PSL Weekly Markets Wrap, 26th February 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
125.5 |
-3.09 |
-34.27 |
| CLO EUR AA |
200.63 |
+1.4 |
-31.14 |
| CLO EUR A |
257.21 |
-9.43 |
-66.98 |
| CLO EUR BBB |
383.68 |
-13.87 |
-65.36 |
| CLO EUR BB |
642.85 |
-23.33 |
-78.61 |
| CLO EUR B |
951.91 |
-19.68 |
-165.7 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
141.78 |
+0.29 |
-11.78 |
| CLO US AA |
193.71 |
-3.41 |
-21.09 |
| CLO US A |
255.4 |
-2.5 |
-14.42 |
| CLO US BBB |
393.58 |
+17.06 |
-7.16 |
| CLO US BB |
729.94 |
+2.7 |
-53.31 |
| CLO US B |
1029.97 |
+33.46 |
+8.93 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
57.75 |
-0.45 |
-4.19 |
| Dutch ABS/MBS AA |
157.96 |
-2.82 |
-28.08 |
| Italian ABS/MBS AA |
96.5 |
+0.07 |
-5.85 |
| Portuguese ABS/MBS AA |
90.02 |
-0.66 |
+0.23 |
| Spanish ABS/MBS AA |
83.48 |
-3.14 |
-0.61 |
| UK BTL RMBS AAA |
84.77 |
-0.56 |
-9.90 |
| UK Cards AAA |
83.38 |
+1.94 |
-22.21 |
| UK NC RMBS AAA |
96.89 |
-1.13 |
-3.36 |
| UK NC RMBS AA |
119.45 |
-0.31 |
-20.69 |
| UK Prime RMBS AAA |
51.75 |
+2.76 |
-2.26 |
