PSL CLO EUR A Index widens year-to-date from 214bps to 439bps
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
224 bps |
-3.46 |
-14.21 |
| CLO EUR AA |
344 bps |
-5.07 |
-7.99 |
| CLO EUR A |
439 bps |
-4.92 |
-2.33 |
| CLO EUR BBB |
644 bps |
+3.04 |
+13.56 |
| CLO EUR BB |
1,046 bps |
-8.07 |
-6.1 |
| CLO EUR B |
1,471 bps |
-13.36 |
-30.69 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
232 bps |
-3.01 |
-5.67 |
| CLO US AA |
296 bps |
-2.03 |
+1.94 |
| CLO US A |
377 bps |
-5 |
+2.17 |
| CLO US BBB |
587 bps |
-9.19 |
-1.6 |
| CLO US BB |
1,062 bps |
-7.75 |
-28.19 |
| CLO US B |
1,300 bps |
-9.27 |
-31.93 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
111 bps |
+0.59 |
+73.62 |
| Dutch RMBS AA |
276 bps |
-1.06 |
+172.28 |
| European Autos AAA |
83 bps |
+2.35 |
+58.62 |
| European Autos AA |
172 bps |
+3.77 |
+115.31 |
| European Autos A |
306 bps |
+2.19 |
+192.16 |
| Italian RMBS AA |
126 bps |
+0.2 |
64.82 |
| Portuguese RMBS AA |
134 bps |
+4.59 |
+71.08 |
| Spanish RMBS AA |
108 bps |
+3.5 |
+57.3 |
| UK BTL RMBS AAA |
205 bps |
-12.89 |
+140.74 |
| UK Cards AAA |
180 bps |
-4.62 |
+119.79 |
| UK NC RMBS AAA |
234 bps |
-12.13 |
+155.07 |
| UK NC RMBS AA |
282 bps |
-6.59 |
+176.89 |
| UK Prime RMBS AAA |
103 bps |
-1.21 |
+67.29 |
