PSL CLO EUR AAA Index stabilises around 127bps after 4 months of tightening
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
127 bps |
+1.05 |
-31.79 |
| CLO EUR AA |
200 bps |
+0.37 |
-31.45 |
| CLO EUR A |
253 bps |
-2.67 |
-71.17 |
| CLO EUR BBB |
370 bps |
-11.99 |
-78.26 |
| CLO EUR BB |
644 bps |
+3.88 |
-76.6 |
| CLO EUR B |
938 bps |
-1.57 |
-179.64 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
140 bps |
-1.08 |
-13.1 |
| CLO US AA |
191 bps |
-2.82 |
-24.13 |
| CLO US A |
255 bps |
-1.45 |
-14.41 |
| CLO US BBB |
379 bps |
-13.44 |
-21.69 |
| CLO US BB |
735 bps |
+3.78 |
-47.94 |
| CLO US B |
1,002 bps |
-28.35 |
-19.54 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
58 bps |
+0.39 |
-3.69 |
| Dutch ABS/MBS AA |
158 bps |
-0.09 |
-28.15 |
| Italian ABS/MBS AA |
88 bps |
-1.49 |
-14.68 |
| Portuguese ABS/MBS AA |
90 bps |
+0.14 |
+0.5 |
| Spanish ABS/MBS AA |
87 bps |
+0.17 |
+2.94 |
| UK BTL RMBS AAA |
79 bps |
-3.37 |
-16.13 |
| UK Cards AAA |
81 bps |
-1.92 |
-24.22 |
| UK NC RMBS AAA |
94 bps |
-0.93 |
-6.67 |
| UK NC RMBS AA |
119 bps |
-1.68 |
-21.19 |
| UK Prime RMBS AAA |
51 bps |
-0.91 |
-3.12 |
