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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09501 | CR3783 | 2025-05-18 | Calm | 116 | 314 | 3.2 | 2.1 | 2,670,368,551 | Healthcare:28.5;Consumer:8.5;Tech:10.6;Materials:13.8;Financials:18.7;Industrials:20.0 | US:64.2;EU:11.8;APAC:10.8;EMEA:11.0;LATAM:2.1 | A:31.3;AAA:30.2;B:5.2;CCC:18.5;BB:14.7 | 6.14 | 44 | 172 | 157 | 2.3 | 3.5 | 25 | 45 | 20 | true | true | true | false | 2.38 | -0.03 | -0.29 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -51 | 17 | DealerA | Electronic | 0 | 97 | 265 | -64 | Sector>limit | Hedge | Sector concentration above limit | 104 | Escalate watchlist names |
C09502 | CR3825 | 2024-08-21 | Calm | 112 | 368 | 4.2 | 2.4 | 1,570,875,481 | RealEstate:12.1;Healthcare:20.6;Materials:7.0;Comm:27.9;Industrials:32.4 | US:65.0;EU:11.8;APAC:14.4;EMEA:4.0;LATAM:4.8 | CCC:10.9;BB:9.0;AA:17.3;B:17.2;BBB:31.4;AAA:14.2 | 5.84 | 29.7 | 165 | 509 | 2.8 | 4 | 25 | 45 | 30 | true | true | true | false | 0.36 | -0.05 | 0.38 | Financials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 1 | DealerA | RFQ | 5 | 88 | 423 | -364 | VAR>budget | PauseAdds | Portfolio VAR above budget | 106 | Escalate watchlist names |
C09503 | CR6174 | 2025-05-07 | Tightening | 121 | 440 | 5.2 | 2 | 687,362,080 | Financials:19.9;Comm:34.0;Energy:20.0;Industrials:26.1 | US:63.2;EU:15.5;APAC:7.6;EMEA:11.8;LATAM:1.9 | BB:14.8;CCC:20.7;AAA:15.6;AA:22.3;BBB:20.8;B:5.8 | 6.68 | 43.3 | 181 | 266 | 16.6 | 3 | 20 | 45 | 35 | true | true | true | false | 1.07 | 0.32 | -0.35 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | 3 | ECN2 | DealerAxed | 5 | 87 | -157 | -385 | HYCap>limit | Reduce | High-yield share above policy cap | 199 | Defer adds pending macro print |
C09504 | CR0504 | 2025-08-29 | Tightening | 137 | 410 | 4.1 | 1.2 | 1,432,186,663 | Energy:22.9;RealEstate:21.3;Healthcare:20.8;Consumer:24.3;Utilities:10.7 | US:63.3;EU:18.0;APAC:6.5;EMEA:7.1;LATAM:5.1 | B:14.8;BB:12.6;CCC:13.0;AA:59.6 | 4.94 | 29.6 | 192 | 170 | 3.6 | 2.5 | 30 | 55 | 25 | false | true | true | false | -0.45 | 0.92 | 0.49 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 28 | DealerA | Electronic | 6 | 100 | 387 | -285 | Region>limit | Hedge | Regional concentration above limit | 153 | Defer adds pending macro print |
C09505 | CR7720 | 2025-11-04 | Stress | 235 | 722 | 7.9 | -1.6 | 2,633,460,854 | Consumer:51.5;Financials:28.9;Healthcare:19.7 | US:63.1;EU:18.4;APAC:5.7;EMEA:7.5;LATAM:5.3 | CCC:15.6;AA:46.6;B:8.7;AAA:29.1 | 7.09 | 50.3 | 161 | 384 | 7.7 | 3 | 30 | 55 | 30 | true | true | false | false | 0.71 | 1.47 | -0.09 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | -15 | ECN1 | DealerAxed | 11 | 97 | 361 | -72 | VAR>budget | Reduce | Portfolio VAR above budget | 216 | Rotate into defensive sectors |
C09506 | CR0001 | 2025-10-10 | Tightening | 145 | 471 | 4.1 | 1.2 | 397,271,573 | RealEstate:22.5;Consumer:12.0;Tech:13.8;Financials:18.1;Utilities:21.8;Healthcare:11.9 | US:68.9;EU:10.0;APAC:14.5;EMEA:3.8;LATAM:2.7 | BB:14.5;CCC:21.1;B:11.5;A:11.7;AA:18.1;AAA:23.1 | 4.73 | 64.9 | 134 | 357 | 9.6 | 3.5 | 25 | 55 | 30 | false | true | true | false | -0.35 | 1.46 | 0.18 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | 28 | ECN2 | All2All | 12 | 100 | 361 | -304 | VAR>budget | Reduce | Portfolio VAR above budget | 181 | Escalate watchlist names |
C09507 | CR9025 | 2024-06-06 | Stress | 197 | 764 | 8.1 | -0.8 | 1,474,986,794 | Tech:30.5;Healthcare:47.0;Consumer:22.5 | US:58.8;EU:17.8;APAC:12.4;EMEA:5.3;LATAM:5.7 | CCC:10.1;BBB:42.4;B:2.5;A:28.2;AA:16.7 | 4.69 | 36.9 | 292 | 463 | 10 | 2.5 | 35 | 45 | 20 | true | true | false | true | 0.73 | 1.79 | -0.18 | Industrials:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 11 | DealerA | RFQ | 5 | 92 | 283 | -179 | VAR>budget | Reduce | Portfolio VAR above budget | 238 | Reviewed by risk; hedges staggered |
C09508 | CR1996 | 2024-04-09 | Tightening | 129 | 403 | 4.4 | 0.7 | 971,758,739 | Consumer:19.0;Healthcare:15.5;Industrials:15.9;Materials:26.2;Tech:16.1;Energy:7.2 | US:72.7;EU:5.5;APAC:11.5;EMEA:6.2;LATAM:4.0 | CCC:30.2;BBB:22.6;AA:23.2;B:24.0 | 5.76 | 55.8 | 172 | 187 | 2.6 | 2 | 35 | 45 | 35 | false | true | true | false | 0.26 | 0.86 | 0.46 | Materials:EW;RealEstate:EW | Hedge | SingleName_CDS: +94bps notional | 7 | -6 | DealerC | Electronic | 11 | 85 | 340 | 69 | VAR>budget | Reduce | Portfolio VAR above budget | 132 | Escalate watchlist names |
C09509 | CR5047 | 2024-09-06 | Recovery | 140 | 573 | 6 | 2 | 2,873,402,607 | RealEstate:24.3;Consumer:36.8;Healthcare:29.0;Tech:9.9 | US:66.7;EU:7.3;APAC:13.3;EMEA:12.1;LATAM:0.7 | BBB:11.6;AAA:14.4;B:22.5;BB:17.0;CCC:34.5 | 0.72 | 53.7 | 244 | 465 | 4.1 | 3 | 35 | 55 | 30 | true | true | true | true | 2.14 | 0.58 | -0.03 | RealEstate:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 45 | ECN1 | Electronic | 1 | 94 | 207 | -233 | Region>limit | Reduce | Regional concentration above limit | 148 | Rotate into defensive sectors |
C09510 | CR9030 | 2025-09-22 | Calm | 105 | 299 | 3.3 | 2.9 | 2,459,858,073 | Utilities:32.4;Comm:22.8;RealEstate:44.8 | US:62.5;EU:13.5;APAC:15.8;EMEA:6.1;LATAM:2.1 | BB:5.2;B:19.6;AA:21.6;A:23.9;CCC:20.0;AAA:9.7 | 7.1 | 31.2 | 212 | 227 | 8.7 | 2 | 35 | 45 | 25 | true | true | true | true | 0.41 | 0.38 | -0.29 | Consumer:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -2 | DealerB | DealerAxed | 6 | 88 | 369 | 134 | HYCap>limit | Reduce | High-yield share above policy cap | 126 | Escalate watchlist names |
C09511 | CR7946 | 2024-06-07 | Recovery | 165 | 525 | 6.4 | -0.5 | 1,944,785,999 | Consumer:17.4;Comm:41.0;Materials:41.6 | US:62.2;EU:17.1;APAC:6.7;EMEA:10.1;LATAM:3.8 | BBB:13.9;AAA:8.4;AA:15.9;BB:11.4;CCC:33.5;A:16.9 | 0.54 | 31.6 | 177 | 301 | 4.6 | 4 | 30 | 35 | 20 | true | true | true | false | 0.44 | 1.43 | 0.19 | Materials:EW | Hedge | Treasury_Futures: +182bps notional | -17 | 45 | DealerC | DealerAxed | 0 | 100 | -103 | 92 | HYCap>limit | Rotate | High-yield share above policy cap | 129 | Reviewed by risk; hedges staggered |
C09512 | CR2933 | 2025-05-04 | Calm | 116 | 371 | 4.4 | 2.4 | 2,098,034,690 | Materials:26.4;Healthcare:13.0;Energy:32.8;Tech:14.9;RealEstate:12.9 | US:66.8;EU:17.2;APAC:6.2;EMEA:9.2;LATAM:0.6 | BB:11.7;B:13.6;CCC:14.0;A:13.6;AA:25.4;BBB:21.7 | 7.36 | 53.8 | 157 | 458 | 17.6 | 2.5 | 30 | 55 | 20 | true | true | true | false | 1.21 | 0.97 | -0.34 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 6 | 39 | DealerB | DealerAxed | 3 | 100 | 255 | -207 | HYCap>limit | Reduce | High-yield share above policy cap | 130 | Defer adds pending macro print |
C09513 | CR4977 | 2025-02-11 | Calm | 76 | 344 | 3.4 | 1.7 | 801,877,435 | Tech:11.2;Materials:8.7;Consumer:23.8;Industrials:8.5;Healthcare:30.3;Comm:17.5 | US:60.2;EU:19.4;APAC:11.5;EMEA:8.3;LATAM:0.6 | A:11.2;CCC:24.2;AA:7.9;AAA:19.9;BB:18.8;B:18.0 | 2.57 | 26.1 | 163 | 270 | 16.4 | 2.5 | 30 | 55 | 25 | true | true | true | false | -0.14 | 0.26 | 0.14 | Utilities:EW;Tech:EW;Comm:EW | Hedge | CDX_HY: +69bps notional | 4 | -22 | DealerB | Electronic | 6 | 93 | 266 | 36 | Sector>limit | Reduce | Sector concentration above limit | 187 | Escalate watchlist names |
C09514 | CR6860 | 2025-10-18 | Calm | 111 | 400 | 4.4 | 2.7 | 1,240,521,384 | Consumer:23.1;Utilities:21.9;Tech:23.8;Healthcare:10.3;Comm:20.9 | US:70.3;EU:10.5;APAC:6.6;EMEA:5.7;LATAM:6.9 | BBB:18.5;A:16.2;AAA:6.4;B:26.4;BB:14.5;AA:18.0 | 2.54 | 59.3 | 208 | 432 | 13.1 | 3.5 | 35 | 45 | 30 | false | true | true | true | 1.6 | 0.27 | 0.46 | Tech:EW | Hedge | iTraxx_XOVER: +62bps notional | 10 | 39 | DealerC | Electronic | 3 | 95 | 266 | -12 | Sector>limit | Hedge | Sector concentration above limit | 113 | Escalate watchlist names |
C09515 | CR6480 | 2024-12-10 | Tightening | 152 | 499 | 4.6 | 1.2 | 1,792,088,405 | Utilities:36.4;Energy:28.1;Materials:35.5 | US:72.2;EU:11.6;APAC:6.8;EMEA:5.9;LATAM:3.6 | A:47.0;BB:11.6;BBB:14.8;B:13.6;CCC:12.9 | 4.5 | 23.7 | 255 | 448 | 5.4 | 3.5 | 30 | 35 | 20 | true | true | true | true | 0.76 | 0.39 | 0.2 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 43 | DealerB | RFQ | 7 | 99 | -117 | -372 | Sector>limit | Reduce | Sector concentration above limit | 122 | Tighten HY exposure bands |
C09516 | CR2669 | 2024-02-24 | Stress | 204 | 807 | 7 | -0.4 | 2,736,030,153 | Energy:16.8;Industrials:20.8;Financials:27.5;Comm:6.4;RealEstate:13.8;Healthcare:14.7 | US:65.2;EU:8.8;APAC:14.6;EMEA:3.8;LATAM:7.6 | BB:20.0;AA:14.8;A:28.5;BBB:22.7;CCC:14.0 | 3.08 | 31.3 | 217 | 555 | 7.7 | 3.5 | 30 | 55 | 20 | false | true | true | true | 1.11 | 1.1 | 0.38 | null | Hedge | iTraxx_XOVER: +145bps notional | -40 | 8 | DealerC | RFQ | 8 | 88 | 271 | -61 | Sector>limit | Reduce | Sector concentration above limit | 167 | Reviewed by risk; hedges staggered |
C09517 | CR4697 | 2025-12-09 | Stress | 169 | 814 | 7.3 | -0.8 | 585,496,484 | Consumer:38.0;Tech:11.6;Healthcare:50.3 | US:63.4;EU:10.3;APAC:12.4;EMEA:5.9;LATAM:8.0 | AAA:24.7;B:13.8;CCC:6.4;A:30.5;BBB:24.6 | 4.91 | 23.3 | 146 | 285 | 11.3 | 2.5 | 20 | 45 | 35 | true | true | false | false | 2.42 | 0.6 | -0.13 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | 18 | DealerC | DealerAxed | 6 | 91 | 56 | -27 | Sector>limit | Hedge | Sector concentration above limit | 244 | Tighten HY exposure bands |
C09518 | CR9243 | 2024-05-22 | Recovery | 158 | 622 | 4.9 | 1.6 | 2,221,466,186 | Healthcare:10.8;Materials:31.6;RealEstate:39.6;Tech:18.0 | US:65.3;EU:10.8;APAC:7.2;EMEA:8.5;LATAM:8.2 | BB:20.9;BBB:29.6;CCC:19.1;AA:30.3 | 2.18 | 36.2 | 147 | 277 | 2.4 | 4 | 35 | 35 | 25 | true | true | true | false | 0.08 | 1.3 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 7 | ECN2 | DealerAxed | 9 | 89 | 224 | -192 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Rotate into defensive sectors |
C09519 | CR1072 | 2024-03-31 | Tightening | 120 | 509 | 4.7 | 0.8 | 67,692,671 | Healthcare:10.4;Tech:9.1;Financials:20.6;RealEstate:16.7;Consumer:27.1;Industrials:16.1 | US:65.6;EU:7.0;APAC:14.6;EMEA:7.5;LATAM:5.3 | AA:15.1;B:20.4;AAA:17.9;BB:29.5;CCC:17.1 | 6.91 | 40.5 | 194 | 126 | 9.8 | 3 | 20 | 35 | 35 | true | true | true | false | 1.52 | 1.46 | 0.43 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -11 | 0 | DealerB | RFQ | 9 | 100 | -119 | 141 | Sector>limit | Rotate | Sector concentration above limit | 216 | Tighten HY exposure bands |
C09520 | CR7682 | 2024-02-22 | Recovery | 176 | 445 | 6.3 | 2 | 866,662,262 | Financials:19.9;Healthcare:33.4;Energy:29.4;Materials:17.3 | US:62.0;EU:18.1;APAC:15.0;EMEA:4.3;LATAM:0.6 | BBB:21.1;AA:30.9;B:4.5;CCC:4.6;A:25.3;AAA:13.6 | 5.6 | 43.4 | 175 | 435 | 12 | 3 | 30 | 55 | 30 | true | true | false | false | 2.23 | 0.48 | -0.36 | Industrials:EW;Consumer:EW | Hedge | iTraxx_XOVER: +105bps notional | -14 | 23 | DealerA | DealerAxed | 11 | 100 | 137 | -108 | VAR>budget | Rotate | Portfolio VAR above budget | 100 | Rotate into defensive sectors |
C09521 | CR6561 | 2025-08-12 | Calm | 71 | 332 | 4.4 | 2.5 | 409,263,213 | Materials:28.0;Energy:13.3;Tech:10.1;Industrials:28.4;RealEstate:10.5;Healthcare:9.7 | US:56.2;EU:14.8;APAC:11.3;EMEA:13.3;LATAM:4.5 | CCC:25.5;AAA:35.6;B:6.6;AA:32.3 | 5.07 | 58.9 | 198 | 275 | 2.8 | 4 | 35 | 45 | 25 | false | true | true | false | 0.88 | 0.28 | 0.45 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | -25 | ECN1 | DealerAxed | 4 | 85 | 331 | -221 | HYCap>limit | Reduce | High-yield share above policy cap | 94 | Tighten HY exposure bands |
C09522 | CR4006 | 2024-10-20 | Tightening | 101 | 368 | 5.1 | 1.5 | 1,856,651,228 | Tech:25.6;Materials:33.8;Utilities:29.3;Healthcare:11.2 | US:65.2;EU:15.8;APAC:7.2;EMEA:7.1;LATAM:4.6 | CCC:12.4;AA:29.9;BBB:26.2;BB:13.3;A:18.2 | 5.3 | 62.2 | 168 | 183 | 5.6 | 3 | 30 | 35 | 20 | true | true | true | false | 2.07 | 1.25 | 0.49 | Tech:EW | Hedge | SingleName_CDS: +120bps notional | -6 | -5 | DealerB | Electronic | 8 | 97 | -141 | -396 | Region>limit | Hedge | Regional concentration above limit | 137 | Tighten HY exposure bands |
C09523 | CR4740 | 2024-12-30 | Calm | 96 | 350 | 4.3 | 2.5 | 2,530,601,198 | Utilities:30.2;Comm:55.9;Tech:13.9 | US:59.5;EU:8.8;APAC:13.8;EMEA:10.9;LATAM:7.0 | BB:13.2;BBB:24.2;AA:12.9;A:20.3;AAA:29.4 | 1.87 | 33.9 | 270 | 433 | 7.5 | 4 | 35 | 35 | 20 | true | true | false | true | 1.49 | 1.01 | 0.49 | Utilities:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | 0 | DealerA | Electronic | 11 | 99 | 30 | -37 | Region>limit | Reduce | Regional concentration above limit | 143 | Reviewed by risk; hedges staggered |
C09524 | CR7936 | 2024-11-02 | Tightening | 156 | 403 | 4.3 | 1.2 | 2,691,203,910 | Financials:12.0;Materials:40.6;Industrials:47.4 | US:72.4;EU:7.3;APAC:10.8;EMEA:5.9;LATAM:3.6 | CCC:46.6;BB:10.0;B:11.2;AA:21.8;AAA:10.3 | 5.43 | 63.7 | 183 | 223 | 10.2 | 3 | 30 | 55 | 30 | true | true | true | false | -0.2 | 1.79 | 0.48 | Industrials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 33 | DealerB | Electronic | 2 | 90 | 289 | -38 | Sector>limit | Reduce | Sector concentration above limit | 226 | Rotate into defensive sectors |
C09525 | CR8960 | 2024-10-23 | Tightening | 112 | 472 | 4 | 0.6 | 2,576,121,275 | RealEstate:8.1;Healthcare:22.1;Industrials:22.2;Tech:19.9;Comm:13.2;Utilities:14.4 | US:65.2;EU:17.2;APAC:7.3;EMEA:6.2;LATAM:4.1 | AAA:21.6;B:9.7;BBB:25.9;CCC:11.0;BB:12.0;AA:19.8 | 2.88 | 38.3 | 142 | 190 | 7.9 | 2.5 | 35 | 45 | 25 | false | true | true | false | 0.81 | 0.78 | 0.11 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | -3 | DealerC | Electronic | 3 | 88 | 170 | -16 | HYCap>limit | Hedge | High-yield share above policy cap | 150 | Tighten HY exposure bands |
C09526 | CR3283 | 2025-03-05 | Tightening | 115 | 505 | 4.3 | 1.6 | 1,396,218,377 | Financials:28.4;Utilities:14.2;Healthcare:20.6;Materials:18.1;Tech:18.7 | US:64.9;EU:14.7;APAC:10.5;EMEA:5.7;LATAM:4.2 | A:18.9;CCC:9.8;AA:18.4;AAA:26.2;B:8.8;BBB:17.9 | 5.92 | 64.6 | 161 | 286 | 17.4 | 2.5 | 20 | 35 | 20 | true | true | false | false | 0.84 | 0.12 | -0.23 | Energy:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | 28 | DealerC | RFQ | 5 | 90 | -202 | 82 | Sector>limit | Rotate | Sector concentration above limit | 149 | Tighten HY exposure bands |
C09527 | CR5227 | 2024-11-04 | Tightening | 128 | 407 | 4.2 | 1.5 | 201,575,551 | RealEstate:16.1;Healthcare:23.7;Utilities:14.5;Tech:26.2;Industrials:19.4 | US:66.5;EU:10.9;APAC:5.8;EMEA:11.8;LATAM:5.0 | BBB:40.1;CCC:13.7;AAA:12.4;B:33.8 | 2.76 | 25 | 189 | 377 | 17.2 | 3.5 | 25 | 35 | 35 | true | true | true | false | 1.6 | 0.4 | 0.02 | Comm:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 39 | ECN2 | DealerAxed | 4 | 90 | 55 | -390 | Sector>limit | Reduce | Sector concentration above limit | 175 | Defer adds pending macro print |
C09528 | CR2344 | 2024-04-12 | Stress | 221 | 789 | 5.2 | -0.8 | 1,427,318,762 | Financials:22.3;Consumer:11.8;Comm:18.6;Tech:19.7;Healthcare:6.9;Utilities:20.6 | US:68.7;EU:10.3;APAC:12.8;EMEA:7.2;LATAM:0.9 | AA:25.3;BBB:13.9;B:25.7;BB:35.1 | 3.16 | 40.1 | 325 | 516 | 7.5 | 2 | 30 | 45 | 25 | false | true | true | true | 1.21 | 0.84 | 0.53 | Energy:EW;Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | -9 | DealerB | Electronic | 3 | 97 | 249 | -85 | Sector>limit | Hedge | Sector concentration above limit | 239 | Defer adds pending macro print |
C09529 | CR4566 | 2024-06-20 | Calm | 92 | 384 | 3.4 | 1.9 | 1,256,051,181 | Industrials:19.2;Financials:21.5;Energy:8.2;Tech:16.5;Comm:14.6;Consumer:20.0 | US:72.4;EU:9.2;APAC:8.5;EMEA:5.6;LATAM:4.4 | AA:15.6;BB:15.5;B:12.8;BBB:56.1 | 4.79 | 23 | 159 | 184 | 5.4 | 2 | 35 | 35 | 35 | false | true | false | false | 0.6 | 1.34 | -0.12 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 36 | DealerA | RFQ | 11 | 91 | -11 | -229 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Tighten HY exposure bands |
C09530 | CR6935 | 2024-03-24 | Calm | 109 | 412 | 4.1 | 1.6 | 2,977,357,303 | Comm:25.8;Industrials:11.8;Healthcare:28.1;Materials:34.3 | US:72.7;EU:10.3;APAC:10.1;EMEA:5.1;LATAM:1.8 | B:12.4;AA:23.8;A:14.7;BBB:16.3;AAA:24.6;CCC:8.1 | 6.96 | 49.1 | 113 | 209 | 3 | 2 | 25 | 45 | 30 | true | true | false | false | 0.33 | 1.73 | 0.11 | Materials:EW;Comm:EW | Hedge | iTraxx_MAIN: +173bps notional | -12 | 4 | ECN1 | RFQ | 2 | 95 | 7 | 51 | HYCap>limit | Reduce | High-yield share above policy cap | 192 | Escalate watchlist names |
C09531 | CR4614 | 2024-06-02 | Calm | 102 | 287 | 3.8 | 1.6 | 1,601,743,381 | Industrials:21.1;Materials:18.7;Tech:7.4;Healthcare:12.5;Consumer:14.3;Comm:25.9 | US:63.0;EU:16.9;APAC:8.7;EMEA:7.9;LATAM:3.6 | CCC:11.8;BB:10.6;AA:31.1;A:23.4;B:11.5;AAA:11.6 | 6.67 | 50.4 | 120 | 331 | 4.5 | 2 | 30 | 35 | 25 | false | true | true | false | 0.94 | 1.17 | -0.23 | Consumer:EW | Hedge | SingleName_CDS: +168bps notional | -43 | 35 | ECN1 | DealerAxed | 7 | 86 | 263 | -185 | Sector>limit | Rotate | Sector concentration above limit | 225 | Rotate into defensive sectors |
C09532 | CR3997 | 2025-02-19 | Stress | 142 | 550 | 6 | -1.8 | 850,765,766 | Healthcare:24.5;RealEstate:14.6;Utilities:11.1;Comm:29.2;Consumer:20.6 | US:71.5;EU:7.7;APAC:6.9;EMEA:9.6;LATAM:4.2 | AAA:21.3;BB:14.3;BBB:40.9;AA:23.6 | 3.1 | 50.4 | 277 | 546 | 14.6 | 2.5 | 30 | 45 | 30 | false | true | false | true | 1.13 | 0.81 | 0.1 | Healthcare:EW;RealEstate:EW;Energy:EW | Hedge | Options_Payer: +164bps notional | -16 | 29 | DealerA | Electronic | 0 | 85 | 96 | -355 | Sector>limit | Reduce | Sector concentration above limit | 133 | Defer adds pending macro print |
C09533 | CR4884 | 2024-08-03 | Recovery | 105 | 550 | 6.1 | 1.2 | 2,321,417,634 | Utilities:25.4;Energy:26.5;RealEstate:26.8;Tech:21.3 | US:75.2;EU:5.4;APAC:7.9;EMEA:11.3;LATAM:0.1 | BB:15.5;BBB:12.3;AAA:23.3;B:26.8;A:22.1 | 2 | 58.1 | 136 | 432 | 5.3 | 2.5 | 25 | 35 | 30 | true | true | true | false | 1.85 | 0.28 | 0.31 | null | Hedge | Treasury_Futures: +174bps notional | 2 | 2 | DealerC | All2All | 7 | 86 | 205 | -79 | Sector>limit | Hedge | Sector concentration above limit | 180 | Rotate into defensive sectors |
C09534 | CR6547 | 2024-12-28 | Tightening | 135 | 503 | 3.9 | 1.5 | 2,121,895,990 | Tech:13.2;Industrials:7.9;Comm:32.0;Healthcare:24.4;Materials:22.6 | US:68.0;EU:11.9;APAC:9.0;EMEA:3.7;LATAM:7.4 | BBB:18.6;AAA:30.3;CCC:35.6;AA:15.5 | 7.07 | 28.4 | 84 | 469 | 3.8 | 2 | 30 | 35 | 30 | true | true | true | false | 1.9 | 0.31 | 0.18 | null | Hedge | iTraxx_XOVER: +106bps notional | 15 | -10 | ECN2 | All2All | 10 | 87 | -88 | 39 | VAR>budget | Hedge | Portfolio VAR above budget | 202 | Defer adds pending macro print |
C09535 | CR7825 | 2024-03-03 | Recovery | 155 | 453 | 6.4 | 1.2 | 2,140,556,868 | RealEstate:7.6;Energy:5.8;Industrials:22.3;Financials:23.0;Healthcare:20.1;Comm:21.1 | US:65.8;EU:9.9;APAC:11.9;EMEA:7.8;LATAM:4.6 | BB:25.1;CCC:11.6;A:17.8;AA:32.5;AAA:13.0 | 3.01 | 37.7 | 254 | 404 | 10.3 | 4 | 25 | 35 | 20 | false | true | true | true | -0.25 | 1.39 | -0.06 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -2 | 30 | DealerA | All2All | 3 | 92 | 295 | -390 | Sector>limit | Hedge | Sector concentration above limit | 173 | Defer adds pending macro print |
C09536 | CR1829 | 2025-04-16 | Calm | 67 | 409 | 4 | 2.7 | 2,645,267,010 | Financials:24.0;RealEstate:14.0;Energy:29.9;Tech:21.3;Healthcare:10.9 | US:68.0;EU:12.3;APAC:10.0;EMEA:8.1;LATAM:1.7 | BB:20.4;A:18.9;BBB:34.4;AA:26.2 | 5.03 | 47.5 | 155 | 254 | 12.1 | 2.5 | 20 | 35 | 35 | true | true | false | false | 0.72 | 1.4 | 0.43 | Industrials:EW | Hedge | Treasury_Futures: +139bps notional | 14 | 41 | DealerC | Electronic | 6 | 86 | 179 | -422 | VAR>budget | Rotate | Portfolio VAR above budget | 253 | Defer adds pending macro print |
C09537 | CR8398 | 2025-07-31 | Recovery | 164 | 465 | 5 | 1.9 | 1,866,791,692 | Financials:24.1;Tech:16.8;Industrials:17.8;Utilities:19.2;Consumer:22.2 | US:71.5;EU:7.3;APAC:7.8;EMEA:6.4;LATAM:7.0 | BB:21.7;B:21.9;A:7.8;BBB:30.1;AAA:18.5 | 3.89 | 42.8 | 166 | 241 | 5.6 | 3.5 | 35 | 45 | 30 | false | true | true | false | 0.19 | 1.78 | 0.35 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | 7 | DealerA | DealerAxed | 5 | 86 | 232 | 13 | HYCap>limit | Hedge | High-yield share above policy cap | 137 | Escalate watchlist names |
C09538 | CR7216 | 2025-06-18 | Stress | 219 | 679 | 5.2 | -1.7 | 2,949,267,282 | Energy:22.7;Industrials:56.2;Financials:21.1 | US:78.3;EU:5.4;APAC:5.9;EMEA:5.7;LATAM:4.7 | CCC:12.4;BBB:9.3;AAA:6.6;B:39.6;AA:19.8;A:12.4 | 3.18 | 41 | 222 | 567 | 12.9 | 4 | 25 | 45 | 30 | true | true | true | true | 1.01 | 1.6 | -0.06 | null | Hedge | CDX_HY: +102bps notional | 18 | -9 | DealerC | All2All | 0 | 85 | -53 | 68 | Region>limit | Rotate | Regional concentration above limit | 142 | Reviewed by risk; hedges staggered |
C09539 | CR4363 | 2025-11-26 | Calm | 65 | 355 | 4.3 | 2.1 | 615,153,352 | RealEstate:24.9;Comm:12.3;Healthcare:6.9;Tech:16.8;Consumer:19.0;Financials:20.0 | US:67.1;EU:11.8;APAC:8.1;EMEA:8.1;LATAM:4.8 | AA:30.0;BBB:17.6;BB:22.3;AAA:14.3;A:15.8 | 1.42 | 31.2 | 280 | 219 | 11 | 2.5 | 25 | 35 | 35 | false | true | false | true | 1.19 | 1.26 | 0.28 | null | Hedge | SingleName_CDS: +111bps notional | 0 | -18 | DealerB | DealerAxed | 11 | 96 | 207 | 157 | Sector>limit | PauseAdds | Sector concentration above limit | 162 | Tighten HY exposure bands |
C09540 | CR0778 | 2024-06-14 | Stress | 221 | 618 | 7.2 | -1.9 | 693,211,812 | Healthcare:14.2;Industrials:16.4;Tech:10.2;Utilities:20.1;Financials:22.0;Materials:17.1 | US:58.7;EU:9.9;APAC:16.6;EMEA:10.6;LATAM:4.3 | B:34.0;BBB:23.7;AAA:28.1;A:14.2 | 1.91 | 54.6 | 143 | 576 | 12.2 | 4 | 30 | 35 | 35 | false | true | false | false | -0.08 | 0.46 | 0.19 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | -12 | ECN2 | Electronic | 11 | 85 | 67 | 11 | Region>limit | Rotate | Regional concentration above limit | 99 | Escalate watchlist names |
C09541 | CR5278 | 2025-08-19 | Stress | 154 | 600 | 8.4 | -0.3 | 123,380,831 | Healthcare:16.0;Industrials:8.1;Materials:28.1;RealEstate:16.3;Consumer:31.4 | US:67.8;EU:12.0;APAC:12.1;EMEA:3.6;LATAM:4.5 | AAA:31.5;BB:12.8;A:32.1;BBB:23.6 | 4.51 | 43.4 | 278 | 531 | 6.3 | 2.5 | 25 | 55 | 20 | true | true | false | true | 0.58 | 0.18 | -0.27 | null | Hedge | iTraxx_XOVER: +102bps notional | -31 | 43 | DealerC | All2All | 12 | 98 | 114 | -127 | HYCap>limit | Reduce | High-yield share above policy cap | 252 | Tighten HY exposure bands |
C09542 | CR2064 | 2024-02-06 | Calm | 99 | 292 | 3.6 | 1.8 | 2,468,556,612 | Energy:19.2;Tech:18.3;Consumer:13.1;Industrials:19.2;Comm:16.3;Healthcare:14.1 | US:59.2;EU:18.5;APAC:11.8;EMEA:7.5;LATAM:3.0 | AAA:21.2;BBB:20.3;B:22.6;AA:6.8;CCC:15.5;BB:13.6 | 1.34 | 37.8 | 193 | 340 | 4 | 3 | 25 | 35 | 35 | false | true | true | false | -0.12 | 0.7 | -0.38 | Financials:EW;Consumer:EW | Hedge | Treasury_Futures: +193bps notional | -8 | -19 | DealerA | All2All | 3 | 99 | 129 | -321 | HYCap>limit | Rotate | High-yield share above policy cap | 219 | Tighten HY exposure bands |
C09543 | CR4020 | 2024-04-18 | Calm | 66 | 351 | 3.7 | 2.4 | 2,312,472,198 | Financials:21.7;Industrials:10.4;RealEstate:17.3;Utilities:22.2;Tech:6.1;Materials:22.3 | US:74.2;EU:6.1;APAC:7.4;EMEA:5.9;LATAM:6.4 | A:32.5;BBB:18.9;AA:14.5;AAA:34.1 | 4.72 | 29.1 | 263 | 314 | 2.8 | 2.5 | 30 | 35 | 20 | false | true | false | true | 1.51 | 0.64 | 0.48 | Healthcare:EW | Hedge | SingleName_CDS: +86bps notional | 15 | 3 | ECN1 | All2All | 11 | 93 | 31 | -305 | VAR>budget | Hedge | Portfolio VAR above budget | 221 | Escalate watchlist names |
C09544 | CR8315 | 2025-08-30 | Tightening | 159 | 502 | 5.1 | 1.5 | 1,108,585,321 | Comm:40.9;Financials:21.0;RealEstate:38.1 | US:72.0;EU:7.4;APAC:8.5;EMEA:4.9;LATAM:7.1 | BB:28.8;A:14.5;AAA:22.8;B:34.0 | 2.08 | 20.7 | 233 | 503 | 17.8 | 4 | 20 | 35 | 20 | true | true | true | true | 1.87 | 1.44 | 0.53 | RealEstate:EW;Financials:EW | Hedge | CDX_HY: +94bps notional | -56 | 13 | ECN1 | Electronic | 9 | 87 | -56 | 145 | VAR>budget | Reduce | Portfolio VAR above budget | 142 | Escalate watchlist names |
C09545 | CR7665 | 2025-03-07 | Recovery | 144 | 549 | 6 | -0.3 | 1,702,184,008 | Comm:20.7;Utilities:63.6;Industrials:15.7 | US:70.1;EU:14.7;APAC:8.8;EMEA:4.0;LATAM:2.4 | B:27.6;AAA:9.3;CCC:11.3;BBB:5.8;BB:31.7;AA:14.3 | 1.04 | 44.6 | 279 | 300 | 6.8 | 2 | 20 | 45 | 35 | true | true | true | true | 1.91 | 0.13 | 0.46 | Healthcare:EW | Hedge | Options_Payer: +109bps notional | -18 | 33 | ECN1 | All2All | 2 | 93 | 247 | 65 | HYCap>limit | Hedge | High-yield share above policy cap | 165 | Reviewed by risk; hedges staggered |
C09546 | CR2228 | 2024-04-02 | Tightening | 140 | 462 | 4.4 | 1 | 760,335,650 | Comm:12.2;Healthcare:24.9;Utilities:37.4;Industrials:13.3;Tech:12.1 | US:62.4;EU:13.5;APAC:11.6;EMEA:5.8;LATAM:6.6 | BB:33.5;B:12.9;BBB:15.3;A:16.8;AA:21.5 | 2.99 | 21.4 | 252 | 389 | 16.9 | 4 | 30 | 55 | 20 | true | true | true | true | -0.48 | 1.57 | 0.59 | Industrials:EW | Hedge | iTraxx_XOVER: +189bps notional | -34 | 35 | ECN1 | All2All | 1 | 96 | 133 | 10 | Sector>limit | Reduce | Sector concentration above limit | 245 | Escalate watchlist names |
C09547 | CR0363 | 2025-02-03 | Stress | 242 | 611 | 5.3 | 0.5 | 2,866,498,444 | Energy:25.8;Comm:28.1;Tech:26.4;Materials:19.7 | US:66.8;EU:15.7;APAC:12.1;EMEA:3.8;LATAM:1.6 | A:13.9;BBB:30.6;B:12.5;BB:17.5;AA:25.6 | 3.43 | 61 | 333 | 555 | 10.4 | 4 | 35 | 55 | 20 | false | true | true | true | 2.48 | 0.15 | -0.14 | Consumer:EW;Financials:EW | Hedge | CDX_IG: +86bps notional | -3 | 23 | DealerA | All2All | 9 | 97 | 10 | -98 | VAR>budget | Reduce | Portfolio VAR above budget | 141 | Rotate into defensive sectors |
C09548 | CR6978 | 2024-06-24 | Recovery | 115 | 421 | 6.4 | 0.1 | 230,115,649 | Comm:22.7;Consumer:13.9;Healthcare:25.4;Energy:7.9;Materials:16.0;Industrials:14.1 | US:69.1;EU:9.9;APAC:9.9;EMEA:3.8;LATAM:7.4 | A:22.9;CCC:12.9;B:13.4;AAA:25.7;AA:25.1 | 1.41 | 62.3 | 224 | 450 | 11.7 | 2 | 20 | 35 | 30 | true | true | false | true | 1.53 | 0.97 | 0.53 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | -11 | DealerA | RFQ | 7 | 91 | -29 | -276 | Sector>limit | Reduce | Sector concentration above limit | 257 | Rotate into defensive sectors |
C09549 | CR8452 | 2024-01-27 | Calm | 100 | 403 | 4.2 | 2.2 | 1,317,034,978 | Materials:31.3;Healthcare:24.8;Energy:31.2;Financials:12.6 | US:67.3;EU:8.5;APAC:9.6;EMEA:9.0;LATAM:5.6 | BB:5.8;AAA:24.4;B:11.5;A:39.4;BBB:18.8 | 5.6 | 27.4 | 215 | 248 | 7.9 | 3 | 35 | 45 | 35 | false | true | false | true | 0.44 | 0.25 | 0 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | 38 | ECN1 | Electronic | 12 | 94 | 146 | -348 | VAR>budget | Reduce | Portfolio VAR above budget | 117 | Tighten HY exposure bands |
C09550 | CR0948 | 2025-03-24 | Calm | 89 | 336 | 3.4 | 2.3 | 557,957,519 | Tech:33.6;Comm:33.3;Energy:33.1 | US:68.4;EU:9.3;APAC:12.4;EMEA:5.3;LATAM:4.7 | AAA:21.4;AA:18.2;BBB:31.9;B:12.2;CCC:10.8;BB:5.5 | 2.06 | 38 | 209 | 239 | 10.5 | 3.5 | 30 | 55 | 20 | true | true | true | true | 2.33 | 1.14 | 0.31 | Consumer:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 14 | 40 | DealerA | DealerAxed | 9 | 100 | 157 | 182 | Sector>limit | Reduce | Sector concentration above limit | 192 | Tighten HY exposure bands |
C09551 | CR1497 | 2024-04-11 | Calm | 66 | 396 | 3.6 | 2.9 | 2,389,893,198 | Consumer:30.5;Tech:8.6;RealEstate:21.6;Energy:15.6;Financials:23.7 | US:70.4;EU:11.9;APAC:7.3;EMEA:6.4;LATAM:4.1 | B:11.7;BB:14.3;CCC:21.3;AA:52.7 | 2.37 | 28.4 | 170 | 293 | 13.5 | 4 | 25 | 35 | 20 | true | true | true | false | 0.4 | 0.39 | 0.38 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 0 | DealerB | Electronic | 4 | 85 | 325 | -235 | Sector>limit | Rotate | Sector concentration above limit | 181 | Tighten HY exposure bands |
C09552 | CR1504 | 2025-05-10 | Tightening | 151 | 364 | 4.2 | 1.3 | 1,167,729,412 | Consumer:6.2;Materials:15.5;RealEstate:18.9;Utilities:10.1;Comm:28.7;Financials:20.6 | US:63.0;EU:19.8;APAC:5.8;EMEA:5.4;LATAM:6.0 | CCC:27.1;BBB:27.3;AA:13.7;AAA:20.0;B:11.9 | 5.71 | 43.6 | 238 | 249 | 10 | 2 | 35 | 45 | 25 | false | true | true | true | 1.87 | -0.11 | -0.01 | Healthcare:EW;Consumer:EW | Hedge | SingleName_CDS: +50bps notional | -55 | -3 | DealerA | DealerAxed | 0 | 99 | 240 | -50 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Escalate watchlist names |
C09553 | CR1654 | 2025-08-15 | Recovery | 101 | 432 | 6.3 | 0.5 | 144,086,967 | RealEstate:19.1;Financials:5.7;Utilities:18.1;Industrials:20.5;Materials:17.1;Consumer:19.6 | US:69.2;EU:10.7;APAC:6.3;EMEA:6.7;LATAM:7.1 | AA:20.1;B:8.9;CCC:5.1;A:27.3;AAA:26.4;BB:12.2 | 5.57 | 40.2 | 126 | 251 | 14.8 | 3 | 20 | 35 | 35 | true | true | false | false | 0.33 | 1.58 | -0.23 | Industrials:EW | Hedge | iTraxx_XOVER: +110bps notional | 11 | -9 | DealerB | DealerAxed | 7 | 90 | 294 | -138 | VAR>budget | Hedge | Portfolio VAR above budget | 92 | Defer adds pending macro print |
C09554 | CR1140 | 2024-09-02 | Calm | 117 | 306 | 4.2 | 1.9 | 2,014,204,344 | Consumer:37.6;Healthcare:26.8;Industrials:11.1;Comm:24.6 | US:58.6;EU:22.7;APAC:8.0;EMEA:7.0;LATAM:3.6 | B:8.1;A:23.2;AAA:41.2;BBB:27.6 | 6.21 | 23.8 | 277 | 243 | 13.8 | 4 | 25 | 45 | 20 | true | true | false | true | 1.46 | 0.99 | 0.07 | Industrials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | -19 | DealerA | RFQ | 0 | 91 | 150 | 8 | Region>limit | Reduce | Regional concentration above limit | 234 | Tighten HY exposure bands |
C09555 | CR4829 | 2025-08-26 | Recovery | 105 | 609 | 5 | 0 | 2,297,115,411 | Healthcare:15.6;Tech:22.6;Consumer:11.0;Materials:26.3;Industrials:9.5;Financials:15.0 | US:67.2;EU:7.7;APAC:14.7;EMEA:8.2;LATAM:2.3 | AAA:9.0;B:37.7;BB:40.4;CCC:12.8 | 4.55 | 45.6 | 181 | 246 | 11.4 | 2 | 35 | 35 | 35 | false | true | true | false | 0.67 | 0.7 | 0.48 | Comm:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 19 | DealerC | RFQ | 0 | 94 | 316 | -332 | Sector>limit | Reduce | Sector concentration above limit | 138 | Rotate into defensive sectors |
C09556 | CR6483 | 2025-12-21 | Tightening | 128 | 460 | 4.4 | 2 | 2,904,034,214 | Utilities:26.5;Energy:52.1;Comm:21.4 | US:69.6;EU:7.9;APAC:13.0;EMEA:9.2;LATAM:0.3 | AA:12.6;CCC:9.0;BBB:13.7;BB:26.2;AAA:19.3;A:19.2 | 7.49 | 55.1 | 84 | 220 | 12.7 | 4 | 20 | 45 | 20 | true | true | true | false | -0.3 | 0.68 | -0.34 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 0 | ECN2 | All2All | 2 | 97 | 84 | -422 | HYCap>limit | Hedge | High-yield share above policy cap | 156 | Escalate watchlist names |
C09557 | CR5068 | 2025-10-13 | Calm | 100 | 356 | 3.3 | 2.5 | 2,541,403,718 | Comm:26.6;Healthcare:25.3;Materials:10.4;Consumer:37.7 | US:76.2;EU:8.6;APAC:6.5;EMEA:3.5;LATAM:5.2 | CCC:11.9;B:12.1;BBB:24.7;A:20.6;BB:3.9;AAA:26.7 | 0.76 | 61.6 | 190 | 494 | 16.4 | 2 | 25 | 35 | 20 | true | true | true | false | 1.28 | 0.72 | -0.21 | Materials:EW | Hedge | SingleName_CDS: +92bps notional | -39 | -24 | DealerA | All2All | 5 | 91 | 63 | 90 | VAR>budget | Hedge | Portfolio VAR above budget | 208 | Tighten HY exposure bands |
C09558 | CR5580 | 2024-04-16 | Recovery | 177 | 505 | 5.2 | 0.8 | 749,508,276 | RealEstate:7.3;Financials:29.3;Utilities:25.1;Materials:7.8;Consumer:30.4 | US:65.5;EU:17.6;APAC:12.5;EMEA:2.9;LATAM:1.6 | BB:9.2;AAA:31.5;BBB:29.3;B:6.8;A:23.3 | 1.71 | 57.5 | 86 | 185 | 11.2 | 3.5 | 25 | 55 | 30 | true | true | false | false | 0.24 | 0.99 | 0.3 | null | Hedge | CDX_HY: +163bps notional | -56 | 13 | DealerC | DealerAxed | 1 | 90 | -122 | -192 | HYCap>limit | Rotate | High-yield share above policy cap | 203 | Tighten HY exposure bands |
C09559 | CR7452 | 2024-02-06 | Tightening | 117 | 434 | 4 | 1.2 | 2,399,787,278 | Consumer:9.0;Comm:28.7;Industrials:14.3;Tech:22.7;RealEstate:25.3 | US:55.7;EU:12.2;APAC:12.5;EMEA:11.4;LATAM:8.2 | AAA:15.0;BB:22.7;BBB:33.8;A:18.0;AA:10.5 | 5.4 | 39.7 | 142 | 307 | 2.5 | 2 | 35 | 55 | 35 | false | true | false | false | 1.86 | -0.18 | -0.36 | null | Hedge | iTraxx_MAIN: +66bps notional | -11 | 3 | DealerA | RFQ | 3 | 94 | 275 | 57 | Sector>limit | Reduce | Sector concentration above limit | 220 | Rotate into defensive sectors |
C09560 | CR1161 | 2025-12-23 | Recovery | 133 | 508 | 6.3 | 2 | 843,311,605 | Consumer:13.5;Utilities:12.2;Comm:23.1;Energy:17.0;Tech:34.2 | US:73.7;EU:6.4;APAC:11.4;EMEA:7.5;LATAM:1.0 | BB:7.5;A:13.5;BBB:36.5;AAA:23.7;CCC:18.9 | 4.91 | 20.5 | 165 | 318 | 16.2 | 3.5 | 20 | 45 | 25 | true | true | true | false | 2.48 | 0.32 | -0.34 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | -13 | DealerC | Electronic | 12 | 92 | 91 | -137 | Sector>limit | Hedge | Sector concentration above limit | 118 | Rotate into defensive sectors |
C09561 | CR8186 | 2024-02-11 | Calm | 83 | 384 | 3.6 | 1.7 | 2,272,946,590 | Industrials:16.1;Comm:7.5;Financials:22.4;Consumer:17.0;Tech:12.7;Utilities:24.3 | US:67.7;EU:11.4;APAC:13.2;EMEA:4.7;LATAM:3.0 | B:10.4;BBB:27.7;AAA:19.6;AA:27.4;BB:14.9 | 3.64 | 64.6 | 199 | 453 | 10.9 | 3 | 20 | 55 | 35 | true | true | false | false | 2.24 | 0.76 | -0.18 | null | Hedge | iTraxx_XOVER: +95bps notional | -28 | 40 | DealerA | All2All | 12 | 94 | 147 | 68 | HYCap>limit | Reduce | High-yield share above policy cap | 205 | Defer adds pending macro print |
C09562 | CR6394 | 2025-04-20 | Recovery | 120 | 606 | 6.2 | -0.2 | 1,429,057,462 | Utilities:26.0;Healthcare:30.3;Tech:15.1;RealEstate:21.7;Energy:6.9 | US:71.2;EU:10.1;APAC:10.0;EMEA:4.1;LATAM:4.5 | A:14.8;BBB:12.8;AAA:9.1;B:8.6;CCC:35.2;AA:19.6 | 6.26 | 39.3 | 233 | 509 | 4.9 | 3.5 | 25 | 35 | 25 | true | true | true | true | -0.46 | 0.57 | 0.3 | Financials:EW | Hedge | iTraxx_MAIN: +171bps notional | -34 | 29 | DealerA | Electronic | 8 | 90 | 75 | -133 | HYCap>limit | Hedge | High-yield share above policy cap | 141 | Defer adds pending macro print |
C09563 | CR2698 | 2024-02-28 | Tightening | 151 | 365 | 4.1 | 1.9 | 2,998,842,944 | Industrials:35.8;Financials:24.5;Healthcare:39.7 | US:64.9;EU:7.1;APAC:13.6;EMEA:13.2;LATAM:1.2 | AAA:12.9;AA:25.6;CCC:41.6;A:19.9 | 3.96 | 48.4 | 232 | 389 | 4.6 | 3.5 | 35 | 35 | 25 | true | true | true | true | 1.6 | 0.79 | 0.14 | null | Hedge | Options_Payer: +158bps notional | -22 | 34 | DealerA | DealerAxed | 10 | 99 | -152 | -260 | HYCap>limit | Hedge | High-yield share above policy cap | 95 | Reviewed by risk; hedges staggered |
C09564 | CR9926 | 2024-09-30 | Calm | 102 | 387 | 4 | 2.8 | 1,661,613,436 | Consumer:11.4;Comm:8.3;Materials:23.7;Financials:30.0;Utilities:19.8;Industrials:6.7 | US:72.9;EU:9.0;APAC:8.0;EMEA:3.8;LATAM:6.2 | B:8.7;BB:13.1;AA:25.9;CCC:8.3;BBB:29.8;A:14.3 | 5.19 | 25.9 | 227 | 131 | 10.7 | 3.5 | 25 | 45 | 35 | true | true | false | true | 1.71 | 1 | 0.31 | Healthcare:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 41 | DealerC | Electronic | 6 | 99 | 31 | -292 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Escalate watchlist names |
C09565 | CR8135 | 2024-08-13 | Stress | 254 | 687 | 5.1 | -0.4 | 551,729,856 | Utilities:12.6;Comm:32.1;Consumer:22.1;Healthcare:19.7;Energy:13.6 | US:66.7;EU:12.9;APAC:8.3;EMEA:5.4;LATAM:6.7 | AAA:19.9;BB:26.2;BBB:15.5;CCC:23.3;B:15.2 | 5.37 | 36 | 218 | 343 | 14 | 3.5 | 35 | 35 | 20 | false | true | true | true | 2.05 | 0.7 | -0.39 | null | Hedge | Treasury_Futures: +135bps notional | -6 | 0 | DealerC | Electronic | 11 | 100 | 12 | 18 | HYCap>limit | Reduce | High-yield share above policy cap | 162 | Defer adds pending macro print |
C09566 | CR8976 | 2024-11-04 | Stress | 158 | 791 | 7.4 | -1.2 | 547,424,507 | Energy:25.3;Comm:29.6;Utilities:16.6;Consumer:28.5 | US:62.5;EU:12.8;APAC:12.7;EMEA:9.8;LATAM:2.2 | B:14.9;AA:29.3;BB:12.1;A:13.4;BBB:30.2 | 1.4 | 53.7 | 192 | 371 | 9.9 | 3.5 | 25 | 45 | 25 | true | true | true | false | 0.56 | 1.36 | -0.19 | null | Hedge | CDX_IG: +87bps notional | -55 | 28 | ECN1 | DealerAxed | 12 | 99 | 79 | 8 | HYCap>limit | Rotate | High-yield share above policy cap | 185 | Escalate watchlist names |
C09567 | CR5363 | 2025-01-19 | Tightening | 149 | 378 | 4.2 | 0.9 | 1,726,907,075 | Healthcare:21.3;Tech:38.3;Consumer:40.3 | US:61.4;EU:16.2;APAC:11.0;EMEA:8.3;LATAM:3.1 | BB:27.6;AAA:33.5;A:31.8;B:7.0 | 4.48 | 33 | 260 | 126 | 2.1 | 2.5 | 35 | 35 | 30 | true | true | true | true | 1.76 | 0.31 | 0.13 | Tech:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -4 | 22 | DealerA | All2All | 2 | 97 | 197 | -104 | HYCap>limit | Hedge | High-yield share above policy cap | 100 | Reviewed by risk; hedges staggered |
C09568 | CR4699 | 2025-01-07 | Recovery | 107 | 448 | 6.5 | 0.4 | 2,160,543,964 | Energy:26.2;RealEstate:22.4;Materials:27.2;Tech:24.3 | US:65.2;EU:17.2;APAC:7.2;EMEA:4.8;LATAM:5.5 | A:30.6;BB:27.7;B:13.4;BBB:28.2 | 4.09 | 27.8 | 110 | 120 | 8.4 | 4 | 30 | 45 | 35 | false | true | true | false | -0.2 | 0.21 | 0.09 | Consumer:EW | Hedge | CDX_IG: +141bps notional | -28 | 2 | ECN1 | All2All | 5 | 85 | 209 | -325 | VAR>budget | Reduce | Portfolio VAR above budget | 140 | Defer adds pending macro print |
C09569 | CR6824 | 2024-06-07 | Calm | 68 | 369 | 3.8 | 1.9 | 1,623,802,620 | Energy:25.9;Comm:13.2;Financials:23.5;Healthcare:19.7;Utilities:17.7 | US:61.2;EU:18.3;APAC:5.1;EMEA:11.5;LATAM:4.0 | BBB:30.9;CCC:4.9;AAA:23.8;A:40.4 | 2.93 | 32.9 | 210 | 282 | 16.8 | 4 | 30 | 45 | 35 | false | true | false | true | 0.5 | -0.23 | 0.37 | null | Hedge | Options_Payer: +192bps notional | 20 | 17 | DealerC | All2All | 7 | 92 | -114 | -124 | HYCap>limit | Reduce | High-yield share above policy cap | 108 | Tighten HY exposure bands |
C09570 | CR4973 | 2025-08-27 | Recovery | 121 | 506 | 5.7 | 1.2 | 1,454,234,002 | Utilities:18.1;Financials:12.6;Comm:7.8;Healthcare:15.9;Consumer:13.5;RealEstate:32.2 | US:69.3;EU:10.0;APAC:12.5;EMEA:6.1;LATAM:2.2 | AAA:8.6;B:16.9;AA:12.6;BBB:28.0;CCC:9.6;A:24.3 | 5.28 | 45.7 | 109 | 383 | 15 | 4 | 20 | 35 | 20 | true | true | true | false | 2.32 | 0.92 | -0.12 | RealEstate:EW | Hedge | Treasury_Futures: +118bps notional | -19 | -18 | ECN1 | RFQ | 0 | 94 | 228 | -279 | Region>limit | PauseAdds | Regional concentration above limit | 197 | Reviewed by risk; hedges staggered |
C09571 | CR6288 | 2024-09-06 | Calm | 115 | 303 | 3.3 | 2.6 | 2,025,185,679 | Consumer:40.1;Comm:11.7;Utilities:17.6;Healthcare:30.5 | US:57.8;EU:20.9;APAC:8.0;EMEA:10.9;LATAM:2.4 | BBB:21.0;B:15.6;BB:38.7;AAA:24.7 | 4.31 | 56 | 212 | 432 | 7.3 | 3 | 30 | 35 | 25 | true | true | true | true | 2.44 | -0.13 | 0.55 | Industrials:EW | Hedge | iTraxx_MAIN: +174bps notional | -10 | 24 | ECN1 | RFQ | 1 | 86 | -111 | 40 | VAR>budget | Reduce | Portfolio VAR above budget | 228 | Defer adds pending macro print |
C09572 | CR7404 | 2025-09-15 | Stress | 204 | 568 | 7.1 | -1.1 | 204,172,141 | Materials:11.1;Energy:23.7;Consumer:18.2;RealEstate:24.3;Healthcare:22.7 | US:61.3;EU:17.8;APAC:9.0;EMEA:3.7;LATAM:8.1 | BB:9.9;AA:27.9;AAA:19.5;BBB:23.0;CCC:7.0;A:12.6 | 6.88 | 55.5 | 292 | 319 | 17 | 3.5 | 30 | 45 | 30 | false | true | false | true | 1.13 | 0.9 | 0 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | -18 | DealerC | RFQ | 2 | 98 | -218 | -64 | Sector>limit | Hedge | Sector concentration above limit | 159 | Escalate watchlist names |
C09573 | CR6993 | 2025-08-02 | Tightening | 153 | 412 | 4.5 | 1.7 | 427,737,366 | Financials:29.9;Materials:40.7;Tech:12.2;Energy:17.1 | US:69.8;EU:6.8;APAC:11.1;EMEA:7.3;LATAM:4.9 | AA:19.1;AAA:24.0;CCC:5.3;BBB:29.2;A:22.5 | 6.83 | 35.3 | 228 | 343 | 6.9 | 3 | 30 | 55 | 20 | true | true | false | true | 2.15 | 0.7 | 0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | -10 | DealerC | All2All | 0 | 100 | 403 | 138 | Region>limit | Reduce | Regional concentration above limit | 104 | Reviewed by risk; hedges staggered |
C09574 | CR9872 | 2025-08-16 | Stress | 163 | 722 | 5.9 | -1.8 | 278,528,613 | Financials:21.3;Tech:21.7;Industrials:10.8;Comm:9.1;RealEstate:19.4;Utilities:17.6 | US:65.7;EU:13.7;APAC:4.6;EMEA:9.5;LATAM:6.5 | CCC:7.3;BBB:17.9;B:35.4;A:24.2;AAA:15.2 | 6.37 | 46.2 | 184 | 509 | 8.7 | 4 | 35 | 55 | 35 | false | true | true | false | 0.09 | 0.67 | 0.57 | null | Hedge | SingleName_CDS: +145bps notional | -46 | 9 | ECN1 | Electronic | 7 | 91 | 109 | 55 | HYCap>limit | Hedge | High-yield share above policy cap | 214 | Rotate into defensive sectors |
C09575 | CR4767 | 2024-01-26 | Calm | 89 | 390 | 3.7 | 2.8 | 189,485,541 | Healthcare:35.1;Utilities:24.7;Materials:15.9;Industrials:9.8;Financials:14.6 | US:69.0;EU:13.7;APAC:5.6;EMEA:3.5;LATAM:8.2 | CCC:18.0;B:14.0;BB:47.9;A:20.2 | 0.79 | 38 | 233 | 424 | 9.9 | 4 | 25 | 45 | 25 | true | true | true | true | 1.97 | -0.29 | 0.17 | Utilities:EW | Hedge | iTraxx_XOVER: +59bps notional | 0 | -21 | DealerC | DealerAxed | 6 | 99 | 333 | 9 | HYCap>limit | Hedge | High-yield share above policy cap | 164 | Escalate watchlist names |
C09576 | CR3837 | 2024-02-17 | Stress | 239 | 572 | 6.9 | -1.9 | 2,325,243,840 | Comm:25.9;Industrials:49.8;Tech:24.4 | US:55.3;EU:18.3;APAC:14.9;EMEA:8.1;LATAM:3.4 | AA:46.4;CCC:9.9;BBB:31.7;AAA:12.0 | 0.46 | 54.2 | 336 | 593 | 9 | 3 | 25 | 35 | 30 | true | true | false | true | 1.66 | 0.99 | 0.01 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | -24 | DealerA | RFQ | 12 | 99 | 282 | -113 | VAR>budget | PauseAdds | Portfolio VAR above budget | 167 | Escalate watchlist names |
C09577 | CR1838 | 2025-08-22 | Stress | 187 | 753 | 5.5 | -1.6 | 2,611,595,989 | Industrials:20.6;Financials:9.7;Healthcare:35.1;Consumer:34.5 | US:62.2;EU:16.7;APAC:14.3;EMEA:5.8;LATAM:1.1 | AA:15.9;BBB:19.4;BB:35.5;CCC:29.2 | 2.24 | 26.8 | 324 | 628 | 10.3 | 2.5 | 30 | 35 | 35 | true | true | true | true | 2.09 | 0.16 | 0.41 | Materials:EW | Hedge | CDX_HY: +69bps notional | -3 | -6 | DealerB | DealerAxed | 1 | 89 | -129 | -239 | HYCap>limit | Hedge | High-yield share above policy cap | 157 | Defer adds pending macro print |
C09578 | CR2210 | 2025-04-08 | Calm | 78 | 317 | 3.6 | 2.8 | 488,531,176 | Utilities:6.5;Materials:24.7;RealEstate:11.7;Energy:20.7;Financials:16.3;Comm:20.1 | US:64.6;EU:12.2;APAC:7.3;EMEA:10.4;LATAM:5.5 | BBB:55.2;AAA:15.3;BB:13.8;CCC:15.8 | 2.23 | 63.2 | 127 | 217 | 5.9 | 3 | 25 | 55 | 35 | false | true | false | false | 2.44 | 1.35 | -0.3 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 20 | ECN2 | All2All | 9 | 97 | 287 | -77 | HYCap>limit | Reduce | High-yield share above policy cap | 174 | Tighten HY exposure bands |
C09579 | CR1783 | 2025-02-06 | Recovery | 106 | 625 | 4.8 | 1.9 | 966,562,493 | Energy:31.9;Tech:44.9;RealEstate:23.2 | US:68.0;EU:8.3;APAC:13.4;EMEA:3.9;LATAM:6.4 | A:16.2;AAA:36.9;CCC:11.8;B:20.0;BBB:15.2 | 7.16 | 42.5 | 240 | 379 | 4.6 | 3.5 | 20 | 45 | 20 | true | true | true | true | 0.01 | 1.27 | -0.14 | Industrials:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 43 | DealerC | All2All | 9 | 87 | 19 | -299 | HYCap>limit | Rotate | High-yield share above policy cap | 96 | Defer adds pending macro print |
C09580 | CR3411 | 2025-11-23 | Calm | 118 | 378 | 4.4 | 2.5 | 2,883,212,563 | Materials:13.4;Utilities:54.7;Energy:31.9 | US:64.4;EU:14.2;APAC:9.4;EMEA:9.3;LATAM:2.7 | A:31.7;CCC:9.0;B:4.8;BB:7.1;BBB:13.2;AA:34.2 | 4.1 | 44.1 | 159 | 445 | 4.4 | 3.5 | 35 | 35 | 30 | true | true | false | false | 1.13 | 1.01 | 0.49 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | -20 | DealerB | All2All | 10 | 86 | 260 | 145 | Sector>limit | Hedge | Sector concentration above limit | 252 | Rotate into defensive sectors |
C09581 | CR0442 | 2024-03-27 | Recovery | 142 | 615 | 6.2 | 1.2 | 260,428,565 | Materials:24.9;Energy:11.1;Comm:8.8;Tech:32.8;RealEstate:12.5;Industrials:9.8 | US:65.8;EU:12.5;APAC:12.7;EMEA:3.2;LATAM:5.9 | B:14.4;BBB:17.6;AA:40.3;CCC:27.7 | 5.4 | 54.3 | 88 | 378 | 14.3 | 4 | 35 | 35 | 25 | false | true | true | false | 2.03 | 0.02 | 0.38 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 21 | ECN1 | RFQ | 9 | 87 | -50 | -31 | Sector>limit | Reduce | Sector concentration above limit | 153 | Reviewed by risk; hedges staggered |
C09582 | CR4843 | 2024-11-26 | Stress | 260 | 835 | 6.1 | -0.4 | 2,627,219,173 | Financials:37.0;Healthcare:38.6;Industrials:9.9;RealEstate:14.5 | US:68.0;EU:19.3;APAC:7.8;EMEA:4.6;LATAM:0.3 | BB:12.7;B:31.9;AAA:19.2;CCC:8.8;BBB:27.5 | 3.64 | 39.5 | 158 | 588 | 16.7 | 3.5 | 30 | 55 | 30 | true | true | true | false | 0.88 | 0.5 | 0.15 | RealEstate:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | 3 | ECN2 | DealerAxed | 2 | 91 | -71 | 122 | VAR>budget | Hedge | Portfolio VAR above budget | 188 | Reviewed by risk; hedges staggered |
C09583 | CR9055 | 2024-09-27 | Calm | 112 | 358 | 3.8 | 2.9 | 914,780,671 | Healthcare:18.1;Comm:23.4;Financials:6.3;Energy:19.8;Industrials:20.2;RealEstate:12.2 | US:61.8;EU:14.2;APAC:7.9;EMEA:8.5;LATAM:7.5 | BBB:32.8;B:29.1;AAA:28.8;CCC:9.3 | 4.91 | 21.6 | 125 | 224 | 9.8 | 3.5 | 25 | 35 | 20 | false | true | true | false | -0.4 | 0.29 | 0.16 | RealEstate:EW | Hedge | iTraxx_MAIN: +139bps notional | -19 | -25 | DealerA | Electronic | 9 | 99 | -16 | -208 | Sector>limit | Reduce | Sector concentration above limit | 161 | Defer adds pending macro print |
C09584 | CR3089 | 2025-06-03 | Stress | 259 | 843 | 5.4 | 0.7 | 829,844,592 | Comm:32.0;Industrials:9.9;Healthcare:22.6;Consumer:35.6 | US:68.6;EU:11.0;APAC:7.0;EMEA:10.0;LATAM:3.5 | A:19.5;AA:20.7;B:35.8;BB:23.9 | 7.48 | 64.2 | 235 | 429 | 9 | 2 | 35 | 35 | 25 | true | true | true | true | 2.2 | 0.07 | -0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | 36 | ECN2 | Electronic | 8 | 89 | 179 | 118 | HYCap>limit | Hedge | High-yield share above policy cap | 220 | Rotate into defensive sectors |
C09585 | CR8387 | 2024-08-10 | Recovery | 158 | 430 | 6.2 | -0.2 | 1,048,634,123 | Tech:21.0;Materials:20.0;Energy:22.1;Healthcare:17.2;Consumer:19.7 | US:66.0;EU:12.7;APAC:12.8;EMEA:6.3;LATAM:2.2 | AAA:10.0;B:20.3;A:21.5;BB:48.2 | 2.68 | 43 | 226 | 242 | 12.8 | 3 | 35 | 55 | 35 | false | true | true | true | -0.2 | 0.76 | 0.47 | null | Hedge | CDX_HY: +52bps notional | -10 | -6 | ECN1 | Electronic | 10 | 87 | 158 | -283 | HYCap>limit | Reduce | High-yield share above policy cap | 184 | Rotate into defensive sectors |
C09586 | CR7181 | 2025-12-12 | Stress | 225 | 837 | 8.2 | 0.6 | 2,789,228,017 | Energy:38.7;Healthcare:13.9;Consumer:25.7;Industrials:21.7 | US:66.5;EU:12.4;APAC:7.1;EMEA:13.0;LATAM:1.0 | BBB:22.7;AAA:23.6;CCC:32.6;AA:21.1 | 2.79 | 22.2 | 231 | 446 | 7.9 | 3.5 | 25 | 45 | 35 | true | true | false | true | 1.64 | 1.79 | 0.33 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 37 | DealerC | RFQ | 5 | 91 | 343 | 11 | VAR>budget | Reduce | Portfolio VAR above budget | 197 | Rotate into defensive sectors |
C09587 | CR3758 | 2025-03-09 | Calm | 106 | 336 | 3.5 | 2.1 | 2,009,335,885 | Materials:14.3;Utilities:27.9;Comm:17.0;Energy:8.7;Industrials:23.4;Financials:8.7 | US:63.6;EU:14.2;APAC:9.0;EMEA:9.3;LATAM:3.9 | BB:38.3;AA:11.4;A:24.9;B:13.9;CCC:11.5 | 5.8 | 28.2 | 185 | 327 | 7.1 | 4 | 30 | 45 | 30 | false | true | true | false | 1.18 | 0.54 | -0.28 | null | Hedge | Options_Payer: +151bps notional | 17 | -18 | ECN2 | RFQ | 12 | 90 | -31 | -383 | VAR>budget | Hedge | Portfolio VAR above budget | 176 | Defer adds pending macro print |
C09588 | CR3386 | 2025-04-17 | Tightening | 141 | 511 | 4.4 | 2 | 1,704,080,727 | Energy:20.2;Comm:20.9;Industrials:18.2;Tech:6.3;Healthcare:12.9;Financials:21.5 | US:60.2;EU:21.0;APAC:9.4;EMEA:8.2;LATAM:1.3 | B:10.0;AA:27.1;BBB:11.9;CCC:31.8;BB:19.2 | 1 | 48 | 217 | 134 | 4.1 | 4 | 30 | 55 | 30 | false | true | true | true | 0.9 | -0.25 | -0.16 | Materials:EW;RealEstate:EW;Consumer:EW | Hedge | CDX_IG: +60bps notional | -59 | 23 | DealerA | RFQ | 4 | 99 | 106 | 61 | HYCap>limit | Hedge | High-yield share above policy cap | 160 | Tighten HY exposure bands |
C09589 | CR1077 | 2025-04-24 | Calm | 71 | 393 | 4.2 | 1.9 | 2,986,260,485 | Consumer:20.1;Industrials:44.7;Comm:11.8;Financials:23.5 | US:60.1;EU:16.1;APAC:8.4;EMEA:7.9;LATAM:7.4 | AA:13.6;AAA:22.0;B:15.1;BBB:20.3;A:20.0;BB:9.0 | 4.73 | 50.4 | 102 | 434 | 15.5 | 3.5 | 35 | 35 | 20 | true | true | true | false | -0.11 | 0.44 | -0.17 | Tech:EW;Comm:EW | Hedge | CDX_HY: +143bps notional | 11 | 10 | ECN1 | All2All | 7 | 85 | 42 | -63 | HYCap>limit | Hedge | High-yield share above policy cap | 197 | Rotate into defensive sectors |
C09590 | CR8231 | 2024-02-15 | Recovery | 167 | 625 | 5.6 | 0.5 | 1,858,738,916 | Utilities:18.5;Healthcare:19.0;Comm:13.4;Materials:24.3;Tech:24.8 | US:65.3;EU:5.8;APAC:12.1;EMEA:9.8;LATAM:6.9 | BB:17.0;BBB:22.5;AA:14.4;CCC:24.7;B:21.4 | 6.43 | 56.2 | 200 | 328 | 11.1 | 3 | 35 | 35 | 20 | false | true | true | false | 2.46 | 1.33 | 0.52 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 14 | DealerB | RFQ | 6 | 86 | 238 | -285 | HYCap>limit | Rotate | High-yield share above policy cap | 215 | Reviewed by risk; hedges staggered |
C09591 | CR6462 | 2025-01-01 | Recovery | 146 | 645 | 6 | 2 | 193,856,338 | Comm:19.4;Energy:15.3;Consumer:22.0;Utilities:26.8;Tech:10.6;Healthcare:5.9 | US:64.4;EU:12.2;APAC:8.7;EMEA:7.7;LATAM:6.9 | B:9.7;AA:45.3;CCC:8.6;A:17.6;AAA:18.8 | 6.68 | 31.6 | 251 | 485 | 11 | 4 | 30 | 55 | 20 | false | true | false | true | 1.57 | 0.97 | -0.1 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 11 | 2 | DealerB | RFQ | 1 | 99 | 387 | -222 | HYCap>limit | Rotate | High-yield share above policy cap | 117 | Reviewed by risk; hedges staggered |
C09592 | CR3917 | 2024-08-02 | Calm | 88 | 370 | 3.3 | 2.8 | 2,749,134,549 | Comm:43.3;Financials:23.5;Utilities:33.2 | US:66.8;EU:14.7;APAC:7.9;EMEA:8.6;LATAM:2.0 | A:14.0;AAA:18.0;CCC:23.4;BB:31.1;B:6.5;AA:7.0 | 5.29 | 39.5 | 280 | 520 | 2.5 | 4 | 30 | 35 | 25 | true | true | true | true | -0.44 | 0.3 | 0.33 | Financials:EW | Hedge | iTraxx_XOVER: +167bps notional | -51 | 39 | ECN1 | Electronic | 11 | 85 | -178 | 11 | Sector>limit | Rotate | Sector concentration above limit | 241 | Escalate watchlist names |
C09593 | CR5585 | 2024-02-11 | Stress | 236 | 813 | 8.5 | 0.6 | 2,934,177,573 | RealEstate:38.9;Tech:30.6;Materials:30.5 | US:70.5;EU:8.4;APAC:9.7;EMEA:8.4;LATAM:3.0 | BBB:30.9;AAA:9.1;B:15.4;CCC:44.6 | 5.63 | 56 | 289 | 646 | 7.9 | 2.5 | 30 | 45 | 35 | true | true | true | true | 2.05 | 0.67 | -0.05 | null | Hedge | CDX_IG: +191bps notional | -21 | 6 | DealerB | RFQ | 10 | 88 | 234 | -55 | VAR>budget | Hedge | Portfolio VAR above budget | 258 | Tighten HY exposure bands |
C09594 | CR4292 | 2024-01-31 | Stress | 188 | 585 | 8.2 | -1.3 | 2,806,311,744 | Utilities:10.7;Materials:19.2;Tech:9.6;Financials:20.9;Energy:24.0;Industrials:15.6 | US:66.7;EU:9.4;APAC:8.0;EMEA:9.5;LATAM:6.4 | A:34.7;AA:36.4;CCC:5.6;AAA:14.7;BB:8.6 | 0.72 | 41.2 | 183 | 610 | 17.1 | 3 | 35 | 45 | 20 | false | true | false | false | 1.66 | -0.02 | -0.1 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | -15 | DealerC | RFQ | 3 | 86 | -9 | 63 | VAR>budget | Rotate | Portfolio VAR above budget | 100 | Defer adds pending macro print |
C09595 | CR1149 | 2024-08-04 | Tightening | 104 | 428 | 3.9 | 1.5 | 601,252,419 | Utilities:16.1;RealEstate:43.4;Consumer:40.5 | US:73.3;EU:5.9;APAC:5.9;EMEA:10.6;LATAM:4.3 | A:53.1;BB:15.4;CCC:4.9;BBB:26.5 | 6.48 | 64 | 126 | 266 | 3.9 | 3 | 35 | 35 | 35 | true | true | false | false | 0.21 | 0.07 | 0.59 | Energy:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 0 | 11 | ECN2 | RFQ | 5 | 86 | 225 | -114 | HYCap>limit | Reduce | High-yield share above policy cap | 107 | Defer adds pending macro print |
C09596 | CR9736 | 2025-07-10 | Stress | 178 | 786 | 8 | -0.9 | 1,943,501,657 | Materials:29.1;Healthcare:29.1;Financials:30.3;Tech:11.5 | US:62.8;EU:17.1;APAC:9.3;EMEA:6.1;LATAM:4.7 | AAA:26.0;A:25.8;AA:13.9;B:4.7;CCC:7.6;BBB:22.0 | 2.6 | 33.5 | 292 | 346 | 9.7 | 2.5 | 30 | 55 | 35 | true | true | false | true | 0.12 | -0.01 | 0.43 | null | Hedge | Treasury_Futures: +92bps notional | -6 | 27 | ECN2 | RFQ | 7 | 97 | 445 | -188 | VAR>budget | Hedge | Portfolio VAR above budget | 233 | Reviewed by risk; hedges staggered |
C09597 | CR8563 | 2024-03-12 | Calm | 120 | 353 | 3.4 | 2.5 | 2,128,980,216 | Industrials:32.6;Energy:31.0;Healthcare:36.4 | US:62.1;EU:14.6;APAC:8.0;EMEA:8.9;LATAM:6.3 | AA:25.0;AAA:49.8;BB:17.6;CCC:7.6 | 4.59 | 28.2 | 274 | 516 | 6.6 | 2 | 25 | 55 | 35 | true | true | false | true | -0.48 | 1.14 | 0.36 | null | Hedge | iTraxx_MAIN: +70bps notional | 4 | 15 | DealerB | DealerAxed | 6 | 91 | 27 | -70 | Sector>limit | Rotate | Sector concentration above limit | 200 | Rotate into defensive sectors |
C09598 | CR0675 | 2024-07-08 | Recovery | 108 | 531 | 4.9 | 0 | 2,721,020,674 | Healthcare:25.6;Energy:18.3;Tech:7.6;Consumer:12.3;Materials:14.6;RealEstate:21.5 | US:74.1;EU:6.8;APAC:10.2;EMEA:6.8;LATAM:2.1 | A:21.5;B:24.1;AA:32.8;BB:13.9;CCC:7.6 | 2.16 | 24.4 | 259 | 129 | 10 | 3 | 20 | 35 | 20 | true | true | true | true | 0.26 | 1.01 | -0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | -5 | DealerC | RFQ | 8 | 86 | 69 | -21 | Sector>limit | Rotate | Sector concentration above limit | 98 | Escalate watchlist names |
C09599 | CR8731 | 2025-11-14 | Calm | 93 | 342 | 3.2 | 2.7 | 2,577,584,114 | Energy:21.9;Healthcare:19.7;Tech:21.5;Comm:9.8;Financials:13.8;Consumer:13.5 | US:65.3;EU:11.7;APAC:6.5;EMEA:12.0;LATAM:4.6 | A:18.8;BB:22.4;AA:48.7;B:10.2 | 0.91 | 59.6 | 154 | 329 | 7.6 | 2 | 20 | 55 | 25 | true | true | true | false | 1.52 | -0.11 | -0.02 | Consumer:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | -9 | DealerC | DealerAxed | 1 | 92 | 204 | -326 | HYCap>limit | Reduce | High-yield share above policy cap | 168 | Defer adds pending macro print |
C09600 | CR1941 | 2025-01-18 | Tightening | 124 | 417 | 4.7 | 0.8 | 83,368,674 | RealEstate:19.6;Consumer:23.3;Healthcare:19.0;Financials:38.1 | US:70.1;EU:13.6;APAC:8.7;EMEA:3.4;LATAM:4.2 | BB:23.5;A:29.1;B:25.9;AAA:21.6 | 4.85 | 31.3 | 235 | 141 | 12.6 | 3.5 | 30 | 55 | 20 | true | true | true | true | -0.24 | -0.02 | 0.28 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 2 | DealerC | Electronic | 10 | 98 | 377 | 111 | HYCap>limit | Rotate | High-yield share above policy cap | 259 | Reviewed by risk; hedges staggered |
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