PSL CLO EUR AAA widens sharply to 110bps
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
110 bps |
+12.12 |
-48.84 |
| CLO EUR AA |
177 bps |
+6.14 |
-54.85 |
| CLO EUR A |
231 bps |
+7.78 |
-92.67 |
| CLO EUR BBB |
340 bps |
+0.56 |
-108.28 |
| CLO EUR BB |
634 bps |
+25.97 |
-86.84 |
| CLO EUR B |
935 bps |
+24.49 |
-182.32 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
152 bps |
9.32 |
-0.2 |
| CLO US AA |
195 bps |
+6.42 |
-18.55 |
| CLO US A |
249 bps |
+14.95 |
-18.55 |
| CLO US BBB |
393 bps |
+35.04 |
-1.06 |
| CLO US BB |
793 bps |
+55.93 |
+9.92 |
| CLO US B |
939 bps |
-46.82 |
-76.68 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
54 bps |
+1.08 |
-7.53 |
| Dutch ABS/MBS AA |
138 bps |
+4.68 |
-48.38 |
| Italian ABS/MBS AA |
82 bps |
+3.44 |
-20.82 |
| Portuguese ABS/MBS AA |
90 bps |
+1.86 |
+0.54 |
| Spanish ABS/MBS AA |
87 bps |
+5.03 |
+2.45 |
| UK BTL RMBS AAA |
75 bps |
+1.66 |
-19.74 |
| UK Cards AAA |
79 bps |
+2.37 |
-26.39 |
| UK Prime RMBS AAA |
53 bps |
+1.01 |
-0.99 |
