PSL Weekly Markets Wrap, 12th February 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
132 bps |
-4.71 |
-27.79 |
| CLO EUR AA |
201 bps |
-7.43 |
-31.21 |
| CLO EUR A |
276 bps |
-6.4 |
-47.78 |
| CLO EUR BBB |
403 bps |
-5.75 |
-45.79 |
| CLO EUR BB |
674 bps |
-5.77 |
-47.21 |
| CLO EUR B |
989 bps |
-7.85 |
-128.72 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
142 bps |
-1.34 |
-11.26 |
| CLO US AA |
198 bps |
-2.13 |
-16.58 |
| CLO US A |
259 bps |
+10.28 |
-10.94 |
| CLO US BBB |
375 bps |
-4.59 |
-25.84 |
| CLO US BB |
729 bps |
-17.98 |
-53.92 |
| CLO US B |
1,008 bps |
+27.43 |
-12.79 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
59 bps |
-1.68 |
-3.27 |
| Dutch ABS/MBS AA |
156 bps |
-1.36 |
-30.18 |
| Italian ABS/MBS AA |
96 bps |
-2.95 |
-6.65 |
| Portuguese ABS/MBS AA |
94 bps |
+0.14 |
+4.66 |
| Spanish ABS/MBS AA |
84 bps |
-0.54 |
+0.39 |
| UK BTL RMBS AAA |
87 bps |
+2.82 |
-8.12 |
| UK Cards AAA |
81 bps |
-0.74 |
-24.55 |
| UK NC RMBS AAA |
100 bps |
-1.92 |
+0.22 |
| UK NC RMBS AA |
117 bps |
-10.41 |
-22.76 |
| UK Prime RMBS AAA |
49 bps |
-0.16 |
-5.09 |
