PSL Weekly Markets Wrap, 5th February 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
137 bps |
-2.66 |
-23.08 |
| CLO EUR AA |
207 bps |
-3.32 |
-24.34 |
| CLO EUR A |
283 bps |
-5.78 |
-41.38 |
| CLO EUR BBB |
409 bps |
-8.28 |
-40.04 |
| CLO EUR BB |
676 bps |
-17.59 |
-45.86 |
| CLO EUR B |
998 bps |
-12.98 |
-119.8 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
144 bps |
-0.68 |
-9.92 |
| CLO US AA |
200 bps |
-1.11 |
-14.45 |
| CLO US A |
249 bps |
+0.69 |
-21.22 |
| CLO US BBB |
379 bps |
-5.51 |
-21.26 |
| CLO US BB |
747 bps |
+1.04 |
-35.94 |
| CLO US B |
981 bps |
-41.85 |
-40.21 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
60 bps |
-0.12 |
-1.6 |
| Dutch ABS/MBS AA |
157 bps |
-11.67 |
-28.82 |
| Italian ABS/MBS AA |
99 bps |
+1.44 |
-3.7 |
| Portuguese ABS/MBS AA |
94 bps |
+6.35 |
+4.52 |
| Spanish ABS/MBS AA |
85 bps |
+1.98 |
+0.93 |
| UK BTL RMBS AAA |
84 bps |
-4.27 |
-10.94 |
| UK Cards AAA |
82 bps |
-8.06 |
-23.81 |
| UK NC RMBS AAA |
102 bps |
-3.71 |
+2.14 |
| UK NC RMBS AA |
128 bps |
-5.41 |
-12.35 |
| UK Prime RMBS AAA |
49 bps |
+1.03 |
-4.93 |
