PSL CLO EUR Indices all tightening through the summer
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
166 bps |
-1.91 |
-43.37 |
| CLO EUR AA |
244 bps |
-1.6 |
-62.4 |
| CLO EUR A |
331 bps |
-1.54 |
-54.48 |
| CLO EUR BBB |
504 bps |
-8.32 |
-100.71 |
| CLO EUR BB |
810 bps |
+2.52 |
-223.58 |
| CLO EUR B |
1,189 bps |
-20.82 |
-232.8 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
163 bps |
-4.09 |
-35.31 |
| CLO US AA |
236 bps |
-4.37 |
-41.81 |
| CLO US A |
316 bps |
+2.56 |
-59.6 |
| CLO US BBB |
471 bps |
-31.11 |
-85.31 |
| CLO US BB |
929 bps |
+18.39 |
-82.17 |
| CLO US B |
1,211 bps |
+1.43 |
+43.92 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
61 bps |
-0.56 |
-21.49 |
| Dutch RMBS AA |
194 bps |
-0.28 |
-26.43 |
| European Autos AAA |
44 bps |
-0.51 |
-20.05 |
| European Autos AA |
105 bps |
+0.2 |
-46.05 |
| European Autos A |
201 bps |
-4.91 |
-110.03 |
| Italian RMBS AA |
101 bps |
+3.54 |
-26.25 |
| Portuguese RMBS AA |
95 bps |
-0.91 |
-24.64 |
| Spanish RMBS AA |
73 bps |
-0.79 |
-23.83 |
| UK BTL RMBS AAA |
109 bps |
+2.27 |
-57.04 |
| UK Cards AAA |
129 bps |
-0.16 |
-26.37 |
| UK NC RMBS AAA |
109 bps |
-5.5 |
-74.57 |
| UK NC RMBS AA |
168 bps |
-1.76 |
-55.47 |
| UK Prime RMBS AAA |
53 bps |
-1.5 |
-16.05 |
