25 | 35 | 20 | true | true | true | false | 0.38 | 1.42 | -0.12 | RealEstate:EW;Industrials:EW | Hedge | Treasury_Futures: +171bps notional | -60 | 38 | ECN2 | Electronic | 3 | 92 | 0 | -68 | HYCap>limit | Rotate | High-yield share above policy cap | 116 | Reviewed by risk; hedges staggered |
C09456 | CR4679 | 2025-03-22 | Tightening | 104 | 423 | 4.8 | 1 | 676,382,549 | Industrials:20.3;Financials:17.6;RealEstate:15.0;Consumer:24.0;Healthcare:12.4;Tech:10.7 | US:68.6;EU:9.2;APAC:10.3;EMEA:10.3;LATAM:1.6 | BBB:16.5;AA:25.0;AAA:11.9;A:17.7;BB:28.9 | 1.37 | 21.2 | 87 | 260 | 12.6 | 2 | 35 | 45 | 25 | false | true | true | false | 2.01 | 0.48 | -0.07 | Consumer:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | -13 | DealerA | All2All | 7 | 91 | -121 | -158 | Region>limit | Rotate | Regional concentration above limit | 128 | Tighten HY exposure bands |
C09457 | CR4966 | 2025-04-07 | Tightening | 122 | 357 | 4.9 | 1.4 | 2,062,550,741 | Energy:17.2;Tech:31.4;Consumer:24.2;Financials:27.2 | US:53.9;EU:18.5;APAC:15.4;EMEA:5.9;LATAM:6.4 | CCC:29.1;B:11.1;AAA:18.8;BB:13.7;A:12.8;BBB:14.5 | 1.71 | 50.5 | 101 | 313 | 17.8 | 2.5 | 35 | 35 | 20 | false | true | true | false | 2.11 | 1.6 | 0.17 | null | Hedge | CDX_HY: +66bps notional | 0 | 33 | DealerB | DealerAxed | 12 | 92 | 365 | -300 | Sector>limit | PauseAdds | Sector concentration above limit | 135 | Reviewed by risk; hedges staggered |
C09458 | CR2423 | 2025-05-21 | Stress | 214 | 811 | 6.4 | -1.4 | 1,859,865,434 | Healthcare:34.5;Financials:43.7;Comm:21.8 | US:54.2;EU:14.0;APAC:13.4;EMEA:11.3;LATAM:7.1 | BB:14.1;AA:25.9;BBB:23.6;AAA:36.4 | 7.06 | 46.5 | 238 | 410 | 15.6 | 4 | 30 | 35 | 30 | true | true | false | true | 0.29 | 1.05 | 0.46 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | 37 | ECN2 | DealerAxed | 1 | 98 | 193 | -412 | VAR>budget | Reduce | Portfolio VAR above budget | 196 | Reviewed by risk; hedges staggered |
C09459 | CR5272 | 2024-02-07 | Tightening | 111 | 374 | 4.1 | 1.5 | 2,727,482,273 | Utilities:16.6;Healthcare:19.8;Industrials:14.3;RealEstate:21.4;Energy:27.9 | US:58.7;EU:9.7;APAC:12.6;EMEA:11.9;LATAM:7.1 | B:19.8;BB:15.4;BBB:21.1;AA:10.3;CCC:20.2;AAA:13.2 | 6 | 55 | 193 | 168 | 15.9 | 3 | 35 | 35 | 30 | false | true | true | false | 1.03 | 1.31 | 0.14 | null | Hedge | iTraxx_XOVER: +80bps notional | -7 | 18 | ECN2 | All2All | 0 | 99 | -9 | 36 | HYCap>limit | Rotate | High-yield share above policy cap | 163 | Defer adds pending macro print |
C09460 | CR1847 | 2025-01-01 | Calm | 95 | 414 | 3.4 | 2.9 | 403,407,063 | Tech:38.6;Materials:12.7;Energy:15.9;Utilities:32.8 | US:81.0;EU:5.2;APAC:6.4;EMEA:6.4;LATAM:0.9 | CCC:7.7;BB:30.0;AAA:8.1;A:24.2;AA:14.3;BBB:15.6 | 5.1 | 64.8 | 267 | 395 | 16.9 | 3.5 | 25 | 55 | 20 | true | true | true | true | 1.79 | 0.97 | 0.49 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | -22 | ECN2 | All2All | 7 | 100 | -172 | 39 | HYCap>limit | Reduce | High-yield share above policy cap | 256 | Defer adds pending macro print |
C09461 | CR5227 | 2025-09-22 | Calm | 96 | 413 | 3.8 | 2.7 | 2,366,082,298 | Consumer:27.0;RealEstate:33.0;Utilities:40.0 | US:64.8;EU:11.3;APAC:9.5;EMEA:9.5;LATAM:4.8 | BB:7.1;CCC:35.6;A:33.4;AAA:23.9 | 3.66 | 57.2 | 88 | 200 | 4.2 | 3 | 35 | 55 | 35 | true | true | true | false | 2.24 | 0.92 | 0.09 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | 26 | DealerA | All2All | 0 | 93 | 189 | 17 | VAR>budget | Hedge | Portfolio VAR above budget | 98 | Escalate watchlist names |
C09462 | CR8870 | 2025-08-17 | Recovery | 123 | 465 | 5.8 | 1.9 | 842,241,271 | RealEstate:22.0;Financials:29.3;Tech:48.7 | US:72.3;EU:8.1;APAC:9.7;EMEA:8.6;LATAM:1.3 | AAA:19.9;BB:4.4;A:12.9;AA:23.3;BBB:28.6;CCC:10.8 | 3.23 | 43.2 | 233 | 280 | 2.5 | 3.5 | 30 | 35 | 20 | true | true | false | true | 1.98 | -0.14 | -0.14 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | 7 | DealerA | Electronic | 3 | 90 | 353 | -348 | HYCap>limit | Hedge | High-yield share above policy cap | 164 | Rotate into defensive sectors |
C09463 | CR9747 | 2025-05-09 | Stress | 164 | 813 | 6 | 0.3 | 2,243,203,882 | Industrials:18.2;Tech:35.8;Utilities:33.1;RealEstate:12.9 | US:69.2;EU:11.0;APAC:10.3;EMEA:6.8;LATAM:2.6 | CCC:45.8;A:14.6;BBB:24.5;AA:15.1 | 4.61 | 53.8 | 186 | 675 | 9.3 | 4 | 25 | 35 | 30 | true | true | true | false | -0.02 | 0.8 | -0.34 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | 38 | DealerC | RFQ | 4 | 88 | 242 | -363 | Region>limit | Hedge | Regional concentration above limit | 113 | Tighten HY exposure bands |
C09464 | CR5812 | 2025-11-17 | Tightening | 138 | 477 | 5 | 0.8 | 771,857,344 | Healthcare:39.1;RealEstate:15.0;Materials:45.9 | US:60.4;EU:17.9;APAC:6.2;EMEA:10.0;LATAM:5.5 | AAA:19.8;A:28.2;BB:10.7;B:13.7;BBB:16.2;AA:11.4 | 0.79 | 58 | 128 | 239 | 16.2 | 2 | 35 | 55 | 35 | true | true | false | false | -0.19 | 1.54 | -0.37 | Financials:EW | Hedge | SingleName_CDS: +198bps notional | 9 | 22 | ECN1 | RFQ | 7 | 99 | 409 | -81 | HYCap>limit | Hedge | High-yield share above policy cap | 139 | Rotate into defensive sectors |
C09465 | CR2364 | 2025-12-25 | Tightening | 110 | 493 | 3.8 | 1.4 | 52,018,585 | Industrials:41.1;RealEstate:13.6;Utilities:45.2 | US:69.2;EU:15.5;APAC:7.3;EMEA:6.2;LATAM:1.8 | B:8.5;BB:16.7;A:11.4;AAA:29.5;AA:33.9 | 1.46 | 61.7 | 125 | 151 | 7.6 | 4 | 20 | 55 | 25 | true | true | true | false | 1.51 | 0.13 | -0.34 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | -8 | DealerC | DealerAxed | 8 | 94 | 288 | -279 | VAR>budget | Reduce | Portfolio VAR above budget | 225 | Escalate watchlist names |
C09466 | CR1924 | 2025-09-04 | Tightening | 110 | 513 | 4.7 | 1.9 | 2,558,167,004 | Healthcare:22.4;Consumer:40.2;RealEstate:37.4 | US:62.2;EU:18.4;APAC:8.7;EMEA:5.4;LATAM:5.3 | AAA:17.2;CCC:16.0;BB:20.7;BBB:19.1;B:10.2;AA:16.8 | 4.91 | 46.6 | 271 | 466 | 6.5 | 4 | 30 | 55 | 30 | true | true | true | true | 1.01 | 0.8 | -0 | Consumer:EW | Hedge | iTraxx_MAIN: +79bps notional | -57 | 22 | ECN2 | RFQ | 1 | 89 | -98 | -140 | Sector>limit | Rotate | Sector concentration above limit | 110 | Reviewed by risk; hedges staggered |
C09467 | CR2089 | 2024-07-30 | Recovery | 133 | 444 | 4.8 | -0.1 | 2,510,452,303 | Industrials:26.8;Materials:20.8;Comm:23.0;RealEstate:22.9;Financials:6.4 | US:67.8;EU:8.2;APAC:14.0;EMEA:8.3;LATAM:1.7 | CCC:13.5;AAA:24.7;BB:18.1;BBB:13.5;B:11.7;AA:18.6 | 1.74 | 57.2 | 147 | 380 | 5.3 | 3.5 | 25 | 35 | 20 | true | true | true | false | 1.41 | 0.77 | -0.19 | Healthcare:EW | Hedge | CDX_IG: +146bps notional | -1 | 18 | ECN2 | DealerAxed | 5 | 89 | 296 | -205 | Sector>limit | Hedge | Sector concentration above limit | 201 | Tighten HY exposure bands |
C09468 | CR2896 | 2025-06-26 | Recovery | 100 | 507 | 5.6 | 0.1 | 821,197,461 | Financials:13.2;Energy:18.3;Utilities:21.5;Materials:10.5;Healthcare:21.7;Consumer:14.8 | US:60.4;EU:14.2;APAC:9.8;EMEA:8.8;LATAM:6.8 | BB:14.5;B:20.8;AAA:21.4;A:29.4;BBB:13.8 | 3.74 | 36.2 | 264 | 316 | 16.3 | 3 | 25 | 35 | 25 | false | true | true | true | 0.84 | 1.22 | 0.17 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -50 | 13 | DealerC | DealerAxed | 6 | 98 | 40 | -278 | Region>limit | Hedge | Regional concentration above limit | 223 | Tighten HY exposure bands |
C09469 | CR0471 | 2024-12-23 | Stress | 236 | 726 | 6.3 | -0.5 | 1,494,258,220 | Healthcare:19.6;Energy:15.0;Tech:21.5;RealEstate:18.9;Comm:25.2 | US:65.0;EU:12.8;APAC:7.6;EMEA:10.8;LATAM:3.9 | BB:14.0;A:12.6;BBB:4.9;AA:16.8;CCC:23.2;B:28.6 | 7.32 | 24 | 286 | 615 | 8.6 | 4 | 20 | 35 | 20 | true | true | true | true | 0.69 | 0.13 | 0.45 | Industrials:EW;Healthcare:EW | Hedge | SingleName_CDS: +71bps notional | 3 | -7 | DealerB | RFQ | 8 | 88 | -145 | -194 | VAR>budget | Hedge | Portfolio VAR above budget | 134 | Defer adds pending macro print |
C09470 | CR8949 | 2025-01-14 | Recovery | 132 | 437 | 5.6 | 0.9 | 2,615,383,158 | Financials:8.3;Comm:10.7;Industrials:29.4;Materials:30.4;Healthcare:21.1 | US:59.6;EU:7.1;APAC:15.1;EMEA:10.0;LATAM:8.1 | B:16.9;CCC:17.4;BBB:20.9;BB:16.4;A:8.6;AA:19.8 | 2.13 | 37.5 | 96 | 400 | 17.2 | 2 | 25 | 45 | 20 | true | true | true | false | 1.96 | 0.13 | 0.28 | null | Hedge | iTraxx_XOVER: +65bps notional | -16 | -7 | DealerC | Electronic | 3 | 95 | 22 | -124 | HYCap>limit | Rotate | High-yield share above policy cap | 238 | Rotate into defensive sectors |
C09471 | CR0527 | 2024-12-08 | Calm | 80 | 294 | 4 | 2.2 | 1,199,363,645 | Industrials:25.5;Utilities:52.1;Energy:22.4 | US:63.5;EU:17.9;APAC:5.8;EMEA:7.5;LATAM:5.3 | BBB:8.4;AAA:32.2;A:19.7;CCC:15.9;AA:20.0;B:3.9 | 7.04 | 46.7 | 217 | 168 | 15.5 | 2.5 | 30 | 35 | 25 | true | true | false | true | 1.76 | 0.69 | -0.05 | Comm:EW | Hedge | iTraxx_MAIN: +178bps notional | -2 | 19 | DealerC | All2All | 6 | 91 | 392 | -181 | VAR>budget | Reduce | Portfolio VAR above budget | 134 | Defer adds pending macro print |
C09472 | CR2581 | 2024-07-31 | Calm | 112 | 340 | 4 | 2.2 | 1,140,818,409 | Tech:25.2;Consumer:44.4;Industrials:30.3 | US:62.8;EU:12.1;APAC:12.4;EMEA:9.6;LATAM:3.0 | AA:22.3;AAA:25.9;BB:13.0;BBB:24.2;A:14.6 | 1.63 | 57.4 | 190 | 134 | 16.1 | 2 | 30 | 45 | 20 | true | true | false | false | 0.72 | 0.55 | -0.17 | Industrials:EW | Hedge | Options_Payer: +94bps notional | -2 | -6 | ECN2 | RFQ | 5 | 87 | -60 | -159 | Sector>limit | Rotate | Sector concentration above limit | 106 | Tighten HY exposure bands |
C09473 | CR8523 | 2025-10-17 | Recovery | 177 | 590 | 5.1 | 0.3 | 910,578,588 | Financials:27.6;Healthcare:37.1;RealEstate:23.0;Industrials:12.3 | US:60.3;EU:17.8;APAC:14.9;EMEA:6.8;LATAM:0.2 | AA:25.3;CCC:38.4;B:13.6;AAA:22.7 | 4.51 | 50.3 | 250 | 387 | 14.7 | 4 | 25 | 35 | 20 | true | true | true | true | 0.28 | -0.22 | -0.29 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | 35 | ECN2 | DealerAxed | 12 | 94 | -53 | -68 | Sector>limit | Reduce | Sector concentration above limit | 173 | Tighten HY exposure bands |
C09474 | CR3500 | 2024-04-24 | Tightening | 112 | 397 | 4.1 | 1.2 | 1,455,906,606 | Tech:14.8;Materials:19.4;Healthcare:23.6;Financials:24.5;Utilities:17.7 | US:70.7;EU:11.7;APAC:10.1;EMEA:6.3;LATAM:1.1 | BBB:18.0;CCC:16.3;AA:23.4;BB:13.9;AAA:28.4 | 4.43 | 52.7 | 104 | 369 | 5.9 | 3.5 | 20 | 35 | 20 | true | true | true | false | 2.37 | -0.03 | 0.54 | null | Hedge | Options_Payer: +89bps notional | -32 | 1 | ECN2 | RFQ | 1 | 87 | -193 | -24 | Region>limit | Reduce | Regional concentration above limit | 254 | Rotate into defensive sectors |
C09475 | CR4006 | 2025-12-16 | Tightening | 113 | 372 | 4.9 | 1.2 | 2,847,414,461 | Industrials:13.8;Consumer:29.8;Healthcare:9.3;Tech:24.6;Energy:22.5 | US:65.9;EU:12.2;APAC:10.4;EMEA:7.3;LATAM:4.1 | BB:28.5;A:29.6;AAA:29.9;B:12.0 | 3.44 | 33.1 | 178 | 502 | 15.1 | 3 | 20 | 35 | 20 | true | true | true | false | 1.77 | 1.61 | 0.47 | Tech:EW | Hedge | Treasury_Futures: +116bps notional | -20 | 30 | DealerC | RFQ | 1 | 89 | 285 | -87 | HYCap>limit | Hedge | High-yield share above policy cap | 219 | Rotate into defensive sectors |
C09476 | CR3029 | 2024-02-11 | Calm | 72 | 321 | 4.4 | 1.8 | 107,790,838 | RealEstate:13.3;Tech:46.0;Consumer:21.9;Comm:18.7 | US:66.3;EU:9.2;APAC:13.2;EMEA:11.3;LATAM:0.0 | BBB:21.5;BB:22.3;CCC:19.5;B:20.3;AA:16.5 | 6.6 | 25.8 | 160 | 270 | 5.4 | 3 | 30 | 35 | 20 | true | true | true | false | 2.26 | 0.44 | -0.02 | Comm:EW | Hedge | CDX_HY: +56bps notional | -46 | -10 | ECN1 | RFQ | 0 | 95 | 224 | -71 | Region>limit | Rotate | Regional concentration above limit | 213 | Reviewed by risk; hedges staggered |
C09477 | CR2073 | 2025-07-22 | Calm | 92 | 395 | 3.5 | 2.8 | 193,869,880 | Healthcare:24.3;Energy:26.3;Comm:12.9;Consumer:24.3;RealEstate:12.3 | US:67.2;EU:16.0;APAC:5.3;EMEA:7.6;LATAM:3.9 | BB:15.6;A:9.1;BBB:24.7;CCC:13.8;AA:14.6;B:22.2 | 0.58 | 60.9 | 171 | 303 | 17.3 | 3.5 | 25 | 35 | 25 | true | true | true | false | -0.25 | 0.79 | -0.29 | Consumer:EW;Energy:EW | Hedge | Treasury_Futures: +84bps notional | -8 | -20 | ECN2 | All2All | 9 | 92 | 374 | -128 | Sector>limit | Hedge | Sector concentration above limit | 127 | Escalate watchlist names |
C09478 | CR1545 | 2025-06-24 | Tightening | 105 | 436 | 4.5 | 1.2 | 1,788,413,924 | Financials:40.5;RealEstate:18.6;Comm:40.9 | US:69.7;EU:12.7;APAC:7.6;EMEA:9.0;LATAM:1.0 | CCC:13.4;AA:22.6;AAA:38.6;A:12.2;BB:13.1 | 2.58 | 64.6 | 235 | 328 | 12.9 | 2 | 20 | 55 | 25 | true | true | true | true | 0.52 | -0.1 | 0.06 | null | Hedge | CDX_HY: +177bps notional | -17 | -16 | ECN2 | RFQ | 0 | 96 | 220 | 38 | HYCap>limit | Hedge | High-yield share above policy cap | 128 | Reviewed by risk; hedges staggered |
C09479 | CR2960 | 2025-03-03 | Calm | 77 | 338 | 4.2 | 1.8 | 1,806,573,400 | RealEstate:19.1;Healthcare:32.6;Materials:48.3 | US:67.8;EU:12.6;APAC:6.7;EMEA:8.5;LATAM:4.4 | CCC:17.2;B:5.1;BBB:20.7;BB:10.8;A:29.9;AA:16.4 | 1.46 | 32 | 220 | 289 | 10.1 | 3 | 30 | 35 | 35 | true | true | false | true | 0.95 | 1.31 | 0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | 20 | ECN2 | Electronic | 9 | 94 | 114 | -262 | Sector>limit | Hedge | Sector concentration above limit | 175 | Escalate watchlist names |
C09480 | CR6765 | 2024-09-24 | Stress | 242 | 797 | 7.6 | -1.1 | 2,806,951,513 | Comm:47.0;Healthcare:38.6;RealEstate:14.4 | US:58.7;EU:17.5;APAC:7.3;EMEA:13.0;LATAM:3.6 | A:17.2;BBB:15.7;BB:24.2;AAA:14.8;AA:17.3;CCC:10.8 | 1.11 | 43.2 | 337 | 504 | 16.7 | 3.5 | 30 | 55 | 30 | true | true | true | true | -0.05 | 0.56 | -0.04 | RealEstate:EW;Consumer:EW | Hedge | Treasury_Futures: +79bps notional | 13 | -10 | DealerB | All2All | 6 | 99 | 300 | -79 | HYCap>limit | Reduce | High-yield share above policy cap | 117 | Escalate watchlist names |
C09481 | CR8921 | 2025-07-13 | Tightening | 155 | 390 | 3.8 | 1.1 | 2,218,015,932 | Utilities:10.7;Tech:10.5;Healthcare:22.1;RealEstate:35.4;Materials:21.3 | US:56.3;EU:13.2;APAC:15.6;EMEA:7.6;LATAM:7.3 | BBB:22.6;B:10.1;AAA:26.2;BB:22.4;A:18.7 | 3.23 | 39.1 | 150 | 445 | 6.7 | 4 | 20 | 35 | 20 | true | true | true | false | -0.02 | 0.66 | 0.14 | RealEstate:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 42 | ECN1 | DealerAxed | 5 | 88 | 285 | -430 | VAR>budget | Hedge | Portfolio VAR above budget | 190 | Tighten HY exposure bands |
C09482 | CR5510 | 2024-08-07 | Calm | 101 | 337 | 4.1 | 2.7 | 704,101,611 | Industrials:52.1;Tech:34.2;Healthcare:13.7 | US:59.4;EU:18.9;APAC:14.5;EMEA:4.5;LATAM:2.6 | AAA:19.1;BB:28.4;A:33.4;AA:19.1 | 2.05 | 25.6 | 266 | 180 | 8.3 | 2 | 20 | 45 | 30 | true | true | false | true | 1.33 | 1.07 | 0.43 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | 44 | DealerB | DealerAxed | 7 | 96 | -182 | -67 | VAR>budget | Rotate | Portfolio VAR above budget | 211 | Defer adds pending macro print |
C09483 | CR1769 | 2025-02-01 | Calm | 100 | 371 | 3.2 | 2.6 | 236,407,059 | Utilities:43.1;Financials:38.1;Comm:18.8 | US:81.2;EU:6.8;APAC:6.2;EMEA:4.5;LATAM:1.3 | BBB:18.3;B:25.3;CCC:22.8;A:13.8;AAA:19.7 | 6.66 | 49.9 | 190 | 374 | 7.3 | 2 | 30 | 45 | 25 | true | true | true | false | 1.81 | 0.48 | 0.34 | Healthcare:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 42 | DealerA | Electronic | 6 | 91 | 419 | 71 | Sector>limit | Reduce | Sector concentration above limit | 195 | Defer adds pending macro print |
C09484 | CR3065 | 2025-10-23 | Calm | 99 | 316 | 4.5 | 2 | 705,431,694 | Energy:18.8;Consumer:10.0;Comm:6.7;Financials:27.1;Utilities:10.8;Tech:26.6 | US:68.9;EU:10.0;APAC:13.1;EMEA:4.3;LATAM:3.6 | CCC:25.5;AA:20.9;BBB:15.3;A:31.3;BB:6.9 | 1.99 | 54.2 | 196 | 390 | 11.5 | 3.5 | 35 | 55 | 35 | false | true | false | false | 1.22 | 0.02 | -0.09 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | -7 | DealerA | DealerAxed | 8 | 99 | 209 | 173 | HYCap>limit | Hedge | High-yield share above policy cap | 136 | Tighten HY exposure bands |
C09485 | CR3824 | 2025-07-09 | Stress | 223 | 617 | 5.2 | -1.2 | 403,167,194 | RealEstate:40.1;Industrials:29.7;Tech:30.1 | US:65.2;EU:7.3;APAC:14.0;EMEA:12.2;LATAM:1.2 | A:28.9;AAA:16.8;BB:11.5;AA:26.8;CCC:16.0 | 7.01 | 33.8 | 263 | 517 | 5.2 | 3 | 20 | 45 | 25 | true | true | true | true | 0.42 | 0.73 | 0.24 | Tech:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -23 | -18 | DealerB | All2All | 8 | 100 | -197 | -249 | Sector>limit | Hedge | Sector concentration above limit | 217 | Escalate watchlist names |
C09486 | CR0388 | 2025-01-09 | Stress | 185 | 556 | 6.6 | -1.1 | 1,719,633,066 | RealEstate:35.3;Industrials:20.3;Utilities:29.7;Financials:14.6 | US:64.0;EU:8.4;APAC:12.8;EMEA:13.1;LATAM:1.7 | BB:18.0;B:8.7;CCC:10.6;AA:35.3;BBB:27.5 | 1.6 | 45.4 | 304 | 565 | 13.6 | 2 | 25 | 55 | 35 | true | true | true | true | -0.22 | 0.3 | -0.15 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | -23 | DealerC | Electronic | 5 | 100 | 272 | -41 | Region>limit | Hedge | Regional concentration above limit | 215 | Escalate watchlist names |
C09487 | CR2447 | 2024-11-21 | Tightening | 130 | 391 | 4.7 | 0.7 | 2,691,836,114 | Healthcare:36.0;Consumer:34.5;Comm:29.5 | US:65.6;EU:13.9;APAC:9.3;EMEA:8.1;LATAM:3.1 | B:18.4;AAA:18.0;CCC:22.3;BBB:18.1;AA:13.8;BB:9.5 | 1.44 | 30.2 | 280 | 319 | 9.3 | 2.5 | 20 | 35 | 30 | true | true | true | true | 1.46 | 0.8 | 0.34 | Energy:EW | Hedge | iTraxx_XOVER: +174bps notional | -15 | 14 | DealerB | RFQ | 7 | 100 | 6 | 14 | VAR>budget | Rotate | Portfolio VAR above budget | 196 | Defer adds pending macro print |
C09488 | CR6192 | 2025-11-07 | Calm | 74 | 333 | 3.7 | 2.2 | 2,200,986,169 | Tech:6.2;Financials:20.4;Healthcare:14.2;Consumer:23.9;Energy:24.1;RealEstate:11.1 | US:68.9;EU:19.8;APAC:5.8;EMEA:5.5;LATAM:0.0 | BBB:22.4;AAA:34.0;B:10.4;AA:33.2 | 7.18 | 59.3 | 87 | 432 | 8.1 | 4 | 30 | 55 | 25 | false | true | false | false | 1.26 | 0.09 | 0.11 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 44 | DealerA | Electronic | 5 | 91 | -13 | -347 | Sector>limit | Hedge | Sector concentration above limit | 97 | Tighten HY exposure bands |
C09489 | CR9347 | 2024-12-23 | Calm | 69 | 317 | 4.3 | 2.6 | 1,799,700,143 | Healthcare:29.6;Energy:16.3;RealEstate:13.8;Tech:9.9;Industrials:7.4;Materials:22.9 | US:68.0;EU:14.9;APAC:6.9;EMEA:5.7;LATAM:4.6 | B:11.1;BBB:25.5;AA:21.0;A:15.8;AAA:15.8;CCC:10.8 | 4.48 | 50.4 | 248 | 334 | 17.3 | 4 | 20 | 55 | 35 | true | true | false | true | 0.09 | 1.65 | -0.13 | Comm:EW | Hedge | iTraxx_MAIN: +123bps notional | -11 | 23 | DealerC | Electronic | 2 | 87 | -85 | -459 | VAR>budget | Reduce | Portfolio VAR above budget | 212 | Defer adds pending macro print |
C09490 | CR5673 | 2025-05-03 | Tightening | 159 | 379 | 4.1 | 1.6 | 1,251,095,699 | Consumer:22.7;Comm:5.5;Financials:20.9;Industrials:19.4;Tech:7.4;Utilities:24.2 | US:60.0;EU:15.5;APAC:7.4;EMEA:10.1;LATAM:7.0 | A:18.2;BBB:14.6;AAA:21.9;AA:13.4;B:15.9;BB:16.0 | 3.83 | 26.8 | 81 | 277 | 4.4 | 2 | 30 | 35 | 20 | false | true | true | false | 0.67 | 0.13 | -0.01 | null | Hedge | iTraxx_MAIN: +73bps notional | 8 | -6 | DealerB | Electronic | 9 | 95 | 232 | -30 | Region>limit | Hedge | Regional concentration above limit | 96 | Reviewed by risk; hedges staggered |
C09491 | CR9785 | 2024-09-11 | Recovery | 130 | 599 | 6.1 | 1.9 | 727,931,490 | Tech:29.0;Financials:36.1;Industrials:35.0 | US:67.5;EU:12.4;APAC:8.5;EMEA:7.2;LATAM:4.4 | B:8.4;CCC:9.9;AA:34.3;A:47.5 | 4.85 | 40.6 | 188 | 233 | 15.4 | 4 | 35 | 55 | 25 | true | true | false | false | -0.09 | 1.7 | -0.02 | Industrials:EW;Utilities:EW | Hedge | iTraxx_MAIN: +58bps notional | 16 | -16 | ECN2 | DealerAxed | 3 | 89 | 169 | -383 | HYCap>limit | Hedge | High-yield share above policy cap | 248 | Escalate watchlist names |
C09492 | CR3597 | 2024-11-10 | Calm | 107 | 357 | 3.4 | 2.5 | 1,448,843,732 | Materials:15.3;Financials:21.0;Tech:35.7;Industrials:28.0 | US:71.0;EU:14.3;APAC:6.2;EMEA:5.5;LATAM:3.1 | B:9.2;AAA:14.1;A:29.3;CCC:14.1;AA:14.0;BB:19.4 | 6.68 | 28.1 | 275 | 156 | 3.7 | 3 | 25 | 45 | 25 | true | true | true | true | 2.15 | 1.19 | 0.3 | Industrials:EW | Hedge | CDX_HY: +153bps notional | -46 | 5 | ECN2 | DealerAxed | 8 | 99 | 20 | -233 | Sector>limit | Hedge | Sector concentration above limit | 166 | Escalate watchlist names |
C09493 | CR5513 | 2024-07-06 | Calm | 103 | 360 | 3.7 | 3 | 1,106,916,180 | Industrials:7.2;Utilities:24.2;Comm:21.7;Energy:5.8;Materials:24.1;Tech:17.1 | US:65.2;EU:18.3;APAC:6.2;EMEA:3.7;LATAM:6.6 | BB:15.8;A:12.3;B:21.5;AAA:32.6;AA:17.7 | 0.85 | 22.2 | 202 | 165 | 13.3 | 2 | 20 | 45 | 30 | true | true | true | true | 1.16 | 0.34 | -0.26 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | 25 | DealerC | Electronic | 11 | 86 | -126 | -197 | HYCap>limit | Hedge | High-yield share above policy cap | 241 | Reviewed by risk; hedges staggered |
C09494 | CR8665 | 2024-07-21 | Tightening | 160 | 376 | 4.7 | 1.7 | 566,077,068 | Healthcare:21.9;Industrials:32.8;Consumer:10.7;Comm:34.7 | US:58.2;EU:11.1;APAC:15.1;EMEA:10.7;LATAM:4.9 | A:20.3;AA:36.1;B:15.7;AAA:11.8;BB:16.1 | 6.85 | 36.7 | 158 | 172 | 18 | 3.5 | 25 | 55 | 35 | true | true | false | false | 2.17 | 0.28 | 0.42 | Energy:EW | Hedge | SingleName_CDS: +126bps notional | 16 | 42 | ECN1 | DealerAxed | 2 | 95 | 130 | -96 | Sector>limit | Hedge | Sector concentration above limit | 254 | Tighten HY exposure bands |
C09495 | CR7277 | 2025-09-10 | Recovery | 106 | 561 | 6.3 | 0.3 | 1,737,328,962 | Materials:15.6;RealEstate:16.6;Energy:16.6;Tech:20.5;Financials:23.8;Utilities:6.9 | US:70.3;EU:5.6;APAC:13.1;EMEA:4.5;LATAM:6.5 | AAA:46.8;BB:17.0;B:9.3;A:27.0 | 5.09 | 28.5 | 112 | 502 | 13.1 | 4 | 35 | 35 | 30 | false | true | false | false | 0.8 | 1.34 | 0.04 | Materials:EW | Hedge | Treasury_Futures: +82bps notional | -34 | 39 | ECN1 | Electronic | 6 | 96 | 201 | -159 | HYCap>limit | Rotate | High-yield share above policy cap | 210 | Defer adds pending macro print |
C09496 | CR1610 | 2024-12-21 | Calm | 109 | 326 | 3.3 | 1.7 | 1,478,262,029 | Financials:22.0;Energy:15.2;Utilities:16.8;Industrials:31.5;RealEstate:14.5 | US:62.9;EU:15.6;APAC:7.2;EMEA:6.8;LATAM:7.5 | AA:12.0;AAA:14.7;CCC:18.4;BBB:21.1;A:18.6;BB:15.1 | 5.15 | 35 | 227 | 215 | 4.5 | 2.5 | 20 | 55 | 25 | true | true | true | true | 0.05 | 1.44 | 0.54 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -42 | -1 | DealerC | RFQ | 3 | 100 | 1 | 28 | HYCap>limit | Reduce | High-yield share above policy cap | 141 | Defer adds pending macro print |
C09497 | CR5904 | 2024-11-14 | Calm | 102 | 378 | 4.4 | 1.6 | 1,099,540,210 | Industrials:25.1;Comm:5.8;Energy:13.6;Consumer:8.9;Tech:26.1;Utilities:20.5 | US:72.8;EU:7.9;APAC:4.9;EMEA:9.0;LATAM:5.4 | BB:19.6;CCC:25.9;BBB:25.8;AA:17.7;A:11.0 | 0.47 | 29.1 | 110 | 191 | 4.4 | 4 | 30 | 35 | 30 | false | true | true | false | 2.17 | 0.89 | -0.02 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | -18 | ECN1 | DealerAxed | 0 | 97 | -81 | -166 | VAR>budget | Hedge | Portfolio VAR above budget | 228 | Tighten HY exposure bands |
C09498 | CR5616 | 2025-09-08 | Calm | 113 | 336 | 4 | 2.6 | 1,953,203,434 | Comm:34.0;Materials:46.8;Industrials:19.1 | US:59.4;EU:15.3;APAC:9.8;EMEA:8.8;LATAM:6.7 | CCC:23.3;AAA:14.6;BBB:22.2;B:19.6;BB:20.2 | 1.46 | 59.8 | 154 | 514 | 7.6 | 2.5 | 25 | 35 | 25 | true | true | true | false | 1.73 | 0.34 | 0.32 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -41 | -13 | DealerC | All2All | 2 | 89 | 118 | -183 | HYCap>limit | Reduce | High-yield share above policy cap | 211 | Defer adds pending macro print |
C09499 | CR3919 | 2025-02-17 | Recovery | 132 | 504 | 6.2 | 1 | 810,258,456 | Energy:17.7;Consumer:29.7;Financials:19.3;Tech:33.2 | US:70.3;EU:14.7;APAC:7.2;EMEA:6.9;LATAM:0.9 | AA:20.9;AAA:15.7;BB:9.1;A:25.1;B:4.7;BBB:24.4 | 6.39 | 40.8 | 108 | 382 | 2.2 | 2.5 | 25 | 45 | 30 | true | true | false | false | 0.59 | 1.7 | -0.04 | Financials:EW | Hedge | CDX_IG: +81bps notional | -48 | 15 | DealerC | RFQ | 4 | 91 | 149 | -199 | HYCap>limit | Reduce | High-yield share above policy cap | 179 | Rotate into defensive sectors |
C09500 | CR3702 | 2025-05-13 | Calm | 111 | 368 | 4.1 | 1.8 | 1,034,321,879 | Consumer:15.4;Financials:29.5;Energy:24.5;Tech:21.8;Utilities:8.7 | US:65.2;EU:13.1;APAC:13.0;EMEA:7.2;LATAM:1.5 | AA:10.6;AAA:32.2;BBB:12.2;B:45.0 | 5.19 | 58.6 | 222 | 372 | 9.4 | 3.5 | 20 | 55 | 35 | true | true | true | true | -0.02 | 0.17 | -0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 20 | DealerC | DealerAxed | 2 | 92 | 73 | -255 | Sector>limit | Hedge | Sector concentration above limit | 90 | Reviewed by risk; hedges staggered |
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