| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
115 bps |
+0.21 |
-43.8 |
| CLO EUR AA |
173 bps |
-4.26 |
-58.95 |
| CLO EUR A |
230 bps |
-6 |
-93.64 |
| CLO EUR BBB |
347 bps |
-7.7 |
-101.15 |
| CLO EUR BB |
661 bps |
+6.45 |
-60.18 |
| CLO EUR B |
945 bps |
+21.92 |
-172.49 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
137 bps |
0.92 |
-15.18 |
| CLO US AA |
186 bps |
-2.07 |
-27.63 |
| CLO US A |
229 bps |
-4.17 |
-38.35 |
| CLO US BBB |
374 bps |
+18.89 |
-20.07 |
| CLO US BB |
722 bps |
-22.13 |
-60.81 |
| CLO US B |
852 bps |
-16.54 |
-164.19 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
55 bps |
-1.29 |
-6.99 |
| Dutch ABS/MBS AA |
144 bps |
-3.52 |
-42.52 |
| Italian ABS/MBS AA |
81 bps |
-0.04 |
-21.62 |
| Portuguese ABS/MBS AA |
88 bps |
-0.48 |
-1.89 |
| Spanish ABS/MBS AA |
84 bps |
-2.06 |
-0.22 |
| UK BTL RMBS AAA |
77 bps |
-0.27 |
-17.31 |
| UK Cards AAA |
75 bps |
-4.76 |
-30.31 |
| UK Prime RMBS AAA |
53 bps |
-0.5 |
-1.03 |
