PSL Weekly Markets Wrap, 22nd January 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
143 bps |
-5.59 |
-16.96 |
| CLO EUR AA |
214 bps |
-8.76 |
-17.34 |
| CLO EUR A |
302 bps |
-13.78 |
-21.73 |
| CLO EUR BBB |
417 bps |
-8.48 |
-31.88 |
| CLO EUR BB |
705 bps |
-17.6 |
-16 |
| CLO EUR B |
988 bps |
-36.66 |
-129.98 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
146 bps |
-3.70 |
-7.97 |
| CLO US AA |
206 bps |
-2.71 |
-8.78 |
| CLO US A |
249 bps |
-11.19 |
-20.81 |
| CLO US BBB |
375 bps |
-5.96 |
-25.45 |
| CLO US BB |
744 bps |
-17.46 |
-39.39 |
| CLO US B |
932 bps |
-25.11 |
-88.78 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
60 bps |
+0.84 |
-2.03 |
| Dutch ABS/MBS AA |
173 bps |
-0.58 |
-13.54 |
| Italian ABS/MBS AA |
97 bps |
-3.66 |
-5.11 |
| Portuguese ABS/MBS AA |
86 bps |
-1.89 |
-3.46 |
| Spanish ABS/MBS AA |
85 bps |
+1.32 |
+0.9 |
| UK BTL RMBS AAA |
87 bps |
-4.24 |
-7.67 |
| UK Cards AAA |
92 bps |
+0.05 |
-13.4 |
| UK NC RMBS AAA |
96 bps |
+0.45 |
-4.26 |
| UK NC RMBS AA |
134 bps |
-11.42 |
-6.31 |
| UK Prime RMBS AAA |
48 bps |
-2.78 |
-5.56 |
