PSL Weekly Markets Wrap, 29th April 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
120.15 |
-0.33 |
-39.62 |
| CLO EUR AA |
184.34 |
-1.14 |
-47.43 |
| CLO EUR A |
246.84 |
-0.9 |
-77.35 |
| CLO EUR BBB |
360.36 |
-0.48 |
-88.68 |
| CLO EUR BB |
650.56 |
-3.84 |
-70.91 |
| CLO EUR B |
940.76 |
-15.09 |
-176.85 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
135.33 |
-1.00 |
-18.23 |
| CLO US AA |
186.52 |
-2.6 |
-28.27 |
| CLO US A |
233.02 |
-0.08 |
-36.79 |
| CLO US BBB |
369.21 |
-4.35 |
-31.52 |
| CLO US BB |
723.38 |
-4.02 |
-59.87 |
| CLO US B |
947.87 |
-10.06 |
-73.18 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
74.85 |
-0.71 |
-15.96 |
| Dutch ABS/MBS AA |
141.57 |
-4.18 |
-44.02 |
| Eur Autos AAA |
50.13 |
-0.34 |
-5.51 |
| Eur Autos AA |
90.98 |
-1.33 |
-12.57 |
| Eur Autos A |
185.18 |
-0.83 |
-36.83 |
| Italian ABS/MBS AA |
81.67 |
-0.08 |
-12.03 |
| Portuguese ABS/MBS AA |
121.52 |
-7.25 |
+14.24 |
| Spanish ABS/MBS AA |
100.58 |
-3.44 |
-3.47 |
| UK BTL RMBS AAA |
75.02 |
-0.12 |
-15.40 |
| UK Cards AAA |
75.8 |
+0.13 |
-27.96 |
| UK NC RMBS AAA |
78.85 |
-4.05 |
-13.02 |
| UK NC RMBS AA |
135.45 |
-0.74 |
+32.61 |
| UK Prime RMBS AAA |
44.5 |
+1.07 |
-6.32 |
