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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C09901 | CR9081 | 2025-08-24 | Calm | 79 | 403 | 4.1 | 2.7 | 1,436,577,164 | RealEstate:20.7;Utilities:20.4;Energy:22.8;Materials:23.9;Healthcare:12.2 | US:71.5;EU:9.9;APAC:12.2;EMEA:4.9;LATAM:1.6 | AAA:19.0;BBB:10.3;AA:10.6;CCC:13.1;BB:25.2;B:21.8 | 1.32 | 46.7 | 277 | 264 | 6.4 | 2 | 25 | 55 | 35 | false | true | true | true | 0.93 | 0.09 | -0.39 | RealEstate:EW;Tech:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 24 | DealerC | RFQ | 8 | 94 | 134 | -401 | Sector>limit | Hedge | Sector concentration above limit | 167 | Tighten HY exposure bands |
C09902 | CR7954 | 2025-01-21 | Stress | 224 | 664 | 6.4 | 0.7 | 1,422,711,343 | Consumer:26.3;Comm:18.1;Tech:35.7;Materials:19.9 | US:74.3;EU:6.0;APAC:8.9;EMEA:6.7;LATAM:4.1 | CCC:15.9;BBB:25.2;BB:18.0;AA:23.7;AAA:17.1 | 3.88 | 29.3 | 254 | 287 | 19.5 | 4 | 25 | 35 | 35 | true | true | false | true | 0.5 | 1.59 | 0.49 | RealEstate:EW | Hedge | CDX_IG: +189bps notional | -17 | -8 | ECN2 | DealerAxed | 12 | 93 | 72 | -201 | HYCap>limit | Hedge | High-yield share above policy cap | 191 | Reviewed by risk; hedges staggered |
C09903 | CR9654 | 2025-07-09 | Stress | 155 | 810 | 6.5 | 0.3 | 884,303,786 | RealEstate:21.5;Energy:28.2;Comm:9.3;Healthcare:11.8;Utilities:10.6;Consumer:18.6 | US:74.0;EU:6.2;APAC:10.5;EMEA:4.0;LATAM:5.4 | B:22.7;AAA:32.6;CCC:35.9;A:8.9 | 3.83 | 45.7 | 240 | 513 | 12.6 | 2 | 20 | 55 | 30 | true | true | true | true | -0.01 | 1.09 | -0.34 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 36 | ECN1 | All2All | 0 | 96 | 321 | -95 | Region>limit | PauseAdds | Regional concentration above limit | 219 | Defer adds pending macro print |
C09904 | CR1103 | 2024-10-21 | Stress | 205 | 698 | 8 | -0.4 | 1,270,963,456 | Financials:23.1;Tech:8.8;Comm:10.0;Materials:9.8;Healthcare:23.0;Utilities:25.2 | US:62.8;EU:8.9;APAC:12.0;EMEA:12.0;LATAM:4.3 | AAA:35.7;A:21.3;B:22.7;BB:20.3 | 6.86 | 53.3 | 181 | 682 | 19.6 | 4 | 25 | 45 | 25 | true | true | true | false | 1.03 | 0.14 | 0.16 | null | Hedge | iTraxx_XOVER: +188bps notional | -10 | -8 | ECN1 | All2All | 10 | 99 | 256 | 61 | Region>limit | Reduce | Regional concentration above limit | 160 | Tighten HY exposure bands |
C09905 | CR4596 | 2025-11-17 | Tightening | 112 | 515 | 4.8 | 1.6 | 1,620,393,885 | Comm:26.7;Consumer:32.9;Healthcare:21.8;Energy:18.6 | US:76.0;EU:9.6;APAC:7.9;EMEA:3.6;LATAM:2.8 | CCC:16.5;AAA:20.6;A:30.5;BB:32.3 | 3.89 | 32.7 | 145 | 486 | 13 | 3.5 | 25 | 35 | 30 | true | true | true | false | 0.43 | 0.58 | -0.38 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | -16 | ECN1 | All2All | 5 | 99 | 252 | -141 | HYCap>limit | Reduce | High-yield share above policy cap | 132 | Rotate into defensive sectors |
C09906 | CR0784 | 2025-07-31 | Tightening | 147 | 357 | 4.7 | 1.8 | 2,404,997,989 | Healthcare:12.4;Energy:16.2;Financials:13.0;Industrials:22.1;Comm:25.3;Materials:10.9 | US:62.5;EU:15.2;APAC:12.2;EMEA:4.6;LATAM:5.5 | AAA:16.2;AA:38.2;A:36.1;BB:9.5 | 1.86 | 25.8 | 111 | 159 | 8.2 | 2 | 35 | 45 | 30 | false | true | false | false | 0.01 | 1.23 | 0.5 | RealEstate:EW | Hedge | Options_Payer: +142bps notional | 6 | 38 | ECN1 | Electronic | 2 | 85 | -109 | -244 | Region>limit | Reduce | Regional concentration above limit | 258 | Defer adds pending macro print |
C09907 | CR3221 | 2024-02-21 | Calm | 79 | 325 | 4.4 | 2.4 | 631,073,602 | Tech:36.0;Comm:12.7;Financials:29.5;Energy:21.8 | US:69.9;EU:10.8;APAC:10.9;EMEA:5.1;LATAM:3.3 | AA:32.2;B:25.6;BBB:11.2;BB:31.0 | 6.21 | 37.8 | 214 | 484 | 8.1 | 3 | 30 | 55 | 35 | true | true | true | true | 2.43 | 0 | 0.11 | Healthcare:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | 39 | ECN2 | DealerAxed | 3 | 89 | 49 | 34 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C09908 | CR4572 | 2025-03-10 | Calm | 104 | 294 | 4.3 | 2 | 2,759,223,544 | Financials:17.5;Energy:16.4;Healthcare:29.7;Tech:26.8;Utilities:9.6 | US:65.4;EU:6.6;APAC:10.5;EMEA:11.1;LATAM:6.4 | AA:30.3;B:10.0;BBB:12.2;AAA:19.8;CCC:27.8 | 2.22 | 55.5 | 260 | 421 | 2.7 | 2.5 | 30 | 45 | 25 | false | true | true | true | -0.16 | 0.57 | 0.2 | Healthcare:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -23 | -1 | DealerB | All2All | 2 | 93 | 27 | -321 | VAR>budget | Rotate | Portfolio VAR above budget | 188 | Defer adds pending macro print |
C09909 | CR2750 | 2025-06-22 | Tightening | 142 | 479 | 3.8 | 1.5 | 2,972,006,186 | Utilities:22.9;Financials:32.4;Healthcare:31.9;Materials:12.9 | US:72.0;EU:12.1;APAC:8.4;EMEA:7.1;LATAM:0.3 | CCC:18.1;B:23.3;BBB:20.0;A:28.4;AA:10.2 | 4.43 | 62.5 | 128 | 218 | 5.6 | 2.5 | 35 | 45 | 35 | false | true | true | false | 1.28 | 1.7 | 0.3 | Tech:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | -3 | DealerB | All2All | 10 | 86 | -99 | -290 | Sector>limit | Reduce | Sector concentration above limit | 194 | Tighten HY exposure bands |
C09910 | CR4047 | 2025-11-11 | Stress | 194 | 587 | 8.2 | -1.7 | 2,823,924,311 | Utilities:17.3;Comm:24.4;Energy:23.6;Tech:8.4;Materials:26.3 | US:63.9;EU:8.3;APAC:10.2;EMEA:10.9;LATAM:6.7 | B:14.7;CCC:21.7;BBB:21.9;BB:25.5;AAA:16.2 | 1.96 | 28.2 | 296 | 544 | 15.4 | 2.5 | 20 | 35 | 35 | true | true | true | true | 0.24 | -0.25 | 0.4 | Utilities:EW | Hedge | iTraxx_XOVER: +144bps notional | 0 | 23 | DealerB | DealerAxed | 8 | 85 | 257 | -26 | HYCap>limit | Hedge | High-yield share above policy cap | 229 | Tighten HY exposure bands |
C09911 | CR0486 | 2025-12-09 | Recovery | 152 | 646 | 5.9 | 1.4 | 2,739,667,465 | Comm:11.0;Utilities:9.0;Consumer:21.5;Healthcare:17.1;Energy:15.4;Industrials:25.9 | US:63.4;EU:11.9;APAC:11.0;EMEA:7.6;LATAM:6.1 | A:22.7;BBB:26.4;BB:22.6;B:28.3 | 2.92 | 31.2 | 273 | 235 | 11.9 | 2.5 | 20 | 45 | 35 | true | true | true | true | 0.12 | -0.1 | -0.01 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 3 | DealerB | RFQ | 2 | 91 | -106 | -121 | HYCap>limit | Hedge | High-yield share above policy cap | 115 | Escalate watchlist names |
C09912 | CR8422 | 2025-03-28 | Calm | 103 | 397 | 4.4 | 2.3 | 64,049,993 | RealEstate:11.3;Comm:12.3;Energy:25.8;Financials:22.1;Tech:11.2;Utilities:17.2 | US:64.1;EU:6.8;APAC:14.3;EMEA:7.6;LATAM:7.2 | CCC:9.4;BB:33.0;AAA:14.8;AA:14.8;B:14.6;A:13.4 | 4.62 | 38.4 | 80 | 143 | 13.7 | 2.5 | 25 | 55 | 35 | true | true | true | false | 0.57 | 1.02 | 0.03 | Energy:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | -17 | DealerB | All2All | 8 | 86 | -143 | -62 | Sector>limit | Reduce | Sector concentration above limit | 215 | Reviewed by risk; hedges staggered |
C09913 | CR4116 | 2025-02-17 | Recovery | 120 | 594 | 5.1 | 1.6 | 1,635,366,440 | Consumer:17.8;Materials:34.0;Energy:35.9;Industrials:12.2 | US:64.2;EU:16.9;APAC:7.0;EMEA:7.0;LATAM:4.9 | BBB:22.3;AA:24.4;BB:17.0;CCC:36.3 | 7.33 | 41.5 | 216 | 456 | 14.5 | 4 | 35 | 35 | 25 | true | true | true | true | 0.65 | 1.62 | -0.36 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | -14 | DealerA | Electronic | 5 | 95 | 45 | 123 | Sector>limit | Hedge | Sector concentration above limit | 125 | Defer adds pending macro print |
C09914 | CR5254 | 2025-02-01 | Recovery | 180 | 510 | 5.6 | 1.1 | 2,106,014,931 | Comm:22.0;Financials:28.7;Healthcare:17.3;Materials:23.6;Utilities:8.3 | US:68.5;EU:9.1;APAC:11.2;EMEA:8.6;LATAM:2.6 | B:21.0;BB:20.0;CCC:41.4;BBB:17.6 | 2.34 | 38.2 | 118 | 473 | 8.7 | 2 | 35 | 35 | 25 | false | true | true | false | 1.91 | 0.53 | 0.21 | null | Hedge | Options_Payer: +54bps notional | -11 | 14 | DealerA | RFQ | 9 | 99 | 201 | -63 | VAR>budget | Hedge | Portfolio VAR above budget | 231 | Tighten HY exposure bands |
C09915 | CR9593 | 2024-04-22 | Calm | 93 | 367 | 3.9 | 2.5 | 967,132,771 | Healthcare:12.8;Consumer:27.1;Utilities:23.2;Financials:29.8;Energy:7.1 | US:69.4;EU:14.6;APAC:6.9;EMEA:4.8;LATAM:4.3 | AAA:16.8;BBB:22.2;BB:18.0;B:7.1;A:23.6;CCC:12.3 | 5.25 | 61.4 | 92 | 183 | 4.5 | 2 | 25 | 55 | 25 | true | true | true | false | 0.34 | -0.03 | 0.32 | RealEstate:EW | Hedge | SingleName_CDS: +146bps notional | -20 | 44 | DealerB | Electronic | 3 | 91 | 242 | -321 | VAR>budget | Hedge | Portfolio VAR above budget | 174 | Rotate into defensive sectors |
C09916 | CR9575 | 2025-10-15 | Recovery | 110 | 557 | 5.3 | -0 | 2,443,851,571 | Materials:23.0;Industrials:9.8;Tech:26.0;RealEstate:17.8;Utilities:23.5 | US:66.9;EU:11.6;APAC:9.8;EMEA:7.7;LATAM:3.9 | AA:21.6;AAA:23.1;BB:12.3;B:32.7;BBB:10.3 | 1.55 | 31 | 148 | 263 | 11.7 | 2 | 35 | 35 | 35 | false | true | true | false | -0.27 | 0.59 | 0.27 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 19 | DealerC | RFQ | 7 | 87 | -134 | -262 | Region>limit | Reduce | Regional concentration above limit | 145 | Tighten HY exposure bands |
C09917 | CR2273 | 2024-06-09 | Tightening | 114 | 476 | 4.6 | 0.9 | 2,836,996,436 | Comm:7.4;Healthcare:12.1;Materials:29.1;RealEstate:20.4;Utilities:20.8;Financials:10.1 | US:77.4;EU:8.5;APAC:6.0;EMEA:7.6;LATAM:0.5 | AA:26.9;BB:18.2;CCC:9.5;A:25.2;BBB:20.3 | 5.3 | 60 | 87 | 310 | 9.6 | 4 | 35 | 55 | 30 | false | true | false | false | 2.05 | 0.21 | -0.12 | Financials:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | 29 | DealerA | DealerAxed | 1 | 95 | -114 | 110 | Region>limit | Hedge | Regional concentration above limit | 132 | Rotate into defensive sectors |
C09918 | CR6315 | 2024-07-27 | Stress | 172 | 601 | 6.1 | -1.6 | 165,107,692 | Utilities:43.3;Industrials:12.5;Tech:14.5;Comm:14.8;Financials:14.9 | US:61.9;EU:15.4;APAC:9.7;EMEA:8.5;LATAM:4.6 | B:8.4;BBB:27.0;CCC:8.3;BB:2.7;AAA:23.0;A:30.7 | 0.92 | 26.8 | 164 | 537 | 9.3 | 2.5 | 35 | 45 | 25 | true | true | false | false | 2.4 | 1.26 | 0.28 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 38 | DealerA | All2All | 11 | 100 | 265 | 168 | Region>limit | Reduce | Regional concentration above limit | 185 | Tighten HY exposure bands |
C09919 | CR1549 | 2025-01-15 | Recovery | 169 | 561 | 5.5 | 0.6 | 523,421,307 | Tech:20.1;Financials:21.8;Materials:22.5;Utilities:12.5;Industrials:23.2 | US:64.2;EU:16.0;APAC:12.9;EMEA:6.0;LATAM:0.9 | CCC:8.2;B:17.9;BBB:40.1;AA:33.8 | 4.51 | 45.3 | 234 | 189 | 6.9 | 3.5 | 20 | 35 | 30 | true | true | false | true | -0.49 | 1.64 | 0.19 | Financials:EW;Materials:EW | Hedge | Treasury_Futures: +129bps notional | -17 | 3 | DealerC | DealerAxed | 10 | 97 | -123 | 184 | Sector>limit | Hedge | Sector concentration above limit | 122 | Rotate into defensive sectors |
C09920 | CR3083 | 2024-06-02 | Stress | 254 | 689 | 7.7 | 0.7 | 1,029,414,805 | Comm:26.2;Industrials:17.8;Financials:7.0;Materials:25.4;Energy:12.3;Consumer:11.5 | US:72.3;EU:5.6;APAC:11.2;EMEA:6.8;LATAM:4.2 | AAA:10.8;BBB:16.2;A:13.9;AA:19.8;BB:39.2 | 1.06 | 61.9 | 299 | 430 | 11.2 | 2 | 25 | 45 | 20 | true | true | true | true | 0.99 | 0.93 | -0.25 | RealEstate:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | -11 | ECN1 | DealerAxed | 4 | 87 | -116 | -229 | HYCap>limit | Reduce | High-yield share above policy cap | 166 | Escalate watchlist names |
C09921 | CR6977 | 2024-01-20 | Tightening | 127 | 518 | 3.9 | 1.8 | 379,356,447 | RealEstate:30.9;Healthcare:31.5;Tech:11.5;Utilities:26.0 | US:73.0;EU:10.6;APAC:6.5;EMEA:8.0;LATAM:1.9 | B:20.4;AAA:18.5;BBB:23.6;A:13.9;BB:23.6 | 3.65 | 56.6 | 238 | 480 | 5.5 | 3.5 | 30 | 45 | 20 | true | true | true | true | 2.34 | 0.2 | 0.35 | Comm:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | -1 | ECN1 | RFQ | 11 | 86 | 241 | -258 | Region>limit | Reduce | Regional concentration above limit | 159 | Reviewed by risk; hedges staggered |
C09922 | CR0724 | 2024-05-23 | Calm | 109 | 414 | 3.4 | 2.7 | 600,868,296 | Consumer:26.2;Comm:16.1;Tech:26.6;Energy:10.4;Industrials:20.7 | US:58.6;EU:22.5;APAC:6.8;EMEA:6.5;LATAM:5.7 | AA:23.6;BB:22.5;CCC:9.1;BBB:16.9;A:27.9 | 6.95 | 62.2 | 248 | 308 | 10.1 | 2.5 | 20 | 35 | 35 | true | true | false | true | 0.44 | 0.74 | -0.26 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | 41 | DealerB | Electronic | 10 | 100 | 94 | -78 | HYCap>limit | Hedge | High-yield share above policy cap | 154 | Defer adds pending macro print |
C09923 | CR2562 | 2025-05-03 | Tightening | 153 | 505 | 4.8 | 1.8 | 2,456,331,338 | Energy:34.3;Utilities:21.4;Comm:44.3 | US:71.0;EU:11.0;APAC:6.8;EMEA:4.4;LATAM:6.9 | BBB:26.0;AAA:30.4;AA:18.7;CCC:24.9 | 3.12 | 20.1 | 260 | 212 | 2.2 | 2 | 25 | 55 | 30 | true | true | false | true | 2.48 | 0.74 | -0.27 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | -13 | ECN1 | Electronic | 4 | 85 | -28 | -44 | HYCap>limit | Reduce | High-yield share above policy cap | 253 | Rotate into defensive sectors |
C09924 | CR8717 | 2024-09-26 | Calm | 95 | 379 | 3.5 | 2 | 1,646,894,242 | Industrials:22.7;Energy:33.0;Financials:32.4;Materials:11.9 | US:63.0;EU:11.2;APAC:12.8;EMEA:8.2;LATAM:4.7 | AAA:31.0;BBB:19.1;BB:16.7;A:33.2 | 5.59 | 59 | 266 | 295 | 12.5 | 4 | 30 | 55 | 20 | true | true | false | true | 1.36 | 0.82 | 0.57 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 36 | DealerA | DealerAxed | 11 | 97 | -168 | -302 | VAR>budget | Rotate | Portfolio VAR above budget | 258 | Tighten HY exposure bands |
C09925 | CR2110 | 2024-04-10 | Calm | 98 | 374 | 4.1 | 2.7 | 2,373,360,275 | Energy:22.2;Consumer:28.1;Comm:7.7;Industrials:26.3;Utilities:15.7 | US:68.6;EU:12.1;APAC:9.7;EMEA:3.2;LATAM:6.4 | A:18.5;AAA:6.9;BBB:20.0;BB:25.9;B:28.7 | 6.53 | 38.6 | 99 | 512 | 9.2 | 2.5 | 20 | 55 | 30 | true | true | true | false | 0.37 | 0.04 | -0.36 | Financials:EW | Hedge | CDX_HY: +94bps notional | -33 | -14 | ECN2 | RFQ | 6 | 91 | 158 | 140 | HYCap>limit | Hedge | High-yield share above policy cap | 239 | Rotate into defensive sectors |
C09926 | CR1267 | 2025-10-20 | Calm | 109 | 392 | 3.2 | 1.9 | 567,492,643 | Utilities:28.0;Comm:15.4;Financials:15.9;Materials:25.6;Healthcare:15.1 | US:66.8;EU:7.3;APAC:10.4;EMEA:11.8;LATAM:3.7 | AAA:27.2;AA:13.8;BB:6.3;A:18.4;BBB:9.0;B:25.2 | 0.89 | 48.6 | 182 | 467 | 12.9 | 2 | 30 | 45 | 20 | false | true | true | false | 1.06 | 1.78 | 0.56 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 44 | DealerC | Electronic | 5 | 98 | -7 | -54 | Sector>limit | Reduce | Sector concentration above limit | 227 | Defer adds pending macro print |
C09927 | CR8220 | 2025-07-16 | Calm | 112 | 383 | 3.8 | 1.9 | 2,096,577,335 | RealEstate:35.0;Financials:40.2;Energy:24.8 | US:62.7;EU:11.9;APAC:9.4;EMEA:9.5;LATAM:6.4 | B:14.4;BBB:16.0;AAA:53.8;BB:10.5;CCC:5.3 | 1.38 | 47.1 | 118 | 487 | 12.9 | 3 | 20 | 35 | 20 | true | true | true | false | 0 | 0.9 | 0.05 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | -18 | ECN1 | Electronic | 0 | 95 | 119 | -225 | Region>limit | Hedge | Regional concentration above limit | 259 | Tighten HY exposure bands |
C09928 | CR3146 | 2024-11-17 | Tightening | 122 | 444 | 4.8 | 1.2 | 90,878,855 | Materials:29.5;Comm:22.2;Financials:25.4;Industrials:11.3;Energy:11.5 | US:61.5;EU:17.7;APAC:8.2;EMEA:7.2;LATAM:5.5 | AAA:18.4;CCC:25.0;A:13.2;BBB:17.5;BB:17.9;AA:8.1 | 1.87 | 24.3 | 103 | 394 | 11.6 | 3 | 20 | 35 | 20 | true | true | true | false | -0.16 | -0.24 | 0.47 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 34 | DealerC | DealerAxed | 9 | 91 | 361 | -403 | HYCap>limit | Hedge | High-yield share above policy cap | 142 | Defer adds pending macro print |
C09929 | CR3079 | 2024-11-07 | Calm | 71 | 392 | 3.9 | 1.7 | 2,828,342,553 | Healthcare:16.7;Materials:54.2;Tech:29.0 | US:65.5;EU:8.9;APAC:8.9;EMEA:12.2;LATAM:4.5 | BBB:15.1;AA:37.6;AAA:26.5;CCC:10.5;BB:3.8;B:6.6 | 3.77 | 60.8 | 92 | 414 | 13.8 | 3.5 | 20 | 55 | 30 | true | true | false | false | 1.2 | -0.26 | 0.38 | null | Hedge | Options_Payer: +170bps notional | -27 | 30 | DealerA | RFQ | 8 | 87 | 190 | -399 | Region>limit | Hedge | Regional concentration above limit | 182 | Defer adds pending macro print |
C09930 | CR8980 | 2025-06-13 | Recovery | 170 | 576 | 6.1 | -0.4 | 2,561,302,832 | Materials:18.7;Financials:31.9;Utilities:20.2;Tech:29.2 | US:67.4;EU:6.8;APAC:9.2;EMEA:10.7;LATAM:5.9 | A:13.2;AAA:14.4;BBB:12.7;BB:27.0;B:22.1;AA:10.7 | 4.7 | 24.5 | 108 | 398 | 3.7 | 3 | 20 | 35 | 30 | true | true | true | false | 0.99 | 1.68 | 0.28 | Energy:EW | Hedge | SingleName_CDS: +160bps notional | -30 | 28 | DealerB | All2All | 1 | 95 | 257 | -192 | HYCap>limit | Rotate | High-yield share above policy cap | 118 | Reviewed by risk; hedges staggered |
C09931 | CR9987 | 2025-10-29 | Tightening | 112 | 418 | 4.8 | 1.9 | 340,184,246 | Tech:37.6;Financials:45.1;Comm:17.2 | US:69.3;EU:10.0;APAC:7.8;EMEA:6.4;LATAM:6.4 | AAA:20.9;B:7.1;AA:11.2;BB:27.5;CCC:11.9;A:21.4 | 0.56 | 44.1 | 103 | 286 | 9 | 2 | 30 | 35 | 20 | true | true | true | false | 0.28 | 1.1 | -0.01 | Financials:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 31 | ECN1 | All2All | 3 | 98 | 134 | 172 | HYCap>limit | Hedge | High-yield share above policy cap | 184 | Rotate into defensive sectors |
C09932 | CR0393 | 2025-10-25 | Calm | 98 | 420 | 3.6 | 2.2 | 2,483,698,886 | Industrials:24.8;Materials:25.7;Consumer:19.4;Financials:11.6;Healthcare:18.5 | US:66.4;EU:8.6;APAC:10.9;EMEA:12.5;LATAM:1.6 | CCC:13.4;AAA:17.7;B:6.8;AA:22.0;BB:9.6;BBB:30.5 | 4.1 | 35.3 | 268 | 423 | 5.2 | 4 | 25 | 55 | 35 | true | true | false | true | 0.21 | 0.91 | -0.27 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | 27 | DealerB | Electronic | 2 | 92 | 78 | -23 | VAR>budget | Hedge | Portfolio VAR above budget | 180 | Defer adds pending macro print |
C09933 | CR2726 | 2025-10-20 | Recovery | 147 | 497 | 4.6 | 0.8 | 1,006,745,850 | Tech:46.0;Financials:29.9;Energy:24.1 | US:61.5;EU:18.0;APAC:8.2;EMEA:6.0;LATAM:6.3 | BBB:43.9;CCC:8.6;B:14.9;BB:32.6 | 1.98 | 49.7 | 156 | 158 | 15.8 | 3.5 | 30 | 55 | 35 | true | true | true | false | 0.84 | 1.76 | -0.16 | Industrials:EW | Hedge | iTraxx_XOVER: +100bps notional | -57 | 22 | DealerC | RFQ | 6 | 96 | 181 | -411 | VAR>budget | Hedge | Portfolio VAR above budget | 194 | Escalate watchlist names |
C09934 | CR8816 | 2024-01-13 | Tightening | 117 | 434 | 4.4 | 2 | 2,682,649,143 | Materials:26.7;Industrials:13.5;Consumer:10.7;Financials:10.1;Energy:21.6;Tech:17.4 | US:64.3;EU:20.9;APAC:6.8;EMEA:7.8;LATAM:0.2 | AAA:33.5;BB:20.8;CCC:13.0;BBB:32.7 | 2.56 | 23.2 | 261 | 289 | 15.2 | 4 | 25 | 45 | 30 | true | true | true | true | 0.95 | 0.76 | -0.05 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -31 | -5 | DealerA | DealerAxed | 4 | 86 | 407 | 82 | HYCap>limit | Hedge | High-yield share above policy cap | 183 | Defer adds pending macro print |
C09935 | CR4581 | 2024-12-16 | Tightening | 120 | 409 | 5.1 | 1 | 1,014,579,656 | Industrials:14.3;Tech:34.3;Healthcare:26.1;Comm:25.3 | US:68.7;EU:8.4;APAC:13.3;EMEA:9.1;LATAM:0.5 | BBB:20.8;BB:15.8;A:16.5;AAA:21.1;CCC:12.6;AA:13.2 | 3.97 | 38.4 | 233 | 212 | 11.4 | 4 | 20 | 35 | 25 | true | true | true | true | 0.57 | 1.54 | -0.16 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | 10 | ECN1 | Electronic | 0 | 96 | 48 | -425 | HYCap>limit | Hedge | High-yield share above policy cap | 163 | Escalate watchlist names |
C09936 | CR7100 | 2025-12-04 | Tightening | 143 | 452 | 5.1 | 0.9 | 552,875,700 | Industrials:20.7;Comm:19.8;RealEstate:17.3;Consumer:16.9;Tech:15.8;Healthcare:9.5 | US:66.4;EU:14.2;APAC:11.3;EMEA:4.9;LATAM:3.3 | CCC:25.6;AA:11.4;AAA:12.3;BBB:5.4;A:16.8;BB:28.4 | 5.88 | 61.5 | 159 | 357 | 12.2 | 4 | 25 | 35 | 20 | false | true | true | false | 0.52 | 0.48 | 0.17 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 11 | DealerA | DealerAxed | 0 | 96 | -52 | -421 | Sector>limit | Hedge | Sector concentration above limit | 117 | Tighten HY exposure bands |
C09937 | CR3468 | 2025-09-10 | Stress | 218 | 776 | 8.1 | -0.5 | 290,988,108 | Energy:15.0;Utilities:19.1;Financials:25.2;Tech:9.1;Consumer:11.2;Materials:20.3 | US:64.4;EU:16.0;APAC:8.6;EMEA:8.2;LATAM:2.8 | B:13.9;BB:21.2;CCC:16.9;AAA:25.1;BBB:22.8 | 2.09 | 45.1 | 212 | 379 | 19.4 | 2 | 35 | 55 | 30 | false | true | true | true | 1.96 | 0.37 | 0.21 | null | Hedge | CDX_IG: +159bps notional | -41 | 4 | DealerC | Electronic | 1 | 90 | -49 | 8 | HYCap>limit | Hedge | High-yield share above policy cap | 124 | Escalate watchlist names |
C09938 | CR1910 | 2024-04-29 | Tightening | 115 | 371 | 4.1 | 1.4 | 791,810,715 | Materials:30.1;Industrials:20.4;Tech:35.1;Utilities:14.4 | US:73.2;EU:9.1;APAC:7.6;EMEA:7.3;LATAM:2.8 | BBB:27.7;CCC:10.1;AA:24.7;AAA:28.4;B:9.1 | 0.66 | 40.1 | 211 | 224 | 7.4 | 3.5 | 20 | 35 | 35 | true | true | false | true | 0.96 | 0.43 | 0.18 | RealEstate:EW;Financials:EW | Hedge | Options_Payer: +105bps notional | -8 | 24 | ECN2 | Electronic | 12 | 86 | -205 | -186 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Reviewed by risk; hedges staggered |
C09939 | CR7051 | 2024-11-24 | Tightening | 155 | 456 | 4.3 | 1.1 | 2,626,164,670 | Consumer:10.2;Utilities:17.3;Tech:8.9;Energy:29.6;Industrials:18.7;RealEstate:15.4 | US:77.3;EU:8.3;APAC:10.5;EMEA:3.0;LATAM:0.9 | B:24.4;CCC:26.0;A:11.8;BB:15.9;AAA:11.5;AA:10.3 | 4.65 | 27 | 162 | 519 | 10.9 | 4 | 25 | 45 | 20 | true | true | true | false | 1.02 | 1.06 | 0.54 | Financials:EW;Energy:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 43 | DealerB | Electronic | 5 | 87 | 38 | -423 | Sector>limit | Reduce | Sector concentration above limit | 214 | Defer adds pending macro print |
C09940 | CR4846 | 2024-11-14 | Recovery | 169 | 478 | 5.1 | 1.6 | 2,870,064,825 | Healthcare:42.1;Energy:28.7;Industrials:29.2 | US:71.5;EU:7.5;APAC:7.8;EMEA:10.3;LATAM:2.9 | A:28.7;BBB:23.8;CCC:29.4;BB:18.1 | 2.02 | 25.7 | 252 | 378 | 11.4 | 2.5 | 35 | 55 | 35 | true | true | true | true | 1.49 | 0.76 | -0.06 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 33 | DealerB | DealerAxed | 6 | 86 | -39 | 80 | Region>limit | Reduce | Regional concentration above limit | 208 | Defer adds pending macro print |
C09941 | CR6844 | 2025-04-23 | Recovery | 113 | 482 | 5.9 | 0.9 | 2,600,403,569 | RealEstate:15.5;Comm:12.3;Healthcare:17.0;Industrials:17.5;Materials:15.6;Energy:22.2 | US:63.3;EU:14.4;APAC:8.4;EMEA:10.6;LATAM:3.3 | CCC:30.7;A:13.7;AA:25.5;BBB:19.1;BB:10.9 | 0.74 | 50.7 | 214 | 386 | 3.2 | 4 | 30 | 35 | 20 | false | true | true | true | 1 | 0.18 | 0.47 | null | Hedge | iTraxx_MAIN: +110bps notional | -32 | -13 | DealerA | Electronic | 6 | 92 | 448 | -31 | Sector>limit | Rotate | Sector concentration above limit | 123 | Rotate into defensive sectors |
C09942 | CR8313 | 2024-07-04 | Tightening | 150 | 481 | 5.2 | 1.5 | 803,582,503 | Industrials:33.9;Tech:13.3;Materials:10.1;Energy:8.7;Comm:34.0 | US:59.1;EU:15.5;APAC:12.2;EMEA:7.0;LATAM:6.1 | B:13.5;CCC:8.8;AA:36.9;BB:8.5;AAA:32.4 | 6.88 | 52.6 | 199 | 492 | 10.7 | 4 | 20 | 45 | 20 | true | true | true | false | 0.36 | 0.74 | 0.32 | null | Hedge | Treasury_Futures: +128bps notional | -53 | -7 | DealerC | All2All | 10 | 88 | 180 | -123 | HYCap>limit | Reduce | High-yield share above policy cap | 193 | Reviewed by risk; hedges staggered |
C09943 | CR0283 | 2024-08-09 | Tightening | 160 | 367 | 5.1 | 1.2 | 253,518,297 | Materials:32.3;Healthcare:38.0;Energy:12.9;Financials:16.8 | US:55.9;EU:19.3;APAC:12.7;EMEA:9.5;LATAM:2.6 | AA:23.4;A:28.5;AAA:19.3;B:11.8;BB:5.2;CCC:11.8 | 3.45 | 61.6 | 98 | 247 | 7.2 | 2.5 | 35 | 45 | 30 | true | true | false | false | 1.42 | 0.33 | 0.52 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | 13 | ECN2 | Electronic | 4 | 86 | 73 | -83 | HYCap>limit | Reduce | High-yield share above policy cap | 95 | Rotate into defensive sectors |
C09944 | CR2892 | 2024-02-06 | Calm | 119 | 390 | 3.9 | 2.9 | 897,228,612 | Healthcare:10.5;Energy:37.1;Financials:18.1;Industrials:34.3 | US:65.8;EU:15.2;APAC:10.1;EMEA:3.5;LATAM:5.3 | BB:19.3;CCC:25.0;AA:14.6;AAA:11.4;B:17.3;A:12.4 | 7.12 | 27.5 | 241 | 224 | 6.9 | 2.5 | 25 | 55 | 30 | true | true | true | true | 1.92 | 0.72 | -0.31 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -10 | -15 | ECN2 | DealerAxed | 1 | 93 | 40 | -135 | Sector>limit | Hedge | Sector concentration above limit | 250 | Escalate watchlist names |
C09945 | CR4745 | 2025-11-19 | Recovery | 131 | 551 | 4.6 | 0.2 | 1,440,779,629 | Industrials:14.5;Financials:29.1;Utilities:21.1;RealEstate:23.9;Materials:11.4 | US:62.0;EU:10.8;APAC:12.6;EMEA:9.0;LATAM:5.5 | A:28.4;AA:15.4;CCC:9.2;AAA:26.5;BB:20.5 | 5.23 | 40.2 | 243 | 412 | 17.7 | 3 | 20 | 35 | 35 | true | true | false | true | 1 | 0.73 | 0.06 | Industrials:EW;Utilities:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | 21 | DealerB | DealerAxed | 0 | 89 | -198 | 29 | HYCap>limit | Hedge | High-yield share above policy cap | 116 | Reviewed by risk; hedges staggered |
C09946 | CR3260 | 2025-07-10 | Calm | 112 | 394 | 3.6 | 2.9 | 2,139,743,340 | Utilities:17.1;Tech:19.5;RealEstate:23.5;Financials:8.8;Consumer:10.6;Energy:20.5 | US:58.3;EU:11.6;APAC:14.4;EMEA:10.9;LATAM:4.8 | CCC:31.9;AAA:23.0;BBB:24.0;B:21.1 | 4.24 | 64.2 | 115 | 342 | 17.5 | 2.5 | 30 | 35 | 35 | false | true | true | false | 2.14 | 1.12 | 0.31 | Healthcare:EW | Hedge | CDX_IG: +179bps notional | -32 | 3 | DealerB | All2All | 5 | 91 | 364 | 120 | Region>limit | Hedge | Regional concentration above limit | 192 | Escalate watchlist names |
C09947 | CR5823 | 2024-12-01 | Calm | 66 | 393 | 3.7 | 2.2 | 1,889,334,757 | Consumer:18.2;Healthcare:9.8;Materials:18.5;Industrials:18.4;Comm:16.7;Financials:18.3 | US:61.0;EU:15.8;APAC:13.2;EMEA:4.6;LATAM:5.5 | AAA:16.6;AA:11.3;A:25.0;BBB:24.7;BB:22.4 | 2.75 | 52.3 | 251 | 228 | 12.3 | 3 | 35 | 45 | 20 | false | true | true | true | 1.95 | 0.29 | 0.34 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | 25 | ECN1 | DealerAxed | 8 | 93 | 27 | 180 | VAR>budget | Hedge | Portfolio VAR above budget | 254 | Reviewed by risk; hedges staggered |
C09948 | CR8946 | 2025-12-05 | Recovery | 113 | 429 | 4.5 | 1 | 460,130,273 | Comm:17.7;Consumer:19.0;Materials:24.7;Utilities:8.4;RealEstate:14.7;Industrials:15.5 | US:65.4;EU:11.5;APAC:10.6;EMEA:5.1;LATAM:7.4 | A:32.4;BB:18.2;CCC:17.9;AAA:31.5 | 2.34 | 60.8 | 168 | 436 | 14.4 | 3.5 | 25 | 45 | 20 | false | true | true | false | 1.88 | 0.15 | -0.22 | Healthcare:EW | Hedge | SingleName_CDS: +133bps notional | -42 | 21 | ECN1 | Electronic | 10 | 91 | 232 | -245 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Rotate into defensive sectors |
C09949 | CR7548 | 2025-09-08 | Stress | 199 | 662 | 7.2 | 0.4 | 976,888,945 | Industrials:22.8;Energy:39.2;Tech:37.9 | US:64.1;EU:13.3;APAC:11.4;EMEA:9.2;LATAM:2.0 | BB:38.2;AAA:17.3;BBB:10.5;B:14.4;AA:19.7 | 3.27 | 20.3 | 291 | 379 | 18.1 | 2.5 | 25 | 35 | 30 | true | true | true | true | 1.22 | 1.41 | 0.43 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 34 | DealerA | All2All | 8 | 96 | 297 | 78 | VAR>budget | Hedge | Portfolio VAR above budget | 161 | Reviewed by risk; hedges staggered |
C09950 | CR8087 | 2024-03-01 | Stress | 212 | 585 | 7.9 | -0.7 | 2,767,845,914 | Energy:19.2;Comm:38.6;Healthcare:13.5;Materials:28.7 | US:56.0;EU:16.2;APAC:13.1;EMEA:7.7;LATAM:7.1 | CCC:8.8;BBB:29.8;AA:21.1;B:40.2 | 1.56 | 22.8 | 359 | 348 | 20.2 | 3 | 30 | 45 | 30 | true | true | true | true | 0.94 | 0.43 | -0.07 | Financials:EW;Utilities:EW | Hedge | Options_Payer: +174bps notional | -44 | 35 | ECN2 | All2All | 7 | 98 | 410 | 8 | VAR>budget | Hedge | Portfolio VAR above budget | 173 | Rotate into defensive sectors |
C09951 | CR6788 | 2025-05-23 | Calm | 78 | 339 | 4 | 2.5 | 652,405,767 | Healthcare:22.8;Tech:34.2;Comm:15.8;Utilities:13.6;RealEstate:13.6 | US:60.4;EU:14.7;APAC:12.2;EMEA:6.1;LATAM:6.6 | A:18.5;AAA:28.9;CCC:31.5;BBB:21.1 | 5.9 | 31.4 | 200 | 384 | 4 | 2.5 | 20 | 55 | 30 | true | true | true | false | 1.39 | -0.29 | 0.5 | Energy:EW | Hedge | SingleName_CDS: +196bps notional | -23 | 34 | DealerC | All2All | 9 | 87 | -60 | -112 | VAR>budget | Hedge | Portfolio VAR above budget | 211 | Escalate watchlist names |
C09952 | CR7195 | 2024-05-02 | Calm | 110 | 327 | 3.3 | 1.7 | 2,147,392,582 | Utilities:31.7;RealEstate:44.1;Comm:14.3;Materials:9.9 | US:69.4;EU:7.8;APAC:7.2;EMEA:9.1;LATAM:6.5 | CCC:38.6;AA:14.7;B:14.8;BBB:31.9 | 2.93 | 58.8 | 109 | 120 | 16 | 3.5 | 30 | 55 | 30 | true | true | true | false | 0.28 | 0.72 | 0.39 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -15 | DealerC | All2All | 3 | 88 | 193 | 100 | Region>limit | Rotate | Regional concentration above limit | 171 | Tighten HY exposure bands |
C09953 | CR5892 | 2024-10-27 | Stress | 232 | 745 | 7.1 | 0.1 | 2,035,746,082 | Healthcare:14.2;Consumer:17.3;Energy:16.3;Utilities:17.3;Industrials:34.9 | US:68.2;EU:5.3;APAC:8.4;EMEA:9.7;LATAM:8.4 | BB:13.4;B:26.2;AAA:26.6;AA:16.5;BBB:17.3 | 3.11 | 38.3 | 207 | 358 | 15.1 | 3.5 | 20 | 35 | 35 | true | true | true | true | 0.24 | 0.67 | 0.03 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | -3 | ECN2 | All2All | 9 | 89 | 48 | -158 | HYCap>limit | Hedge | High-yield share above policy cap | 185 | Tighten HY exposure bands |
C09954 | CR3551 | 2024-04-24 | Tightening | 103 | 357 | 4.6 | 1.9 | 183,437,958 | Industrials:13.5;Consumer:23.8;Utilities:52.0;Financials:10.7 | US:60.6;EU:14.5;APAC:11.3;EMEA:10.2;LATAM:3.4 | B:4.0;BBB:19.2;A:13.0;AA:31.9;BB:5.1;AAA:26.7 | 7.06 | 43.8 | 124 | 227 | 15.8 | 3.5 | 35 | 55 | 30 | true | true | false | false | 1.37 | 0.82 | -0.17 | RealEstate:EW | Hedge | iTraxx_MAIN: +135bps notional | 20 | -5 | ECN1 | DealerAxed | 0 | 92 | 219 | 59 | Sector>limit | Hedge | Sector concentration above limit | 117 | Tighten HY exposure bands |
C09955 | CR9981 | 2025-05-26 | Tightening | 139 | 425 | 4.6 | 0.6 | 1,371,276,533 | Comm:13.7;Tech:25.2;Utilities:32.2;Materials:29.0 | US:61.2;EU:16.3;APAC:11.1;EMEA:5.8;LATAM:5.7 | BB:6.8;CCC:22.1;AAA:11.2;A:25.6;B:5.6;AA:28.7 | 5.13 | 63 | 168 | 166 | 9.8 | 3.5 | 30 | 45 | 30 | true | true | true | false | -0.27 | 0.07 | -0.21 | null | Hedge | CDX_IG: +100bps notional | -32 | 32 | DealerC | Electronic | 5 | 94 | 56 | 76 | VAR>budget | Hedge | Portfolio VAR above budget | 177 | Tighten HY exposure bands |
C09956 | CR2421 | 2024-10-27 | Calm | 97 | 382 | 3.6 | 2.1 | 2,956,949,990 | Healthcare:42.5;Industrials:33.1;RealEstate:24.3 | US:65.8;EU:8.0;APAC:11.3;EMEA:7.8;LATAM:7.1 | AA:23.2;CCC:11.3;B:14.9;BBB:27.1;A:23.4 | 5.67 | 30.2 | 138 | 237 | 17.3 | 2.5 | 20 | 45 | 30 | true | true | false | false | 2.36 | 1.01 | -0.14 | Comm:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 39 | DealerB | Electronic | 9 | 90 | 257 | -202 | HYCap>limit | Reduce | High-yield share above policy cap | 99 | Reviewed by risk; hedges staggered |
C09957 | CR2985 | 2024-01-21 | Tightening | 131 | 426 | 4.6 | 1.7 | 1,111,897,007 | Industrials:32.1;Healthcare:23.4;RealEstate:9.3;Utilities:35.2 | US:70.6;EU:10.0;APAC:9.8;EMEA:6.5;LATAM:3.1 | AA:19.6;BBB:16.2;B:38.6;AAA:19.4;A:6.3 | 5.41 | 61 | 164 | 435 | 3.8 | 2 | 25 | 45 | 30 | true | true | true | false | 1.71 | 1.31 | 0.28 | Materials:EW | Hedge | SingleName_CDS: +189bps notional | -40 | 21 | ECN1 | RFQ | 0 | 99 | 199 | 112 | Region>limit | Rotate | Regional concentration above limit | 111 | Reviewed by risk; hedges staggered |
C09958 | CR1463 | 2025-10-30 | Calm | 85 | 329 | 4.3 | 2.9 | 367,018,799 | Utilities:27.8;RealEstate:39.4;Healthcare:18.0;Energy:14.7 | US:71.8;EU:11.8;APAC:12.4;EMEA:3.3;LATAM:0.8 | A:16.2;AAA:19.2;BBB:28.8;AA:27.5;B:8.3 | 6.1 | 47.7 | 125 | 493 | 15.8 | 4 | 25 | 35 | 20 | true | true | false | false | 0.01 | 0.36 | 0.48 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 8 | DealerA | All2All | 3 | 100 | 394 | -110 | Sector>limit | Rotate | Sector concentration above limit | 92 | Reviewed by risk; hedges staggered |
C09959 | CR3292 | 2024-01-21 | Calm | 66 | 298 | 4 | 1.6 | 499,106,693 | Industrials:25.6;Tech:19.0;Materials:27.4;Utilities:28.0 | US:74.5;EU:4.8;APAC:12.0;EMEA:6.6;LATAM:2.1 | BBB:24.6;B:9.9;BB:31.8;A:17.0;CCC:16.7 | 2.11 | 39.1 | 167 | 324 | 14.1 | 3.5 | 20 | 35 | 20 | true | true | true | false | 1.54 | 0.01 | -0.08 | RealEstate:EW | Hedge | CDX_HY: +106bps notional | 14 | 4 | DealerA | Electronic | 11 | 87 | 257 | -392 | Sector>limit | PauseAdds | Sector concentration above limit | 113 | Rotate into defensive sectors |
C09960 | CR9488 | 2025-06-17 | Tightening | 146 | 406 | 4.8 | 1.7 | 608,248,215 | Comm:12.4;Consumer:12.3;Industrials:16.6;Tech:36.3;Energy:22.4 | US:63.9;EU:17.2;APAC:12.3;EMEA:5.1;LATAM:1.5 | AA:11.0;AAA:18.9;A:10.2;CCC:25.7;BBB:34.2 | 2.75 | 46.5 | 95 | 364 | 3.3 | 3.5 | 35 | 35 | 25 | true | true | true | false | 1.38 | 0.26 | 0.19 | Utilities:EW | Hedge | iTraxx_XOVER: +111bps notional | -4 | 43 | DealerC | All2All | 4 | 87 | -2 | 141 | HYCap>limit | Hedge | High-yield share above policy cap | 97 | Tighten HY exposure bands |
C09961 | CR5955 | 2025-10-09 | Stress | 248 | 730 | 6.1 | -0.4 | 2,003,509,645 | Industrials:19.2;Energy:31.7;Healthcare:26.0;Financials:23.0 | US:64.2;EU:11.1;APAC:11.6;EMEA:10.4;LATAM:2.6 | AA:31.6;BB:13.2;B:5.5;A:35.6;CCC:14.1 | 1.33 | 37.1 | 315 | 479 | 12.7 | 2 | 30 | 45 | 20 | true | true | true | true | 2.29 | 0.35 | -0.07 | Materials:EW;Consumer:EW | Hedge | iTraxx_XOVER: +158bps notional | -30 | 7 | ECN2 | DealerAxed | 7 | 85 | -14 | 53 | VAR>budget | Reduce | Portfolio VAR above budget | 146 | Reviewed by risk; hedges staggered |
C09962 | CR4092 | 2024-09-04 | Stress | 193 | 771 | 5.9 | -0.1 | 1,736,650,805 | Utilities:20.8;RealEstate:29.8;Consumer:16.3;Energy:16.4;Tech:16.7 | US:68.7;EU:7.6;APAC:11.2;EMEA:9.2;LATAM:3.3 | A:28.1;B:17.5;CCC:22.9;BBB:31.5 | 4.36 | 38.9 | 230 | 649 | 21 | 3 | 35 | 45 | 20 | false | true | true | true | 2.22 | 0.52 | -0.35 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | 9 | DealerA | DealerAxed | 5 | 98 | 349 | -76 | VAR>budget | Rotate | Portfolio VAR above budget | 210 | Reviewed by risk; hedges staggered |
C09963 | CR6806 | 2025-06-05 | Recovery | 177 | 471 | 5.6 | 0.2 | 2,766,381,780 | Healthcare:23.8;Tech:9.7;Energy:29.3;RealEstate:25.4;Industrials:11.7 | US:65.4;EU:8.1;APAC:18.1;EMEA:5.6;LATAM:2.9 | A:16.4;AA:18.0;BBB:16.4;AAA:17.3;B:20.8;BB:11.2 | 6.41 | 64.5 | 171 | 318 | 10.6 | 3 | 20 | 35 | 35 | true | true | false | false | -0.29 | 1.71 | 0.32 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | -23 | ECN2 | RFQ | 3 | 95 | 69 | -349 | VAR>budget | PauseAdds | Portfolio VAR above budget | 94 | Rotate into defensive sectors |
C09964 | CR7443 | 2024-12-11 | Stress | 248 | 730 | 7.4 | -0.5 | 694,517,247 | Energy:30.0;Financials:25.5;Healthcare:16.3;Industrials:17.0;Comm:11.1 | US:57.2;EU:14.7;APAC:12.9;EMEA:10.0;LATAM:5.3 | B:13.7;AAA:47.4;BBB:22.3;BB:16.6 | 6.32 | 36 | 331 | 378 | 8.6 | 2.5 | 20 | 45 | 30 | true | true | true | true | -0.49 | 1.1 | 0.23 | Healthcare:EW | Hedge | SingleName_CDS: +91bps notional | 20 | -15 | DealerA | All2All | 7 | 99 | -35 | -159 | Sector>limit | Rotate | Sector concentration above limit | 208 | Rotate into defensive sectors |
C09965 | CR4108 | 2024-04-02 | Calm | 97 | 315 | 3.6 | 2.9 | 2,555,831,329 | RealEstate:17.4;Materials:9.6;Comm:38.4;Consumer:11.1;Financials:23.5 | US:63.0;EU:12.7;APAC:9.8;EMEA:8.6;LATAM:5.9 | AA:36.3;CCC:5.0;BBB:36.9;A:12.9;BB:9.0 | 6.88 | 29.6 | 136 | 192 | 12.7 | 4 | 30 | 45 | 35 | true | true | false | false | -0.03 | 0.15 | 0.14 | null | Hedge | Treasury_Futures: +169bps notional | 8 | -13 | ECN1 | RFQ | 3 | 88 | 419 | 67 | HYCap>limit | Hedge | High-yield share above policy cap | 230 | Reviewed by risk; hedges staggered |
C09966 | CR5096 | 2025-12-12 | Stress | 213 | 724 | 5.2 | 0.3 | 2,859,861,694 | Comm:17.7;Healthcare:25.2;Industrials:20.0;Consumer:12.9;Utilities:24.2 | US:69.6;EU:7.4;APAC:10.3;EMEA:10.1;LATAM:2.6 | CCC:5.6;A:23.8;AAA:25.8;B:11.8;AA:20.7;BB:12.2 | 4.93 | 23.9 | 363 | 469 | 17.5 | 2.5 | 35 | 45 | 20 | false | true | true | true | 1.41 | -0.01 | 0.32 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -40 | 23 | ECN1 | RFQ | 11 | 96 | 215 | 92 | HYCap>limit | Rotate | High-yield share above policy cap | 129 | Tighten HY exposure bands |
C09967 | CR8922 | 2024-10-25 | Calm | 108 | 340 | 3.7 | 2.7 | 177,344,410 | Comm:29.8;Tech:14.1;Industrials:13.0;Financials:21.8;Healthcare:21.3 | US:60.2;EU:13.1;APAC:14.2;EMEA:11.2;LATAM:1.2 | CCC:28.4;BB:20.5;AA:18.8;B:15.5;BBB:16.8 | 2.44 | 50 | 162 | 365 | 13.8 | 3 | 30 | 45 | 35 | false | true | true | false | 2.08 | 0.11 | -0.05 | Industrials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 2 | ECN2 | Electronic | 2 | 95 | -165 | -360 | VAR>budget | Rotate | Portfolio VAR above budget | 259 | Rotate into defensive sectors |
C09968 | CR7303 | 2025-11-10 | Calm | 100 | 360 | 4.2 | 2.7 | 1,053,847,569 | Industrials:33.2;Consumer:14.8;Energy:8.8;Tech:19.7;Materials:12.3;Utilities:11.3 | US:69.1;EU:6.6;APAC:12.9;EMEA:7.1;LATAM:4.3 | B:7.4;AAA:36.3;BBB:30.5;BB:16.3;CCC:9.5 | 0.59 | 20.7 | 135 | 187 | 2.6 | 2 | 20 | 45 | 25 | true | true | true | false | 0.81 | 0.82 | 0.39 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 38 | DealerB | DealerAxed | 6 | 89 | 84 | -393 | HYCap>limit | Hedge | High-yield share above policy cap | 202 | Reviewed by risk; hedges staggered |
C09969 | CR3146 | 2024-10-16 | Stress | 217 | 751 | 5.6 | -1.8 | 59,939,732 | Materials:24.1;Energy:22.0;RealEstate:17.6;Comm:36.2 | US:62.2;EU:15.2;APAC:8.6;EMEA:10.8;LATAM:3.2 | B:11.4;A:25.0;BB:11.9;AA:33.4;CCC:4.5;BBB:14.0 | 5.8 | 35.6 | 199 | 373 | 20.1 | 3 | 35 | 45 | 20 | true | true | true | false | 1.19 | 1.02 | 0.43 | Healthcare:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | -13 | ECN1 | DealerAxed | 3 | 89 | -150 | -218 | HYCap>limit | Reduce | High-yield share above policy cap | 201 | Rotate into defensive sectors |
C09970 | CR0512 | 2025-05-19 | Stress | 150 | 592 | 6.1 | -0.5 | 1,160,607,802 | Tech:21.7;RealEstate:19.6;Consumer:11.0;Utilities:19.5;Materials:20.7;Financials:7.5 | US:64.5;EU:9.5;APAC:14.6;EMEA:6.8;LATAM:4.6 | BBB:15.4;A:9.9;AA:14.4;CCC:19.2;BB:15.5;AAA:25.7 | 3.31 | 63.4 | 268 | 553 | 19.4 | 3 | 30 | 45 | 35 | false | true | false | true | -0.34 | 0.66 | 0.23 | Tech:EW | Hedge | Treasury_Futures: +62bps notional | -5 | 15 | ECN2 | DealerAxed | 5 | 88 | 154 | -101 | Sector>limit | Hedge | Sector concentration above limit | 187 | Rotate into defensive sectors |
C09971 | CR1996 | 2024-07-27 | Stress | 175 | 782 | 8.5 | -1.9 | 568,497,273 | Industrials:10.8;Financials:27.8;Healthcare:15.4;Utilities:19.9;Comm:14.1;RealEstate:12.1 | US:62.9;EU:10.4;APAC:14.4;EMEA:6.4;LATAM:6.0 | CCC:10.1;AA:20.9;AAA:31.4;A:28.5;BB:9.1 | 6.75 | 25.1 | 277 | 361 | 15.6 | 3.5 | 25 | 45 | 30 | true | true | false | true | 1.04 | 1.03 | 0.07 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -18 | 42 | ECN2 | DealerAxed | 7 | 92 | 83 | -299 | Region>limit | Hedge | Regional concentration above limit | 169 | Rotate into defensive sectors |
C09972 | CR3477 | 2024-05-14 | Recovery | 155 | 588 | 5.5 | 1.7 | 518,106,700 | Consumer:20.0;Materials:17.5;Comm:21.0;Energy:9.8;Utilities:16.8;Healthcare:14.8 | US:61.2;EU:14.1;APAC:9.5;EMEA:9.9;LATAM:5.4 | AAA:18.2;AA:34.8;BB:14.7;BBB:32.2 | 2.55 | 32.8 | 97 | 308 | 12.9 | 4 | 25 | 35 | 20 | false | true | false | false | 0.79 | 0.86 | 0.03 | RealEstate:EW | Hedge | iTraxx_XOVER: +110bps notional | 2 | -17 | DealerB | Electronic | 5 | 98 | 374 | -175 | HYCap>limit | Hedge | High-yield share above policy cap | 251 | Escalate watchlist names |
C09973 | CR2176 | 2024-06-14 | Calm | 99 | 287 | 3.3 | 1.5 | 1,123,025,260 | Financials:18.2;Materials:29.6;Utilities:12.6;Consumer:28.5;Tech:11.0 | US:70.8;EU:6.6;APAC:6.1;EMEA:13.8;LATAM:2.6 | AAA:25.1;BBB:19.2;CCC:12.2;BB:15.1;AA:13.8;A:14.6 | 5.1 | 49.3 | 82 | 425 | 8.9 | 4 | 35 | 55 | 30 | false | true | false | false | 1.69 | 0.74 | -0.07 | RealEstate:EW | Hedge | iTraxx_MAIN: +178bps notional | -8 | 9 | DealerC | All2All | 4 | 92 | 68 | -54 | VAR>budget | Reduce | Portfolio VAR above budget | 193 | Defer adds pending macro print |
C09974 | CR9839 | 2025-05-04 | Calm | 76 | 356 | 4.4 | 2.7 | 619,293,790 | Consumer:55.3;Materials:28.2;RealEstate:16.5 | US:75.8;EU:7.2;APAC:6.1;EMEA:9.5;LATAM:1.4 | AA:8.9;CCC:17.5;A:12.6;B:16.1;BBB:22.7;AAA:22.2 | 0.69 | 46 | 219 | 166 | 8.4 | 2 | 30 | 55 | 30 | true | true | true | true | 1.36 | 1.58 | 0.32 | Consumer:EW | Hedge | SingleName_CDS: +200bps notional | -52 | 13 | DealerB | RFQ | 1 | 89 | 282 | -325 | HYCap>limit | Hedge | High-yield share above policy cap | 90 | Reviewed by risk; hedges staggered |
C09975 | CR8407 | 2025-04-11 | Stress | 171 | 801 | 6.3 | -0.2 | 2,146,090,138 | Consumer:19.2;RealEstate:28.0;Healthcare:19.0;Financials:18.6;Materials:15.3 | US:66.9;EU:18.9;APAC:6.8;EMEA:6.7;LATAM:0.8 | BB:32.8;AAA:6.5;A:22.0;AA:23.1;CCC:15.5 | 7.33 | 41.2 | 368 | 627 | 9.2 | 2 | 30 | 35 | 35 | false | true | true | true | 0.57 | 1.24 | 0.4 | Materials:EW | Hedge | iTraxx_MAIN: +124bps notional | 16 | 16 | DealerA | Electronic | 8 | 93 | -207 | -328 | HYCap>limit | Reduce | High-yield share above policy cap | 244 | Reviewed by risk; hedges staggered |
C09976 | CR2159 | 2025-06-28 | Calm | 66 | 386 | 4.1 | 2.2 | 406,404,702 | Utilities:20.9;Comm:36.7;RealEstate:42.4 | US:71.7;EU:8.2;APAC:6.9;EMEA:10.9;LATAM:2.4 | AAA:22.4;A:43.5;CCC:21.3;BB:12.8 | 2.79 | 27.3 | 204 | 143 | 12.1 | 3.5 | 30 | 45 | 25 | true | true | true | true | 1.07 | 1.35 | 0.46 | Energy:EW | Hedge | Treasury_Futures: +170bps notional | -40 | 38 | ECN1 | Electronic | 0 | 92 | -4 | -339 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Tighten HY exposure bands |
C09977 | CR1012 | 2025-10-27 | Recovery | 124 | 623 | 5.1 | 0.3 | 908,351,102 | Industrials:17.0;Consumer:11.5;Tech:18.6;Energy:14.2;Healthcare:38.7 | US:68.6;EU:5.8;APAC:8.0;EMEA:10.2;LATAM:7.4 | AA:20.7;BB:36.4;A:12.7;BBB:30.1 | 1.57 | 61 | 173 | 215 | 15.2 | 4 | 25 | 45 | 20 | true | true | true | false | -0.3 | 1.7 | 0.5 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 8 | DealerC | RFQ | 11 | 89 | -184 | -16 | HYCap>limit | Reduce | High-yield share above policy cap | 96 | Escalate watchlist names |
C09978 | CR4520 | 2024-07-06 | Calm | 97 | 390 | 3.4 | 2.7 | 487,073,625 | Tech:8.7;Consumer:15.7;RealEstate:24.9;Comm:13.7;Materials:25.5;Utilities:11.5 | US:63.4;EU:12.9;APAC:9.5;EMEA:10.1;LATAM:4.2 | BBB:23.0;A:20.9;B:10.8;BB:14.6;AAA:21.6;CCC:9.1 | 4.63 | 63.2 | 177 | 269 | 16.9 | 2.5 | 30 | 55 | 35 | false | true | false | false | 2.48 | 1.26 | 0.08 | Healthcare:EW;Consumer:EW | Hedge | iTraxx_MAIN: +51bps notional | -42 | 13 | ECN2 | RFQ | 11 | 85 | 1 | -142 | VAR>budget | Hedge | Portfolio VAR above budget | 238 | Escalate watchlist names |
C09979 | CR3694 | 2024-03-24 | Recovery | 136 | 523 | 4.8 | 0.6 | 2,939,588,429 | Tech:18.5;Healthcare:34.9;Consumer:12.1;Energy:34.5 | US:65.7;EU:21.7;APAC:6.1;EMEA:4.9;LATAM:1.6 | A:14.3;AAA:36.1;BB:14.8;AA:25.1;BBB:9.7 | 1.92 | 23.8 | 140 | 165 | 6.3 | 3.5 | 35 | 45 | 30 | false | true | false | false | 2.28 | -0.16 | 0.42 | Tech:EW;RealEstate:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -34 | 35 | ECN1 | Electronic | 10 | 99 | -28 | 127 | HYCap>limit | Rotate | High-yield share above policy cap | 223 | Tighten HY exposure bands |
C09980 | CR4797 | 2025-07-21 | Recovery | 180 | 607 | 5.4 | 0.3 | 2,654,978,293 | Comm:9.8;Financials:15.1;Healthcare:20.9;Consumer:17.1;Materials:20.3;Utilities:16.7 | US:70.3;EU:16.0;APAC:7.5;EMEA:3.9;LATAM:2.4 | BB:7.5;B:20.1;A:19.3;BBB:53.1 | 5.87 | 56.5 | 119 | 167 | 15.3 | 3.5 | 35 | 55 | 25 | false | true | true | false | 1.33 | 0.69 | 0.47 | null | Hedge | CDX_IG: +99bps notional | -4 | 9 | DealerC | DealerAxed | 5 | 100 | 379 | -168 | Sector>limit | Hedge | Sector concentration above limit | 130 | Rotate into defensive sectors |
C09981 | CR6630 | 2025-08-03 | Calm | 95 | 382 | 4.1 | 1.7 | 1,285,181,424 | Comm:14.1;Financials:15.4;Industrials:27.1;Utilities:43.4 | US:66.5;EU:9.3;APAC:11.3;EMEA:10.3;LATAM:2.6 | BB:24.6;A:14.1;CCC:20.4;AA:40.9 | 4.67 | 57.8 | 147 | 271 | 13.5 | 2 | 30 | 35 | 20 | true | true | true | false | 1.18 | 0.13 | -0.35 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 28 | DealerA | RFQ | 5 | 100 | -37 | -120 | Sector>limit | Hedge | Sector concentration above limit | 212 | Escalate watchlist names |
C09982 | CR1824 | 2025-04-20 | Recovery | 135 | 433 | 5.1 | 0.6 | 2,816,912,308 | Healthcare:38.0;Materials:31.7;Comm:30.3 | US:60.0;EU:14.7;APAC:12.4;EMEA:9.4;LATAM:3.5 | B:14.0;CCC:3.6;A:30.9;AA:18.9;AAA:24.2;BB:8.5 | 1.8 | 57.1 | 234 | 453 | 13.5 | 3 | 20 | 45 | 25 | true | true | true | true | 1.49 | 1.41 | 0.37 | null | Hedge | Treasury_Futures: +78bps notional | -22 | 0 | ECN2 | RFQ | 0 | 86 | -104 | -24 | Sector>limit | Reduce | Sector concentration above limit | 144 | Rotate into defensive sectors |
C09983 | CR1194 | 2025-10-13 | Recovery | 121 | 494 | 5.1 | 0.8 | 2,339,172,472 | RealEstate:22.2;Utilities:8.2;Healthcare:25.8;Tech:19.4;Financials:17.3;Consumer:7.1 | US:57.1;EU:18.3;APAC:13.7;EMEA:10.6;LATAM:0.3 | A:22.3;AAA:14.7;BBB:22.7;B:20.7;BB:19.5 | 7.46 | 61.9 | 219 | 146 | 8.1 | 4 | 25 | 35 | 25 | true | true | true | true | 0.91 | 0.44 | 0.36 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | -18 | DealerB | DealerAxed | 11 | 98 | -16 | -192 | HYCap>limit | Hedge | High-yield share above policy cap | 172 | Defer adds pending macro print |
C09984 | CR3307 | 2024-01-28 | Calm | 119 | 362 | 4 | 2.1 | 693,775,594 | Financials:41.1;RealEstate:27.1;Utilities:31.8 | US:62.9;EU:12.4;APAC:12.4;EMEA:4.1;LATAM:8.1 | AA:33.0;AAA:37.4;B:5.8;CCC:23.8 | 5.19 | 57.4 | 262 | 471 | 4.1 | 3 | 20 | 35 | 25 | true | true | true | true | 0.85 | 1.09 | 0.52 | Consumer:EW | Hedge | SingleName_CDS: +94bps notional | -55 | 2 | ECN2 | Electronic | 6 | 88 | 162 | -211 | HYCap>limit | Reduce | High-yield share above policy cap | 130 | Tighten HY exposure bands |
C09985 | CR0560 | 2024-10-24 | Calm | 81 | 376 | 3.9 | 1.8 | 651,910,035 | Comm:29.9;Tech:32.7;Healthcare:37.4 | US:66.8;EU:10.5;APAC:12.6;EMEA:5.9;LATAM:4.2 | B:27.7;BBB:19.4;BB:13.7;A:22.7;AA:16.5 | 7.38 | 42.2 | 198 | 281 | 13.3 | 4 | 20 | 45 | 20 | true | true | true | false | 0.5 | 1.11 | -0.01 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -18 | 6 | ECN2 | RFQ | 3 | 88 | 56 | -150 | Sector>limit | Hedge | Sector concentration above limit | 176 | Tighten HY exposure bands |
C09986 | CR7545 | 2024-08-23 | Tightening | 158 | 402 | 4.4 | 1.6 | 1,279,031,762 | Comm:20.2;Financials:11.0;Tech:26.9;Healthcare:33.4;Industrials:8.5 | US:71.6;EU:9.6;APAC:6.4;EMEA:10.9;LATAM:1.5 | BB:20.9;A:21.1;B:12.7;AAA:16.2;BBB:19.5;CCC:9.6 | 1.41 | 25.9 | 164 | 147 | 16.3 | 3 | 35 | 55 | 20 | false | true | true | false | 0.72 | 1.78 | -0.05 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | -22 | DealerA | All2All | 9 | 98 | 317 | -290 | Sector>limit | Hedge | Sector concentration above limit | 130 | Escalate watchlist names |
C09987 | CR6558 | 2025-02-28 | Recovery | 164 | 521 | 5.7 | -0.3 | 216,453,462 | Energy:41.5;Comm:29.6;Materials:28.9 | US:66.6;EU:7.2;APAC:13.5;EMEA:9.9;LATAM:2.8 | AA:43.0;CCC:8.4;BBB:40.9;BB:7.7 | 6.17 | 35.6 | 280 | 337 | 17.5 | 3 | 20 | 55 | 20 | true | true | false | true | 0.48 | 1.33 | -0.32 | null | Hedge | iTraxx_MAIN: +102bps notional | -31 | 3 | ECN1 | All2All | 1 | 100 | 332 | -286 | HYCap>limit | Reduce | High-yield share above policy cap | 102 | Rotate into defensive sectors |
C09988 | CR3829 | 2024-08-15 | Tightening | 96 | 450 | 4 | 0.9 | 125,222,602 | Healthcare:28.9;Comm:47.1;Energy:24.0 | US:65.2;EU:10.1;APAC:14.7;EMEA:6.0;LATAM:4.1 | BBB:26.7;AAA:39.9;AA:25.4;B:8.1 | 5.8 | 57.2 | 231 | 479 | 9.9 | 2 | 30 | 35 | 25 | true | true | false | true | 2.48 | 1.02 | 0.43 | Consumer:EW | Hedge | Treasury_Futures: +69bps notional | -6 | 23 | DealerA | All2All | 12 | 90 | 122 | -298 | Sector>limit | Hedge | Sector concentration above limit | 242 | Escalate watchlist names |
C09989 | CR9132 | 2025-10-07 | Calm | 82 | 286 | 3.7 | 1.7 | 1,723,512,793 | Tech:13.1;Energy:26.9;Industrials:28.3;Utilities:31.7 | US:70.9;EU:6.1;APAC:8.2;EMEA:8.3;LATAM:6.6 | B:10.7;BB:29.2;CCC:37.2;A:12.5;AAA:10.4 | 2.21 | 45.8 | 258 | 361 | 2.2 | 2.5 | 25 | 35 | 35 | true | true | true | true | -0.07 | 0.22 | 0.45 | null | Hedge | SingleName_CDS: +120bps notional | 16 | 26 | DealerC | RFQ | 1 | 95 | -121 | -83 | HYCap>limit | Rotate | High-yield share above policy cap | 148 | Escalate watchlist names |
C09990 | CR9016 | 2024-11-28 | Tightening | 158 | 414 | 4.7 | 0.6 | 2,930,110,246 | Tech:20.7;RealEstate:9.2;Healthcare:16.4;Utilities:32.3;Materials:21.3 | US:62.5;EU:14.0;APAC:16.1;EMEA:3.7;LATAM:3.6 | AA:17.3;CCC:10.0;BBB:34.9;BB:8.3;A:29.6 | 1.25 | 48.4 | 159 | 183 | 4.9 | 2 | 25 | 45 | 25 | true | true | false | false | 2.4 | 0.77 | 0.54 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | -6 | ECN2 | DealerAxed | 12 | 95 | 380 | -45 | Sector>limit | Rotate | Sector concentration above limit | 199 | Tighten HY exposure bands |
C09991 | CR3512 | 2025-03-01 | Tightening | 94 | 492 | 5 | 1.3 | 2,419,856,855 | Healthcare:27.4;Tech:28.3;Financials:25.5;Materials:18.8 | US:61.4;EU:10.0;APAC:12.8;EMEA:9.0;LATAM:6.7 | BB:17.2;A:27.6;CCC:16.0;B:39.2 | 6.12 | 34 | 128 | 484 | 17.3 | 3.5 | 25 | 35 | 20 | true | true | true | false | -0.26 | 0.2 | 0.43 | Tech:EW | Hedge | CDX_IG: +180bps notional | 14 | 30 | ECN1 | DealerAxed | 0 | 92 | 355 | -252 | HYCap>limit | Reduce | High-yield share above policy cap | 183 | Defer adds pending macro print |
C09992 | CR6183 | 2024-09-30 | Calm | 94 | 386 | 3.3 | 2.9 | 761,015,800 | Industrials:31.9;RealEstate:9.8;Materials:15.9;Tech:24.7;Comm:17.6 | US:65.9;EU:14.6;APAC:9.6;EMEA:7.4;LATAM:2.5 | A:26.2;AA:35.2;BBB:12.9;AAA:25.7 | 0.71 | 50.5 | 128 | 454 | 5.1 | 2 | 20 | 45 | 30 | true | true | false | false | 1.81 | 1.18 | 0.11 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | 16 | DealerC | All2All | 12 | 91 | 201 | 24 | HYCap>limit | Hedge | High-yield share above policy cap | 219 | Escalate watchlist names |
C09993 | CR7556 | 2024-06-19 | Recovery | 134 | 438 | 6.3 | 0.5 | 1,779,354,243 | Industrials:27.5;Consumer:21.0;Energy:22.2;Financials:9.5;Comm:19.8 | US:54.9;EU:17.9;APAC:9.9;EMEA:10.0;LATAM:7.4 | CCC:20.1;A:21.7;B:39.1;BB:19.0 | 2.93 | 29.9 | 220 | 407 | 12.2 | 4 | 30 | 35 | 35 | false | true | true | true | 0.91 | 0.71 | -0.2 | Industrials:EW | Hedge | Treasury_Futures: +81bps notional | -3 | 10 | DealerA | DealerAxed | 1 | 100 | -72 | -59 | Region>limit | Reduce | Regional concentration above limit | 125 | Reviewed by risk; hedges staggered |
C09994 | CR7785 | 2024-06-09 | Stress | 249 | 737 | 7.1 | 0.2 | 1,760,300,189 | Healthcare:6.7;Tech:25.8;Energy:23.7;Industrials:21.9;RealEstate:11.4;Financials:10.5 | US:72.9;EU:6.9;APAC:12.3;EMEA:3.8;LATAM:4.1 | BBB:9.2;AAA:9.7;A:14.1;B:10.0;BB:32.6;CCC:24.5 | 5.13 | 32.7 | 301 | 542 | 21.6 | 3 | 35 | 55 | 25 | false | true | true | true | 1.18 | 0.24 | 0.38 | Tech:EW;Healthcare:EW | Hedge | CDX_HY: +74bps notional | -38 | 26 | ECN2 | DealerAxed | 10 | 99 | 235 | 140 | Region>limit | Hedge | Regional concentration above limit | 221 | Escalate watchlist names |
C09995 | CR9501 | 2024-04-24 | Tightening | 154 | 366 | 4.2 | 0.6 | 2,039,458,871 | Energy:40.1;Industrials:32.9;Materials:26.9 | US:67.7;EU:10.8;APAC:15.0;EMEA:4.5;LATAM:2.0 | CCC:16.9;AAA:37.1;AA:33.3;A:12.8 | 2.58 | 35.4 | 247 | 505 | 9.1 | 3 | 25 | 45 | 25 | true | true | false | true | 0.16 | 0.87 | 0.12 | RealEstate:EW | Hedge | iTraxx_XOVER: +162bps notional | -43 | 11 | DealerB | Electronic | 6 | 95 | -133 | -72 | HYCap>limit | Hedge | High-yield share above policy cap | 138 | Defer adds pending macro print |
C09996 | CR6946 | 2024-10-17 | Stress | 209 | 569 | 8.4 | -0.7 | 2,909,033,425 | Materials:16.5;Industrials:16.2;Comm:18.7;Financials:28.3;Energy:20.3 | US:64.0;EU:17.4;APAC:10.0;EMEA:7.7;LATAM:1.0 | CCC:22.2;BBB:18.1;AAA:15.9;B:15.6;AA:12.5;BB:15.8 | 2.14 | 23.9 | 359 | 284 | 5.5 | 2 | 25 | 45 | 20 | true | true | true | true | 0.41 | -0.17 | 0.51 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | -2 | DealerC | DealerAxed | 9 | 94 | 210 | -99 | Sector>limit | Hedge | Sector concentration above limit | 113 | Defer adds pending macro print |
C09997 | CR5661 | 2024-05-03 | Recovery | 172 | 519 | 4.8 | -0.1 | 601,677,776 | Tech:29.7;Industrials:32.4;Materials:37.9 | US:61.4;EU:15.2;APAC:12.5;EMEA:5.8;LATAM:5.2 | AA:20.0;BB:5.8;CCC:6.3;A:28.4;B:7.8;BBB:31.7 | 3.93 | 30 | 80 | 299 | 17 | 4 | 20 | 35 | 20 | true | true | false | false | 1.28 | -0.23 | 0.39 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -51 | 35 | ECN2 | RFQ | 9 | 99 | 236 | 27 | HYCap>limit | Hedge | High-yield share above policy cap | 244 | Defer adds pending macro print |
C09998 | CR6865 | 2024-12-27 | Tightening | 157 | 501 | 4.1 | 1.4 | 2,615,976,677 | Comm:8.7;Materials:19.2;Energy:27.7;Consumer:27.9;Utilities:16.5 | US:68.0;EU:14.9;APAC:10.7;EMEA:3.3;LATAM:3.0 | A:17.5;CCC:9.7;AAA:18.1;AA:49.5;B:5.2 | 3.31 | 45.2 | 162 | 496 | 4.2 | 3 | 35 | 55 | 35 | false | true | false | false | 1.04 | 0.03 | 0.45 | Comm:EW | Hedge | iTraxx_MAIN: +168bps notional | -31 | -21 | ECN1 | DealerAxed | 10 | 94 | -22 | -401 | Sector>limit | Reduce | Sector concentration above limit | 183 | Rotate into defensive sectors |
C09999 | CR0926 | 2024-02-29 | Recovery | 143 | 540 | 4.7 | 0.3 | 589,609,294 | Consumer:25.2;Materials:27.1;RealEstate:18.0;Energy:7.0;Utilities:22.7 | US:71.4;EU:5.3;APAC:11.4;EMEA:5.5;LATAM:6.3 | AA:28.2;B:13.9;CCC:6.3;AAA:31.3;BBB:14.7;BB:5.7 | 5.01 | 48.3 | 176 | 232 | 8 | 3 | 30 | 35 | 35 | false | true | false | false | 1.45 | 0.39 | -0.02 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | 45 | DealerC | All2All | 1 | 97 | 267 | 106 | Region>limit | Rotate | Regional concentration above limit | 243 | Defer adds pending macro print |
C10000 | CR0347 | 2024-03-29 | Calm | 115 | 418 | 3.9 | 1.5 | 184,060,755 | Financials:11.5;Comm:14.8;Industrials:19.7;Energy:16.7;Consumer:26.8;Healthcare:10.5 | US:68.0;EU:10.4;APAC:11.2;EMEA:9.8;LATAM:0.7 | BB:6.4;AA:11.9;A:31.1;CCC:13.5;AAA:14.7;BBB:22.5 | 1.66 | 55.1 | 239 | 418 | 14.1 | 4 | 20 | 35 | 35 | true | true | false | true | -0.17 | 0.64 | -0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | -1 | ECN1 | Electronic | 7 | 87 | 368 | 22 | Sector>limit | Rotate | Sector concentration above limit | 156 | Defer adds pending macro print |
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