PSL Weekly Markets Wrap, 15th April 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
120.98 |
-2.87 |
-38.78 |
| CLO EUR AA |
191.04 |
-2.24 |
-40.73 |
| CLO EUR A |
242.49 |
-6.55 |
-81.69 |
| CLO EUR BBB |
361.41 |
-5.83 |
-87.63 |
| CLO EUR BB |
656.3 |
+4.36 |
-65.16 |
| CLO EUR B |
942.37 |
+8.93 |
-175.24 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
138.71 |
-0.26 |
-14.85 |
| CLO US AA |
191.39 |
-2.82 |
-23.41 |
| CLO US A |
243.35 |
-3.91 |
-26.46 |
| CLO US BBB |
374.16 |
-4.74 |
-26.57 |
| CLO US BB |
737.62 |
-1.67 |
-45.63 |
| CLO US B |
970.21 |
+7.23 |
-50.83 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
53.23 |
-2.53 |
-8.71 |
| Dutch ABS/MBS AA |
150.77 |
-4.92 |
-35.27 |
| Italian ABS/MBS AA |
86.34 |
+0.13 |
-16.01 |
| Portuguese ABS/MBS AA |
88.56 |
+0.16 |
-1.23 |
| Spanish ABS/MBS AA |
85.65 |
+0.7 |
+1.56 |
| UK BTL RMBS AAA |
77.28 |
-1.48 |
-17.39 |
| UK Cards AAA |
79.75 |
-7.03 |
-25.84 |
| UK Prime RMBS AAA |
45.03 |
-1.7 |
-8.98 |
